CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 671-0 674-0 3-0 0.4% 680-4
High 672-0 683-0 11-0 1.6% 693-0
Low 662-4 672-0 9-4 1.4% 662-4
Close 665-4 681-2 15-6 2.4% 665-4
Range 9-4 11-0 1-4 15.8% 30-4
ATR 19-0 19-0 -0-1 -0.6% 0-0
Volume 76,641 70,116 -6,525 -8.5% 321,767
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 711-6 707-4 687-2
R3 700-6 696-4 684-2
R2 689-6 689-6 683-2
R1 685-4 685-4 682-2 687-5
PP 678-6 678-6 678-6 679-6
S1 674-4 674-4 680-2 676-5
S2 667-6 667-6 679-2
S3 656-6 663-4 678-2
S4 645-6 652-4 675-2
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 765-1 745-7 682-2
R3 734-5 715-3 673-7
R2 704-1 704-1 671-1
R1 684-7 684-7 668-2 679-2
PP 673-5 673-5 673-5 670-7
S1 654-3 654-3 662-6 648-6
S2 643-1 643-1 659-7
S3 612-5 623-7 657-1
S4 582-1 593-3 648-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 693-0 662-4 30-4 4.5% 11-6 1.7% 61% False False 69,807
10 722-4 662-4 60-0 8.8% 15-0 2.2% 31% False False 58,304
20 722-4 614-4 108-0 15.9% 14-6 2.2% 62% False False 60,929
40 764-0 603-0 161-0 23.6% 16-0 2.3% 49% False False 75,379
60 764-0 603-0 161-0 23.6% 15-4 2.3% 49% False False 62,188
80 764-0 603-0 161-0 23.6% 15-0 2.2% 49% False False 52,476
100 764-0 583-4 180-4 26.5% 14-6 2.2% 54% False False 45,440
120 764-0 583-4 180-4 26.5% 13-5 2.0% 54% False False 39,315
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 True
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 729-6
2.618 711-6
1.618 700-6
1.000 694-0
0.618 689-6
HIGH 683-0
0.618 678-6
0.500 677-4
0.382 676-2
LOW 672-0
0.618 665-2
1.000 661-0
1.618 654-2
2.618 643-2
4.250 625-2
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 680-0 679-4
PP 678-6 677-7
S1 677-4 676-1

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

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