CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 717-0 724-4 7-4 1.0% 714-0
High 728-0 729-0 1-0 0.1% 728-0
Low 714-0 712-0 -2-0 -0.3% 700-0
Close 728-2 717-4 -10-6 -1.5% 728-2
Range 14-0 17-0 3-0 21.4% 28-0
ATR 17-2 17-2 0-0 -0.1% 0-0
Volume 38,565 30,245 -8,320 -21.6% 166,813
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 770-4 761-0 726-7
R3 753-4 744-0 722-1
R2 736-4 736-4 720-5
R1 727-0 727-0 719-0 723-2
PP 719-4 719-4 719-4 717-5
S1 710-0 710-0 716-0 706-2
S2 702-4 702-4 714-3
S3 685-4 693-0 712-7
S4 668-4 676-0 708-1
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 802-6 793-4 743-5
R3 774-6 765-4 736-0
R2 746-6 746-6 733-3
R1 737-4 737-4 730-7 742-1
PP 718-6 718-6 718-6 721-0
S1 709-4 709-4 725-5 714-1
S2 690-6 690-6 723-1
S3 662-6 681-4 720-4
S4 634-6 653-4 712-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 729-0 700-0 29-0 4.0% 14-2 2.0% 60% True False 34,311
10 729-0 676-2 52-6 7.4% 15-0 2.1% 78% True False 34,000
20 729-0 644-4 84-4 11.8% 14-3 2.0% 86% True False 33,354
40 729-0 644-4 84-4 11.8% 13-7 1.9% 86% True False 28,387
60 729-0 583-4 145-4 20.3% 13-5 1.9% 92% True False 24,325
80 729-0 583-4 145-4 20.3% 12-2 1.7% 92% True False 19,906
100 729-0 570-0 159-0 22.2% 11-3 1.6% 93% True False 17,103
120 729-0 541-2 187-6 26.2% 10-2 1.4% 94% True False 14,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 801-2
2.618 773-4
1.618 756-4
1.000 746-0
0.618 739-4
HIGH 729-0
0.618 722-4
0.500 720-4
0.382 718-4
LOW 712-0
0.618 701-4
1.000 695-0
1.618 684-4
2.618 667-4
4.250 639-6
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 720-4 720-4
PP 719-4 719-4
S1 718-4 718-4

Download as Excel Spreadsheet

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

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