CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 694-0 648-0 -46-0 -6.6% 688-2
High 695-4 648-0 -47-4 -6.8% 707-4
Low 668-0 648-0 -20-0 -3.0% 639-0
Close 678-0 648-0 -30-0 -4.4% 657-0
Range 27-4 0-0 -27-4 -100.0% 68-4
ATR 21-1 21-6 0-5 3.0% 0-0
Volume 162,127 83,385 -78,742 -48.6% 364,784
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 648-0 648-0 648-0
R3 648-0 648-0 648-0
R2 648-0 648-0 648-0
R1 648-0 648-0 648-0 648-0
PP 648-0 648-0 648-0 648-0
S1 648-0 648-0 648-0 648-0
S2 648-0 648-0 648-0
S3 648-0 648-0 648-0
S4 648-0 648-0 648-0
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 873-3 833-5 694-5
R3 804-7 765-1 675-7
R2 736-3 736-3 669-4
R1 696-5 696-5 663-2 682-2
PP 667-7 667-7 667-7 660-5
S1 628-1 628-1 650-6 613-6
S2 599-3 599-3 644-4
S3 530-7 559-5 638-1
S4 462-3 491-1 619-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 695-4 637-2 58-2 9.0% 17-0 2.6% 18% False False 93,631
10 707-4 637-2 70-2 10.8% 17-7 2.8% 15% False False 94,533
20 764-0 637-2 126-6 19.6% 16-6 2.6% 8% False False 86,034
40 764-0 637-2 126-6 19.6% 15-5 2.4% 8% False False 60,266
60 764-0 637-2 126-6 19.6% 14-7 2.3% 8% False False 47,945
80 764-0 583-4 180-4 27.9% 14-4 2.2% 36% False False 40,327
100 764-0 583-4 180-4 27.9% 13-2 2.1% 36% False False 33,810
120 764-0 574-4 189-4 29.2% 12-2 1.9% 39% False False 29,169
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 648-0
2.618 648-0
1.618 648-0
1.000 648-0
0.618 648-0
HIGH 648-0
0.618 648-0
0.500 648-0
0.382 648-0
LOW 648-0
0.618 648-0
1.000 648-0
1.618 648-0
2.618 648-0
4.250 648-0
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 648-0 671-6
PP 648-0 663-7
S1 648-0 655-7

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

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