CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 671-0 620-4 -50-4 -7.5% 659-0
High 671-4 620-4 -51-0 -7.6% 683-4
Low 646-0 620-4 -25-4 -3.9% 622-0
Close 650-4 620-4 -30-0 -4.6% 632-0
Range 25-4 0-0 -25-4 -100.0% 61-4
ATR 20-2 20-7 0-6 3.5% 0-0
Volume 146,382 173,319 26,937 18.4% 704,412
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 620-4 620-4 620-4
R3 620-4 620-4 620-4
R2 620-4 620-4 620-4
R1 620-4 620-4 620-4 620-4
PP 620-4 620-4 620-4 620-4
S1 620-4 620-4 620-4 620-4
S2 620-4 620-4 620-4
S3 620-4 620-4 620-4
S4 620-4 620-4 620-4
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 8.2% 16-1 2.6% 0% False True 156,233
10 683-4 620-4 63-0 10.2% 16-7 2.7% 0% False True 138,767
20 720-4 620-4 100-0 16.1% 15-3 2.5% 0% False True 113,699
40 720-4 619-2 101-2 16.3% 14-7 2.4% 1% False False 91,383
60 720-4 619-2 101-2 16.3% 14-4 2.3% 1% False False 81,224
80 720-4 548-0 172-4 27.8% 13-7 2.2% 42% False False 74,465
100 720-4 548-0 172-4 27.8% 13-2 2.1% 42% False False 66,442
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-4
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 620-4
2.618 620-4
1.618 620-4
1.000 620-4
0.618 620-4
HIGH 620-4
0.618 620-4
0.500 620-4
0.382 620-4
LOW 620-4
0.618 620-4
1.000 620-4
1.618 620-4
2.618 620-4
4.250 620-4
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 620-4 646-0
PP 620-4 637-4
S1 620-4 629-0

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

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