CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 722-4 703-0 -19-4 -2.7% 632-4
High 722-4 703-0 -19-4 -2.7% 710-0
Low 697-0 686-0 -11-0 -1.6% 632-0
Close 698-0 688-0 -10-0 -1.4% 701-2
Range 25-4 17-0 -8-4 -33.3% 78-0
ATR 21-4 21-1 -0-3 -1.5% 0-0
Volume 75,483 55,090 -20,393 -27.0% 340,721
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 743-3 732-5 697-3
R3 726-3 715-5 692-5
R2 709-3 709-3 691-1
R1 698-5 698-5 689-4 695-4
PP 692-3 692-3 692-3 690-6
S1 681-5 681-5 686-4 678-4
S2 675-3 675-3 684-7
S3 658-3 664-5 683-3
S4 641-3 647-5 678-5
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 6.6% 17-7 2.6% 24% False False 62,824
10 722-4 624-6 97-6 14.2% 16-2 2.4% 65% False False 63,156
20 722-4 603-0 119-4 17.4% 17-5 2.6% 71% False False 77,972
40 764-0 603-0 161-0 23.4% 16-0 2.3% 53% False False 71,401
60 764-0 603-0 161-0 23.4% 15-6 2.3% 53% False False 57,632
80 764-0 603-0 161-0 23.4% 15-0 2.2% 53% False False 48,529
100 764-0 583-4 180-4 26.2% 14-2 2.1% 58% False False 41,782
120 764-0 583-4 180-4 26.2% 13-2 1.9% 58% False False 35,773
Crabel Price Patterns
NR True
NR4 False
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 775-2
2.618 747-4
1.618 730-4
1.000 720-0
0.618 713-4
HIGH 703-0
0.618 696-4
0.500 694-4
0.382 692-4
LOW 686-0
0.618 675-4
1.000 669-0
1.618 658-4
2.618 641-4
4.250 613-6
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 694-4 703-2
PP 692-3 698-1
S1 690-1 693-1

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

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