CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 681-4 686-0 4-4 0.7% 625-0
High 683-4 695-4 12-0 1.8% 695-4
Low 666-0 678-0 12-0 1.8% 625-0
Close 678-4 685-0 6-4 1.0% 685-0
Range 17-4 17-4 0-0 0.0% 70-4
ATR 21-1 20-7 -0-2 -1.2% 0-0
Volume 191,781 145,223 -46,558 -24.3% 791,123
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 738-5 729-3 694-5
R3 721-1 711-7 689-6
R2 703-5 703-5 688-2
R1 694-3 694-3 686-5 690-2
PP 686-1 686-1 686-1 684-1
S1 676-7 676-7 683-3 672-6
S2 668-5 668-5 681-6
S3 651-1 659-3 680-2
S4 633-5 641-7 675-3
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 880-0 853-0 723-6
R3 809-4 782-4 704-3
R2 739-0 739-0 697-7
R1 712-0 712-0 691-4 725-4
PP 668-4 668-4 668-4 675-2
S1 641-4 641-4 678-4 655-0
S2 598-0 598-0 672-1
S3 527-4 571-0 665-5
S4 457-0 500-4 646-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 695-4 625-0 70-4 10.3% 17-3 2.5% 85% True False 158,224
10 695-4 576-0 119-4 17.4% 16-7 2.5% 91% True False 145,976
20 695-4 576-0 119-4 17.4% 16-7 2.5% 91% True False 142,371
40 720-4 576-0 144-4 21.1% 15-4 2.3% 75% False False 109,528
60 720-4 576-0 144-4 21.1% 15-3 2.2% 75% False False 96,626
80 720-4 576-0 144-4 21.1% 14-1 2.1% 75% False False 85,691
100 720-4 548-0 172-4 25.2% 13-7 2.0% 79% False False 77,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Fibonacci Retracements and Extensions
4.250 769-7
2.618 741-3
1.618 723-7
1.000 713-0
0.618 706-3
HIGH 695-4
0.618 688-7
0.500 686-6
0.382 684-5
LOW 678-0
0.618 667-1
1.000 660-4
1.618 649-5
2.618 632-1
4.250 603-5
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 686-6 683-5
PP 686-1 682-1
S1 685-5 680-6

These figures are updated between 7pm and 10pm EST after a trading day.

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