CME Pit-Traded Corn Future March 2012


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 691-2 681-0 -10-2 -1.5% 671-2
High 691-2 690-0 -1-2 -0.2% 695-0
Low 679-0 680-0 1-0 0.1% 667-4
Close 683-4 691-0 7-4 1.1% 695-0
Range 12-2 10-0 -2-2 -18.4% 27-4
ATR 14-5 14-3 -0-3 -2.3% 0-0
Volume 3,422 2,939 -483 -14.1% 26,388
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 717-0 714-0 696-4
R3 707-0 704-0 693-6
R2 697-0 697-0 692-7
R1 694-0 694-0 691-7 695-4
PP 687-0 687-0 687-0 687-6
S1 684-0 684-0 690-1 685-4
S2 677-0 677-0 689-1
S3 667-0 674-0 688-2
S4 657-0 664-0 685-4
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 768-3 759-1 710-1
R3 740-7 731-5 702-4
R2 713-3 713-3 700-0
R1 704-1 704-1 697-4 708-6
PP 685-7 685-7 685-7 688-1
S1 676-5 676-5 692-4 681-2
S2 658-3 658-3 690-0
S3 630-7 649-1 687-4
S4 603-3 621-5 679-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 695-0 672-0 23-0 3.3% 9-7 1.4% 83% False False 4,264
10 695-0 665-0 30-0 4.3% 12-5 1.8% 87% False False 4,680
20 695-0 631-6 63-2 9.2% 12-3 1.8% 94% False False 4,732
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 732-4
2.618 716-1
1.618 706-1
1.000 700-0
0.618 696-1
HIGH 690-0
0.618 686-1
0.500 685-0
0.382 683-7
LOW 680-0
0.618 673-7
1.000 670-0
1.618 663-7
2.618 653-7
4.250 637-4
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 689-0 689-5
PP 687-0 688-3
S1 685-0 687-0

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

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