CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 685-0 675-0 -10-0 -1.5% 685-4
High 686-0 691-0 5-0 0.7% 722-4
Low 671-0 673-2 2-2 0.3% 671-0
Close 679-2 690-0 10-6 1.6% 690-0
Range 15-0 17-6 2-6 18.3% 51-4
ATR 20-7 20-5 -0-2 -1.1% 0-0
Volume 60,591 0 -60,591 -100.0% 244,414
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 738-0 731-6 699-6
R3 720-2 714-0 694-7
R2 702-4 702-4 693-2
R1 696-2 696-2 691-5 699-3
PP 684-6 684-6 684-6 686-2
S1 678-4 678-4 688-3 681-5
S2 667-0 667-0 686-6
S3 649-2 660-6 685-1
S4 631-4 643-0 680-2
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 849-0 821-0 718-3
R3 797-4 769-4 704-1
R2 746-0 746-0 699-4
R1 718-0 718-0 694-6 732-0
PP 694-4 694-4 694-4 701-4
S1 666-4 666-4 685-2 680-4
S2 643-0 643-0 680-4
S3 591-4 615-0 675-7
S4 540-0 563-4 661-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 722-4 671-0 51-4 7.5% 17-7 2.6% 37% False False 48,882
10 722-4 632-0 90-4 13.1% 17-2 2.5% 64% False False 58,513
20 722-4 603-0 119-4 17.3% 16-2 2.4% 73% False False 70,863
40 764-0 603-0 161-0 23.3% 16-0 2.3% 54% False False 71,132
60 764-0 603-0 161-0 23.3% 16-0 2.3% 54% False False 57,994
80 764-0 603-0 161-0 23.3% 15-1 2.2% 54% False False 48,964
100 764-0 583-4 180-4 26.2% 14-4 2.1% 59% False False 42,263
120 764-0 583-4 180-4 26.2% 13-2 1.9% 59% False False 36,219
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 3 trading days
Fibonacci Retracements and Extensions
4.250 766-4
2.618 737-4
1.618 719-6
1.000 708-6
0.618 702-0
HIGH 691-0
0.618 684-2
0.500 682-1
0.382 680-0
LOW 673-2
0.618 662-2
1.000 655-4
1.618 644-4
2.618 626-6
4.250 597-6
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 687-3 689-0
PP 684-6 688-0
S1 682-1 687-0

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

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