CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 676-2 672-6 -3-4 -0.5% 707-4
High 683-4 674-4 -9-0 -1.3% 708-0
Low 675-0 650-2 -24-6 -3.7% 649-4
Close 680-2 650-2 -30-0 -4.4% 660-0
Range 8-4 24-2 15-6 185.3% 58-4
ATR 17-5 18-4 0-7 5.0% 0-0
Volume 79,343 118,840 39,497 49.8% 517,204
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 731-1 714-7 663-5
R3 706-7 690-5 656-7
R2 682-5 682-5 654-6
R1 666-3 666-3 652-4 662-3
PP 658-3 658-3 658-3 656-2
S1 642-1 642-1 648-0 638-1
S2 634-1 634-1 645-6
S3 609-7 617-7 643-5
S4 585-5 593-5 636-7
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 848-0 812-4 692-1
R3 789-4 754-0 676-1
R2 731-0 731-0 670-6
R1 695-4 695-4 665-3 684-0
PP 672-4 672-4 672-4 666-6
S1 637-0 637-0 654-5 625-4
S2 614-0 614-0 649-2
S3 555-4 578-4 643-7
S4 497-0 520-0 627-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 683-4 649-4 34-0 5.2% 15-6 2.4% 2% False False 112,215
10 720-4 649-4 71-0 10.9% 15-4 2.4% 1% False False 102,421
20 720-4 649-4 71-0 10.9% 13-3 2.1% 1% False False 84,913
40 720-4 619-2 101-2 15.6% 14-6 2.3% 31% False False 78,255
60 720-4 592-0 128-4 19.8% 13-4 2.1% 45% False False 71,098
80 720-4 548-0 172-4 26.5% 13-2 2.0% 59% False False 64,613
100 720-4 548-0 172-4 26.5% 12-5 1.9% 59% False False 58,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 777-4
2.618 738-0
1.618 713-6
1.000 698-6
0.618 689-4
HIGH 674-4
0.618 665-2
0.500 662-3
0.382 659-4
LOW 650-2
0.618 635-2
1.000 626-0
1.618 611-0
2.618 586-6
4.250 547-2
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 662-3 666-7
PP 658-3 661-3
S1 654-2 655-6

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

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