CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 637-0 671-0 34-0 5.3% 659-0
High 656-4 671-4 15-0 2.3% 683-4
Low 636-0 646-0 10-0 1.6% 622-0
Close 653-0 650-4 -2-4 -0.4% 632-0
Range 20-4 25-4 5-0 24.4% 61-4
ATR 19-6 20-2 0-3 2.1% 0-0
Volume 128,081 146,382 18,301 14.3% 704,412
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 732-4 717-0 664-4
R3 707-0 691-4 657-4
R2 681-4 681-4 655-1
R1 666-0 666-0 652-7 661-0
PP 656-0 656-0 656-0 653-4
S1 640-4 640-4 648-1 635-4
S2 630-4 630-4 645-7
S3 605-0 615-0 643-4
S4 579-4 589-4 636-4
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 830-3 792-5 665-7
R3 768-7 731-1 648-7
R2 707-3 707-3 643-2
R1 669-5 669-5 637-5 657-6
PP 645-7 645-7 645-7 639-7
S1 608-1 608-1 626-3 596-2
S2 584-3 584-3 620-6
S3 522-7 546-5 615-1
S4 461-3 485-1 598-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671-4 620-4 51-0 7.8% 22-1 3.4% 59% True False 158,579
10 683-4 620-4 63-0 9.7% 18-7 2.9% 48% False False 135,397
20 720-4 620-4 100-0 15.4% 16-0 2.5% 30% False False 108,561
40 720-4 619-2 101-2 15.6% 15-2 2.3% 31% False False 88,884
60 720-4 619-2 101-2 15.6% 14-6 2.3% 31% False False 79,432
80 720-4 548-0 172-4 26.5% 14-0 2.2% 59% False False 72,691
100 720-4 548-0 172-4 26.5% 13-3 2.0% 59% False False 65,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 779-7
2.618 738-2
1.618 712-6
1.000 697-0
0.618 687-2
HIGH 671-4
0.618 661-6
0.500 658-6
0.382 655-6
LOW 646-0
0.618 630-2
1.000 620-4
1.618 604-6
2.618 579-2
4.250 537-5
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 658-6 649-0
PP 656-0 647-4
S1 653-2 646-0

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

View Archives - Comment on this page... - Back to Index of Symbols