CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 717-0 682-0 -35-0 -4.9% 756-6
High 723-0 685-0 -38-0 -5.3% 760-4
Low 705-4 677-2 -28-2 -4.0% 681-0
Close 707-2 677-2 -30-0 -4.2% 686-2
Range 17-4 7-6 -9-6 -55.7% 79-4
ATR 22-2 22-6 0-4 2.5% 0-0
Volume 144,121 139,218 -4,903 -3.4% 874,871
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 703-1 697-7 681-4
R3 695-3 690-1 679-3
R2 687-5 687-5 678-5
R1 682-3 682-3 678-0 681-1
PP 679-7 679-7 679-7 679-2
S1 674-5 674-5 676-4 673-3
S2 672-1 672-1 675-7
S3 664-3 666-7 675-1
S4 656-5 659-1 673-0
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
5 723-0 677-2 45-6 6.8% 19-0 2.8% 0% False True 164,068
10 761-0 677-2 83-6 12.4% 21-7 3.2% 0% False True 177,964
20 777-2 677-2 100-0 14.8% 19-2 2.8% 0% False True 181,407
40 782-2 615-4 166-6 24.6% 17-5 2.6% 37% False False 147,918
60 782-2 615-4 166-6 24.6% 17-1 2.5% 37% False False 121,649
80 782-2 615-4 166-6 24.6% 15-4 2.3% 37% False False 103,049
100 782-2 600-4 181-6 26.8% 14-1 2.1% 42% False False 88,489
120 782-2 534-6 247-4 36.5% 13-1 1.9% 58% False False 78,793
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4-6
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 718-0
2.618 705-2
1.618 697-4
1.000 692-6
0.618 689-6
HIGH 685-0
0.618 682-0
0.500 681-1
0.382 680-2
LOW 677-2
0.618 672-4
1.000 669-4
1.618 664-6
2.618 657-0
4.250 644-2
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 681-1 700-1
PP 679-7 692-4
S1 678-4 684-7

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

View Archives - Comment on this page... - Back to Index of Symbols