CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 667-0 686-0 19-0 2.8% 695-0
High 691-0 689-4 -1-4 -0.2% 723-0
Low 666-0 677-0 11-0 1.7% 666-0
Close 680-4 682-0 1-4 0.2% 682-0
Range 25-0 12-4 -12-4 -50.0% 57-0
ATR 22-7 22-1 -0-6 -3.2% 0-0
Volume 188,937 121,254 -67,683 -35.8% 736,694
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 720-3 713-5 688-7
R3 707-7 701-1 685-4
R2 695-3 695-3 684-2
R1 688-5 688-5 683-1 685-6
PP 682-7 682-7 682-7 681-3
S1 676-1 676-1 680-7 673-2
S2 670-3 670-3 679-6
S3 657-7 663-5 678-4
S4 645-3 651-1 675-1
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 861-3 828-5 713-3
R3 804-3 771-5 697-5
R2 747-3 747-3 692-4
R1 714-5 714-5 687-2 702-4
PP 690-3 690-3 690-3 684-2
S1 657-5 657-5 676-6 645-4
S2 633-3 633-3 671-4
S3 576-3 600-5 666-3
S4 519-3 543-5 650-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 723-0 666-0 57-0 8.4% 15-7 2.3% 28% False False 147,338
10 760-4 666-0 94-4 13.9% 19-3 2.8% 17% False False 161,156
20 777-2 666-0 111-2 16.3% 19-4 2.9% 14% False False 181,454
40 782-2 666-0 116-2 17.0% 17-3 2.6% 14% False False 149,679
60 782-2 615-4 166-6 24.5% 17-2 2.5% 40% False False 124,809
80 782-2 615-4 166-6 24.5% 15-5 2.3% 40% False False 105,798
100 782-2 608-4 173-6 25.5% 14-3 2.1% 42% False False 91,188
120 782-2 534-6 247-4 36.3% 13-2 2.0% 59% False False 80,716
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 4-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 742-5
2.618 722-2
1.618 709-6
1.000 702-0
0.618 697-2
HIGH 689-4
0.618 684-6
0.500 683-2
0.382 681-6
LOW 677-0
0.618 669-2
1.000 664-4
1.618 656-6
2.618 644-2
4.250 623-7
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 683-2 680-7
PP 682-7 679-5
S1 682-3 678-4

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

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