CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 679-4 720-0 40-4 6.0% 679-0
High 692-6 720-4 27-6 4.0% 694-6
Low 679-0 709-0 30-0 4.4% 666-0
Close 693-6 714-0 20-2 2.9% 686-2
Range 13-6 11-4 -2-2 -16.4% 28-6
ATR 15-7 16-5 0-6 4.9% 0-0
Volume 72,458 84,836 12,378 17.1% 260,575
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 749-0 743-0 720-3
R3 737-4 731-4 717-1
R2 726-0 726-0 716-1
R1 720-0 720-0 715-0 717-2
PP 714-4 714-4 714-4 713-1
S1 708-4 708-4 713-0 705-6
S2 703-0 703-0 711-7
S3 691-4 697-0 710-7
S4 680-0 685-4 707-5
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 768-5 756-1 702-0
R3 739-7 727-3 694-1
R2 711-1 711-1 691-4
R1 698-5 698-5 688-7 704-7
PP 682-3 682-3 682-3 685-4
S1 669-7 669-7 683-5 676-1
S2 653-5 653-5 681-0
S3 624-7 641-1 678-3
S4 596-1 612-3 670-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720-4 665-6 54-6 7.7% 10-6 1.5% 88% True False 73,678
10 720-4 665-6 54-6 7.7% 11-5 1.6% 88% True False 67,651
20 720-4 619-2 101-2 14.2% 13-2 1.9% 94% True False 70,416
40 720-4 619-2 101-2 14.2% 14-1 2.0% 94% True False 68,108
60 720-4 548-0 172-4 24.2% 13-1 1.8% 96% True False 63,523
80 720-4 548-0 172-4 24.2% 12-7 1.8% 96% True False 56,891
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 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 769-3
2.618 750-5
1.618 739-1
1.000 732-0
0.618 727-5
HIGH 720-4
0.618 716-1
0.500 714-6
0.382 713-3
LOW 709-0
0.618 701-7
1.000 697-4
1.618 690-3
2.618 678-7
4.250 660-1
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 714-6 707-6
PP 714-4 701-4
S1 714-2 695-2

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

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