CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 655-0 676-0 21-0 3.2% 666-0
High 682-4 677-0 -5-4 -0.8% 714-0
Low 655-0 648-6 -6-2 -1.0% 616-0
Close 680-4 648-6 -31-6 -4.7% 640-6
Range 27-4 28-2 0-6 2.7% 98-0
ATR 28-6 28-7 0-2 0.8% 0-0
Volume 16,721 13,574 -3,147 -18.8% 495,747
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 742-7 724-1 664-2
R3 714-5 695-7 656-4
R2 686-3 686-3 653-7
R1 667-5 667-5 651-3 662-7
PP 658-1 658-1 658-1 655-6
S1 639-3 639-3 646-1 634-5
S2 629-7 629-7 643-5
S3 601-5 611-1 641-0
S4 573-3 582-7 633-2
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 950-7 893-7 694-5
R3 852-7 795-7 667-6
R2 754-7 754-7 658-6
R1 697-7 697-7 649-6 677-3
PP 656-7 656-7 656-7 646-6
S1 599-7 599-7 631-6 579-3
S2 558-7 558-7 622-6
S3 460-7 501-7 613-6
S4 362-7 403-7 586-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 714-0 616-0 98-0 15.1% 25-7 4.0% 33% False False 56,513
10 714-0 616-0 98-0 15.1% 26-6 4.1% 33% False False 86,437
20 799-0 616-0 183-0 28.2% 23-2 3.6% 18% False False 136,005
40 799-0 616-0 183-0 28.2% 19-6 3.0% 18% False False 140,327
60 799-0 616-0 183-0 28.2% 19-6 3.0% 18% False False 154,425
80 799-0 615-4 183-4 28.3% 18-6 2.9% 18% False False 142,505
100 799-0 615-4 183-4 28.3% 18-1 2.8% 18% False False 127,709
120 799-0 615-4 183-4 28.3% 17-0 2.6% 18% False False 114,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 797-0
2.618 751-0
1.618 722-6
1.000 705-2
0.618 694-4
HIGH 677-0
0.618 666-2
0.500 662-7
0.382 659-4
LOW 648-6
0.618 631-2
1.000 620-4
1.618 603-0
2.618 574-6
4.250 528-6
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 662-7 653-6
PP 658-1 652-1
S1 653-4 650-3

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

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