CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 648-0 605-0 -43-0 -6.6% 650-0
High 648-0 621-2 -26-6 -4.1% 695-4
Low 648-0 603-0 -45-0 -6.9% 603-0
Close 648-0 606-6 -41-2 -6.4% 606-6
Range 0-0 18-2 18-2 92-4
ATR 21-6 23-3 1-5 7.7% 0-0
Volume 83,385 122,396 39,011 46.8% 590,551
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 665-1 654-1 616-6
R3 646-7 635-7 611-6
R2 628-5 628-5 610-1
R1 617-5 617-5 608-3 623-1
PP 610-3 610-3 610-3 613-0
S1 599-3 599-3 605-1 604-7
S2 592-1 592-1 603-3
S3 573-7 581-1 601-6
S4 555-5 562-7 596-6
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 912-5 852-1 657-5
R3 820-1 759-5 632-2
R2 727-5 727-5 623-6
R1 667-1 667-1 615-2 651-1
PP 635-1 635-1 635-1 627-0
S1 574-5 574-5 598-2 558-5
S2 542-5 542-5 589-6
S3 450-1 482-1 581-2
S4 357-5 389-5 555-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 695-4 603-0 92-4 15.2% 15-5 2.6% 4% False True 118,110
10 707-4 603-0 104-4 17.2% 17-7 3.0% 4% False True 95,533
20 764-0 603-0 161-0 26.5% 17-1 2.8% 2% False True 89,828
40 764-0 603-0 161-0 26.5% 15-7 2.6% 2% False True 62,818
60 764-0 603-0 161-0 26.5% 15-1 2.5% 2% False True 49,658
80 764-0 583-4 180-4 29.7% 14-5 2.4% 13% False False 41,568
100 764-0 583-4 180-4 29.7% 13-3 2.2% 13% False False 34,992
120 764-0 580-4 183-4 30.2% 12-3 2.0% 14% False False 30,126
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 2-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 698-6
2.618 669-0
1.618 650-6
1.000 639-4
0.618 632-4
HIGH 621-2
0.618 614-2
0.500 612-1
0.382 610-0
LOW 603-0
0.618 591-6
1.000 584-6
1.618 573-4
2.618 555-2
4.250 525-4
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 612-1 649-2
PP 610-3 635-1
S1 608-4 620-7

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.