CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 682-0 680-0 -2-0 -0.3% 685-4
High 690-6 693-0 2-2 0.3% 722-4
Low 677-0 678-0 1-0 0.1% 671-0
Close 689-6 691-4 1-6 0.3% 690-0
Range 13-6 15-0 1-2 9.1% 51-4
ATR 20-0 19-5 -0-3 -1.8% 0-0
Volume 52,851 68,872 16,021 30.3% 244,414
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 732-4 727-0 699-6
R3 717-4 712-0 695-5
R2 702-4 702-4 694-2
R1 697-0 697-0 692-7 699-6
PP 687-4 687-4 687-4 688-7
S1 682-0 682-0 690-1 684-6
S2 672-4 672-4 688-6
S3 657-4 667-0 687-3
S4 642-4 652-0 683-2
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
5 693-0 671-0 22-0 3.2% 15-3 2.2% 93% True False 45,031
10 722-4 671-0 51-4 7.4% 16-5 2.4% 40% False False 53,927
20 722-4 603-0 119-4 17.3% 15-5 2.3% 74% False False 67,959
40 764-0 603-0 161-0 23.3% 16-1 2.3% 55% False False 72,741
60 764-0 603-0 161-0 23.3% 15-4 2.2% 55% False False 59,612
80 764-0 603-0 161-0 23.3% 15-0 2.2% 55% False False 50,564
100 764-0 583-4 180-4 26.1% 14-5 2.1% 60% False False 43,692
120 764-0 583-4 180-4 26.1% 13-4 2.0% 60% False False 37,517
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 2-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 756-6
2.618 732-2
1.618 717-2
1.000 708-0
0.618 702-2
HIGH 693-0
0.618 687-2
0.500 685-4
0.382 683-6
LOW 678-0
0.618 668-6
1.000 663-0
1.618 653-6
2.618 638-6
4.250 614-2
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 689-4 688-4
PP 687-4 685-4
S1 685-4 682-4

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

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