CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 692-0 690-0 -2-0 -0.3% 674-0
High 699-2 697-4 -1-6 -0.3% 711-2
Low 683-0 680-4 -2-4 -0.4% 672-0
Close 693-6 693-0 -0-6 -0.1% 693-0
Range 16-2 17-0 0-6 4.6% 39-2
ATR 19-3 19-2 -0-1 -0.9% 0-0
Volume
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 741-3 734-1 702-3
R3 724-3 717-1 697-5
R2 707-3 707-3 696-1
R1 700-1 700-1 694-4 703-6
PP 690-3 690-3 690-3 692-1
S1 683-1 683-1 691-4 686-6
S2 673-3 673-3 689-7
S3 656-3 666-1 688-3
S4 639-3 649-1 683-5
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 809-7 790-5 714-5
R3 770-5 751-3 703-6
R2 731-3 731-3 700-2
R1 712-1 712-1 696-5 721-6
PP 692-1 692-1 692-1 696-7
S1 672-7 672-7 689-3 682-4
S2 652-7 652-7 685-6
S3 613-5 633-5 682-2
S4 574-3 594-3 671-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 711-2 672-0 39-2 5.7% 16-7 2.4% 54% False False 51,794
10 711-2 662-4 48-6 7.0% 14-6 2.1% 63% False False 58,073
20 722-4 632-0 90-4 13.1% 16-0 2.3% 67% False False 58,293
40 759-0 603-0 156-0 22.5% 16-5 2.4% 58% False False 73,333
60 764-0 603-0 161-0 23.2% 15-5 2.2% 56% False False 62,910
80 764-0 603-0 161-0 23.2% 15-3 2.2% 56% False False 53,463
100 764-0 583-4 180-4 26.0% 14-7 2.2% 61% False False 46,588
120 764-0 583-4 180-4 26.0% 14-1 2.0% 61% False False 40,613
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 3-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 769-6
2.618 742-0
1.618 725-0
1.000 714-4
0.618 708-0
HIGH 697-4
0.618 691-0
0.500 689-0
0.382 687-0
LOW 680-4
0.618 670-0
1.000 663-4
1.618 653-0
2.618 636-0
4.250 608-2
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 691-5 695-2
PP 690-3 694-4
S1 689-0 693-6

Download as Excel Spreadsheet

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

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