CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 709-0 695-0 -14-0 -2.0% 756-6
High 718-0 710-0 -8-0 -1.1% 760-4
Low 681-0 693-4 12-4 1.8% 681-0
Close 686-2 707-4 21-2 3.1% 686-2
Range 37-0 16-4 -20-4 -55.4% 79-4
ATR 22-4 22-4 0-1 0.4% 0-0
Volume 218,167 143,164 -75,003 -34.4% 874,871
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 753-1 746-7 716-5
R3 736-5 730-3 712-0
R2 720-1 720-1 710-4
R1 713-7 713-7 709-0 717-0
PP 703-5 703-5 703-5 705-2
S1 697-3 697-3 706-0 700-4
S2 687-1 687-1 704-4
S3 670-5 680-7 703-0
S4 654-1 664-3 698-3
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 947-6 896-4 730-0
R3 868-2 817-0 708-1
R2 788-6 788-6 700-7
R1 737-4 737-4 693-4 723-3
PP 709-2 709-2 709-2 702-2
S1 658-0 658-0 679-0 643-7
S2 629-6 629-6 671-5
S3 550-2 578-4 664-3
S4 470-6 499-0 642-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 737-0 681-0 56-0 7.9% 20-4 2.9% 47% False False 170,070
10 777-2 681-0 96-2 13.6% 22-1 3.1% 28% False False 197,710
20 782-2 681-0 101-2 14.3% 19-6 2.8% 26% False False 182,621
40 782-2 615-4 166-6 23.6% 17-6 2.5% 55% False False 144,683
60 782-2 615-4 166-6 23.6% 17-0 2.4% 55% False False 119,297
80 782-2 615-4 166-6 23.6% 15-4 2.2% 55% False False 101,119
100 782-2 594-2 188-0 26.6% 14-1 2.0% 60% False False 86,112
120 782-2 534-6 247-4 35.0% 13-2 1.9% 70% False False 77,133
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 780-1
2.618 753-2
1.618 736-6
1.000 726-4
0.618 720-2
HIGH 710-0
0.618 703-6
0.500 701-6
0.382 699-6
LOW 693-4
0.618 683-2
1.000 677-0
1.618 666-6
2.618 650-2
4.250 623-3
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 705-5 704-7
PP 703-5 702-1
S1 701-6 699-4

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

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