CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 747-0 753-0 6-0 0.8% 721-4
High 759-0 754-4 -4-4 -0.6% 764-0
Low 747-0 745-0 -2-0 -0.3% 711-0
Close 756-0 751-6 -4-2 -0.6% 756-0
Range 12-0 9-4 -2-4 -20.8% 53-0
ATR 16-4 16-1 -0-3 -2.4% 0-0
Volume 93,954 81,861 -12,093 -12.9% 364,629
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 778-7 774-7 757-0
R3 769-3 765-3 754-3
R2 759-7 759-7 753-4
R1 755-7 755-7 752-5 753-1
PP 750-3 750-3 750-3 749-0
S1 746-3 746-3 750-7 743-5
S2 740-7 740-7 750-0
S3 731-3 736-7 749-1
S4 721-7 727-3 746-4
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 902-5 882-3 785-1
R3 849-5 829-3 770-5
R2 796-5 796-5 765-6
R1 776-3 776-3 760-7 786-4
PP 743-5 743-5 743-5 748-6
S1 723-3 723-3 751-1 733-4
S2 690-5 690-5 746-2
S3 637-5 670-3 741-3
S4 584-5 617-3 726-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 764-0 711-0 53-0 7.1% 11-6 1.6% 77% False False 82,981
10 764-0 711-0 53-0 7.1% 12-2 1.6% 77% False False 59,854
20 764-0 666-0 98-0 13.0% 13-4 1.8% 88% False False 46,807
40 764-0 644-4 119-4 15.9% 13-7 1.9% 90% False False 36,501
60 764-0 621-4 142-4 19.0% 13-5 1.8% 91% False False 30,870
80 764-0 583-4 180-4 24.0% 12-6 1.7% 93% False False 26,284
100 764-0 583-4 180-4 24.0% 11-6 1.6% 93% False False 22,161
120 764-0 562-4 201-4 26.8% 10-7 1.5% 94% False False 19,191
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 1-5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 794-7
2.618 779-3
1.618 769-7
1.000 764-0
0.618 760-3
HIGH 754-4
0.618 750-7
0.500 749-6
0.382 748-5
LOW 745-0
0.618 739-1
1.000 735-4
1.618 729-5
2.618 720-1
4.250 704-5
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 751-1 754-4
PP 750-3 753-5
S1 749-6 752-5

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

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