CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 742-2 789-4 47-2 6.4% 758-6
High 766-4 791-4 25-0 3.3% 770-0
Low 742-0 775-0 33-0 4.4% 743-2
Close 764-0 785-4 21-4 2.8% 754-0
Range 24-4 16-4 -8-0 -32.7% 26-6
ATR 19-6 20-3 0-4 2.8% 0-0
Volume 218,436 221,584 3,148 1.4% 555,749
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 833-4 826-0 794-5
R3 817-0 809-4 790-0
R2 800-4 800-4 788-4
R1 793-0 793-0 787-0 788-4
PP 784-0 784-0 784-0 781-6
S1 776-4 776-4 784-0 772-0
S2 767-4 767-4 782-4
S3 751-0 760-0 781-0
S4 734-4 743-4 776-3
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
5 791-4 729-4 62-0 7.9% 15-5 2.0% 90% True False 173,206
10 791-4 729-4 62-0 7.9% 15-5 2.0% 90% True False 154,918
20 791-4 666-0 125-4 16.0% 17-1 2.2% 95% True False 152,483
40 791-4 666-0 125-4 16.0% 18-2 2.3% 95% True False 166,945
60 791-4 615-4 176-0 22.4% 17-4 2.2% 97% True False 149,440
80 791-4 615-4 176-0 22.4% 17-1 2.2% 97% True False 129,358
100 791-4 615-4 176-0 22.4% 15-7 2.0% 97% True False 112,936
120 791-4 600-4 191-0 24.3% 14-5 1.9% 97% True False 99,155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 861-5
2.618 834-6
1.618 818-2
1.000 808-0
0.618 801-6
HIGH 791-4
0.618 785-2
0.500 783-2
0.382 781-2
LOW 775-0
0.618 764-6
1.000 758-4
1.618 748-2
2.618 731-6
4.250 704-7
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 784-6 777-1
PP 784-0 768-7
S1 783-2 760-4

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

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