CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 711-4 702-0 -9-4 -1.3% 788-0
High 714-0 707-4 -6-4 -0.9% 788-0
Low 692-0 696-4 4-4 0.7% 692-0
Close 700-2 700-4 0-2 0.0% 700-2
Range 22-0 11-0 -11-0 -50.0% 96-0
ATR 21-5 20-7 -0-6 -3.5% 0-0
Volume 167,531 105,666 -61,865 -36.9% 969,851
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 734-4 728-4 706-4
R3 723-4 717-4 703-4
R2 712-4 712-4 702-4
R1 706-4 706-4 701-4 704-0
PP 701-4 701-4 701-4 700-2
S1 695-4 695-4 699-4 693-0
S2 690-4 690-4 698-4
S3 679-4 684-4 697-4
S4 668-4 673-4 694-4
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1014-6 953-4 753-0
R3 918-6 857-4 726-5
R2 822-6 822-6 717-7
R1 761-4 761-4 709-0 744-1
PP 726-6 726-6 726-6 718-0
S1 665-4 665-4 691-4 648-1
S2 630-6 630-6 682-5
S3 534-6 569-4 673-7
S4 438-6 473-4 647-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 773-0 692-0 81-0 11.6% 21-3 3.1% 10% False False 182,563
10 799-0 692-0 107-0 15.3% 18-7 2.7% 8% False False 185,059
20 799-0 692-0 107-0 15.3% 17-5 2.5% 8% False False 161,718
40 799-0 666-0 133-0 19.0% 18-5 2.7% 26% False False 168,900
60 799-0 666-0 133-0 19.0% 17-5 2.5% 26% False False 158,817
80 799-0 615-4 183-4 26.2% 17-3 2.5% 46% False False 139,858
100 799-0 615-4 183-4 26.2% 16-2 2.3% 46% False False 122,079
120 799-0 608-4 190-4 27.2% 15-4 2.2% 48% False False 108,393
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 2-4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 754-2
2.618 736-2
1.618 725-2
1.000 718-4
0.618 714-2
HIGH 707-4
0.618 703-2
0.500 702-0
0.382 700-6
LOW 696-4
0.618 689-6
1.000 685-4
1.618 678-6
2.618 667-6
4.250 649-6
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 702-0 709-0
PP 701-4 706-1
S1 701-0 703-3

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

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