CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 750-0 717-0 -33-0 -4.4% 746-0
High 752-0 726-0 -26-0 -3.5% 799-0
Low 725-4 699-0 -26-4 -3.7% 729-4
Close 725-6 701-4 -24-2 -3.3% 787-0
Range 26-4 27-0 0-4 1.9% 69-4
ATR 21-1 21-5 0-3 2.0% 0-0
Volume 231,887 225,305 -6,582 -2.8% 910,029
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 789-7 772-5 716-3
R3 762-7 745-5 708-7
R2 735-7 735-7 706-4
R1 718-5 718-5 704-0 713-6
PP 708-7 708-7 708-7 706-3
S1 691-5 691-5 699-0 686-6
S2 681-7 681-7 696-4
S3 654-7 664-5 694-1
S4 627-7 637-5 686-5
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 980-3 953-1 825-2
R3 910-7 883-5 806-1
R2 841-3 841-3 799-6
R1 814-1 814-1 793-3 827-6
PP 771-7 771-7 771-7 778-5
S1 744-5 744-5 780-5 758-2
S2 702-3 702-3 774-2
S3 632-7 675-1 767-7
S4 563-3 605-5 748-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 799-0 699-0 100-0 14.3% 21-3 3.0% 3% False True 194,221
10 799-0 699-0 100-0 14.3% 18-4 2.6% 3% False True 183,713
20 799-0 699-0 100-0 14.3% 17-7 2.5% 3% False True 163,436
40 799-0 666-0 133-0 19.0% 19-1 2.7% 27% False False 170,810
60 799-0 666-0 133-0 19.0% 17-5 2.5% 27% False False 157,037
80 799-0 615-4 183-4 26.2% 17-5 2.5% 47% False False 138,204
100 799-0 615-4 183-4 26.2% 16-1 2.3% 47% False False 120,173
120 799-0 608-4 190-4 27.2% 15-2 2.2% 49% False False 106,414
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 1-7
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 840-6
2.618 796-5
1.618 769-5
1.000 753-0
0.618 742-5
HIGH 726-0
0.618 715-5
0.500 712-4
0.382 709-3
LOW 699-0
0.618 682-3
1.000 672-0
1.618 655-3
2.618 628-3
4.250 584-2
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 712-4 736-0
PP 708-7 724-4
S1 705-1 713-0

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

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