CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 732-0 742-2 10-2 1.4% 758-6
High 737-4 766-4 29-0 3.9% 770-0
Low 729-4 742-0 12-4 1.7% 743-2
Close 736-4 764-0 27-4 3.7% 754-0
Range 8-0 24-4 16-4 206.3% 26-6
ATR 19-0 19-6 0-6 4.1% 0-0
Volume 166,273 218,436 52,163 31.4% 555,749
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 831-0 822-0 777-4
R3 806-4 797-4 770-6
R2 782-0 782-0 768-4
R1 773-0 773-0 766-2 777-4
PP 757-4 757-4 757-4 759-6
S1 748-4 748-4 761-6 753-0
S2 733-0 733-0 759-4
S3 708-4 724-0 757-2
S4 684-0 699-4 750-4
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 836-0 821-6 768-6
R3 809-2 795-0 761-3
R2 782-4 782-4 758-7
R1 768-2 768-2 756-4 762-0
PP 755-6 755-6 755-6 752-5
S1 741-4 741-4 751-4 735-2
S2 729-0 729-0 749-1
S3 702-2 714-6 746-5
S4 675-4 688-0 739-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 770-0 729-4 40-4 5.3% 14-5 1.9% 85% False False 154,880
10 770-0 729-4 40-4 5.3% 15-0 2.0% 85% False False 144,370
20 770-0 666-0 104-0 13.6% 16-6 2.2% 94% False False 148,364
40 777-2 666-0 111-2 14.6% 18-3 2.4% 88% False False 165,841
60 782-2 615-4 166-6 21.8% 17-3 2.3% 89% False False 147,396
80 782-2 615-4 166-6 21.8% 17-0 2.2% 89% False False 127,284
100 782-2 615-4 166-6 21.8% 15-7 2.1% 89% False False 111,264
120 782-2 595-0 187-2 24.5% 14-4 1.9% 90% False False 97,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 870-5
2.618 830-5
1.618 806-1
1.000 791-0
0.618 781-5
HIGH 766-4
0.618 757-1
0.500 754-2
0.382 751-3
LOW 742-0
0.618 726-7
1.000 717-4
1.618 702-3
2.618 677-7
4.250 637-7
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 760-6 758-5
PP 757-4 753-3
S1 754-2 748-0

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

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