CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 688-2 704-2 16-0 2.3% 753-0
High 691-0 707-4 16-4 2.4% 754-4
Low 684-4 698-4 14-0 2.0% 677-6
Close 687-4 702-2 14-6 2.1% 687-0
Range 6-4 9-0 2-4 38.5% 76-6
ATR 17-5 17-6 0-1 1.0% 0-0
Volume 50,360 111,634 61,274 121.7% 476,612
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 729-6 725-0 707-2
R3 720-6 716-0 704-6
R2 711-6 711-6 703-7
R1 707-0 707-0 703-1 704-7
PP 702-6 702-6 702-6 701-6
S1 698-0 698-0 701-3 695-7
S2 693-6 693-6 700-5
S3 684-6 689-0 699-6
S4 675-6 680-0 697-2
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 936-5 888-5 729-2
R3 859-7 811-7 708-1
R2 783-1 783-1 701-1
R1 735-1 735-1 694-0 720-6
PP 706-3 706-3 706-3 699-2
S1 658-3 658-3 680-0 644-0
S2 629-5 629-5 672-7
S3 552-7 581-5 665-7
S4 476-1 504-7 644-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 728-6 677-6 51-0 7.3% 17-5 2.5% 48% False False 96,060
10 764-0 677-6 86-2 12.3% 16-1 2.3% 28% False False 92,908
20 764-0 677-6 86-2 12.3% 14-2 2.0% 28% False False 64,829
40 764-0 644-4 119-4 17.0% 14-6 2.1% 48% False False 47,461
60 764-0 621-4 142-4 20.3% 14-1 2.0% 57% False False 38,714
80 764-0 583-4 180-4 25.7% 13-3 1.9% 66% False False 32,734
100 764-0 583-4 180-4 25.7% 12-2 1.8% 66% False False 27,333
120 764-0 570-0 194-0 27.6% 11-5 1.6% 68% False False 23,732
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 3-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 745-6
2.618 731-0
1.618 722-0
1.000 716-4
0.618 713-0
HIGH 707-4
0.618 704-0
0.500 703-0
0.382 702-0
LOW 698-4
0.618 693-0
1.000 689-4
1.618 684-0
2.618 675-0
4.250 660-2
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 703-0 699-0
PP 702-6 695-7
S1 702-4 692-5

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

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