CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 752-6 740-0 -12-6 -1.7% 697-0
High 756-0 746-6 -9-2 -1.2% 765-0
Low 727-2 736-2 9-0 1.2% 694-6
Close 733-2 742-2 9-0 1.2% 759-4
Range 28-6 10-4 -18-2 -63.5% 70-2
ATR 22-5 21-7 -0-5 -2.9% 0-0
Volume 171,142 116,102 -55,040 -32.2% 749,407
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 773-2 768-2 748-0
R3 762-6 757-6 745-1
R2 752-2 752-2 744-1
R1 747-2 747-2 743-2 749-6
PP 741-6 741-6 741-6 743-0
S1 736-6 736-6 741-2 739-2
S2 731-2 731-2 740-3
S3 720-6 726-2 739-3
S4 710-2 715-6 736-4
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 950-4 925-2 798-1
R3 880-2 855-0 778-7
R2 810-0 810-0 772-3
R1 784-6 784-6 766-0 797-3
PP 739-6 739-6 739-6 746-0
S1 714-4 714-4 753-0 727-1
S2 669-4 669-4 746-5
S3 599-2 644-2 740-1
S4 529-0 574-0 720-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 766-6 727-2 39-4 5.3% 18-7 2.5% 38% False False 149,687
10 766-6 666-0 100-6 13.6% 18-6 2.5% 76% False False 150,047
20 766-6 666-0 100-6 13.6% 20-2 2.7% 76% False False 164,006
40 782-2 666-0 116-2 15.7% 17-5 2.4% 66% False False 162,241
60 782-2 615-4 166-6 22.5% 17-5 2.4% 76% False False 136,528
80 782-2 615-4 166-6 22.5% 16-3 2.2% 76% False False 116,467
100 782-2 608-4 173-6 23.4% 15-4 2.1% 77% False False 101,511
120 782-2 570-0 212-2 28.6% 14-0 1.9% 81% False False 88,638
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 791-3
2.618 774-2
1.618 763-6
1.000 757-2
0.618 753-2
HIGH 746-6
0.618 742-6
0.500 741-4
0.382 740-2
LOW 736-2
0.618 729-6
1.000 725-6
1.618 719-2
2.618 708-6
4.250 691-5
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 742-0 747-0
PP 741-6 745-3
S1 741-4 743-7

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

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