CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 740-0 721-4 -18-4 -2.5% 724-4
High 740-4 723-0 -17-4 -2.4% 741-6
Low 730-0 711-4 -18-4 -2.5% 712-0
Close 731-0 711-4 -19-4 -2.7% 731-0
Range 10-4 11-4 1-0 9.5% 29-6
ATR 16-3 16-5 0-2 1.4% 0-0
Volume 46,506 31,584 -14,922 -32.1% 152,050
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 749-7 742-1 717-7
R3 738-3 730-5 714-5
R2 726-7 726-7 713-5
R1 719-1 719-1 712-4 717-2
PP 715-3 715-3 715-3 714-3
S1 707-5 707-5 710-4 705-6
S2 703-7 703-7 709-3
S3 692-3 696-1 708-3
S4 680-7 684-5 705-1
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 817-4 804-0 747-3
R3 787-6 774-2 739-1
R2 758-0 758-0 736-4
R1 744-4 744-4 733-6 751-2
PP 728-2 728-2 728-2 731-5
S1 714-6 714-6 728-2 721-4
S2 698-4 698-4 725-4
S3 668-6 685-0 722-7
S4 639-0 655-2 714-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 741-6 711-4 30-2 4.3% 12-7 1.8% 0% False True 36,726
10 741-6 700-0 41-6 5.9% 13-0 1.8% 28% False False 35,044
20 741-6 644-4 97-2 13.7% 13-5 1.9% 69% False False 35,855
40 741-6 644-4 97-2 13.7% 14-2 2.0% 69% False False 29,807
60 741-6 583-4 158-2 22.2% 13-7 2.0% 81% False False 25,601
80 741-6 583-4 158-2 22.2% 12-4 1.8% 81% False False 21,613
100 741-6 583-4 158-2 22.2% 11-4 1.6% 81% False False 18,439
120 741-6 547-2 194-4 27.3% 10-4 1.5% 84% False False 15,869
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 2-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 771-7
2.618 753-1
1.618 741-5
1.000 734-4
0.618 730-1
HIGH 723-0
0.618 718-5
0.500 717-2
0.382 715-7
LOW 711-4
0.618 704-3
1.000 700-0
1.618 692-7
2.618 681-3
4.250 662-5
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 717-2 726-5
PP 715-3 721-5
S1 713-3 716-4

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

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