CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 702-0 716-4 14-4 2.1% 788-0
High 707-4 718-4 11-0 1.6% 788-0
Low 696-4 703-0 6-4 0.9% 692-0
Close 700-4 707-4 7-0 1.0% 700-2
Range 11-0 15-4 4-4 40.9% 96-0
ATR 20-7 20-5 -0-2 -1.0% 0-0
Volume 105,666 171,405 65,739 62.2% 969,851
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 756-1 747-3 716-0
R3 740-5 731-7 711-6
R2 725-1 725-1 710-3
R1 716-3 716-3 708-7 713-0
PP 709-5 709-5 709-5 708-0
S1 700-7 700-7 706-1 697-4
S2 694-1 694-1 704-5
S3 678-5 685-3 703-2
S4 663-1 669-7 699-0
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
5 752-0 692-0 60-0 8.5% 20-3 2.9% 26% False False 180,358
10 799-0 692-0 107-0 15.1% 19-5 2.8% 14% False False 185,572
20 799-0 692-0 107-0 15.1% 17-4 2.5% 14% False False 162,606
40 799-0 666-0 133-0 18.8% 18-5 2.6% 31% False False 168,145
60 799-0 666-0 133-0 18.8% 17-4 2.5% 31% False False 159,989
80 799-0 615-4 183-4 25.9% 17-3 2.4% 50% False False 141,369
100 799-0 615-4 183-4 25.9% 16-3 2.3% 50% False False 123,363
120 799-0 608-4 190-4 26.9% 15-4 2.2% 52% False False 109,616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 784-3
2.618 759-1
1.618 743-5
1.000 734-0
0.618 728-1
HIGH 718-4
0.618 712-5
0.500 710-6
0.382 708-7
LOW 703-0
0.618 693-3
1.000 687-4
1.618 677-7
2.618 662-3
4.250 637-1
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 710-6 706-6
PP 709-5 706-0
S1 708-5 705-2

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

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