CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 721-4 713-0 -8-4 -1.2% 724-4
High 723-0 717-0 -6-0 -0.8% 741-6
Low 711-4 711-0 -0-4 -0.1% 712-0
Close 711-4 717-0 5-4 0.8% 731-0
Range 11-4 6-0 -5-4 -47.8% 29-6
ATR 16-5 15-7 -0-6 -4.6% 0-0
Volume 31,584 42,567 10,983 34.8% 152,050
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 733-0 731-0 720-2
R3 727-0 725-0 718-5
R2 721-0 721-0 718-1
R1 719-0 719-0 717-4 720-0
PP 715-0 715-0 715-0 715-4
S1 713-0 713-0 716-4 714-0
S2 709-0 709-0 715-7
S3 703-0 707-0 715-3
S4 697-0 701-0 713-6
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
5 741-6 711-0 30-6 4.3% 10-6 1.5% 20% False True 39,191
10 741-6 700-0 41-6 5.8% 12-4 1.7% 41% False False 36,751
20 741-6 644-4 97-2 13.6% 13-2 1.8% 75% False False 36,002
40 741-6 644-4 97-2 13.6% 14-0 2.0% 75% False False 30,036
60 741-6 583-4 158-2 22.1% 13-6 1.9% 84% False False 25,976
80 741-6 583-4 158-2 22.1% 12-4 1.8% 84% False False 22,015
100 741-6 583-4 158-2 22.1% 11-4 1.6% 84% False False 18,768
120 741-6 547-2 194-4 27.1% 10-5 1.5% 87% False False 16,196
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 742-4
2.618 732-6
1.618 726-6
1.000 723-0
0.618 720-6
HIGH 717-0
0.618 714-6
0.500 714-0
0.382 713-2
LOW 711-0
0.618 707-2
1.000 705-0
1.618 701-2
2.618 695-2
4.250 685-4
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 716-0 725-6
PP 715-0 722-7
S1 714-0 719-7

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

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