CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 685-4 722-4 37-0 5.4% 632-4
High 698-0 722-4 24-4 3.5% 710-0
Low 684-0 697-0 13-0 1.9% 632-0
Close 696-2 698-0 1-6 0.3% 701-2
Range 14-0 25-4 11-4 82.1% 78-0
ATR 21-1 21-4 0-3 1.8% 0-0
Volume 53,250 75,483 22,233 41.8% 340,721
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 782-3 765-5 712-0
R3 756-7 740-1 705-0
R2 731-3 731-3 702-5
R1 714-5 714-5 700-3 710-2
PP 705-7 705-7 705-7 703-5
S1 689-1 689-1 695-5 684-6
S2 680-3 680-3 693-3
S3 654-7 663-5 691-0
S4 629-3 638-1 684-0
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 915-1 886-1 744-1
R3 837-1 808-1 722-6
R2 759-1 759-1 715-4
R1 730-1 730-1 708-3 744-5
PP 681-1 681-1 681-1 688-2
S1 652-1 652-1 694-1 666-5
S2 603-1 603-1 687-0
S3 525-1 574-1 679-6
S4 447-1 496-1 658-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 722-4 677-2 45-2 6.5% 17-3 2.5% 46% True False 67,983
10 722-4 618-2 104-2 14.9% 15-5 2.2% 76% True False 63,705
20 722-4 603-0 119-4 17.1% 17-2 2.5% 79% True False 80,800
40 764-0 603-0 161-0 23.1% 15-7 2.3% 59% False False 70,661
60 764-0 603-0 161-0 23.1% 15-5 2.2% 59% False False 56,934
80 764-0 603-0 161-0 23.1% 15-0 2.1% 59% False False 48,004
100 764-0 583-4 180-4 25.9% 14-2 2.0% 63% False False 41,291
120 764-0 583-4 180-4 25.9% 13-1 1.9% 63% False False 35,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 830-7
2.618 789-2
1.618 763-6
1.000 748-0
0.618 738-2
HIGH 722-4
0.618 712-6
0.500 709-6
0.382 706-6
LOW 697-0
0.618 681-2
1.000 671-4
1.618 655-6
2.618 630-2
4.250 588-5
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 709-6 703-2
PP 705-7 701-4
S1 701-7 699-6

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

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