CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 620-4 581-0 -39-4 -6.4% 627-0
High 620-4 602-4 -18-0 -2.9% 671-4
Low 620-4 576-0 -44-4 -7.2% 576-0
Close 620-4 596-6 -23-6 -3.8% 596-6
Range 0-0 26-4 26-4 95-4
ATR 20-7 22-5 1-5 8.1% 0-0
Volume 173,319 83,673 -89,646 -51.7% 649,958
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 671-2 660-4 611-3
R3 644-6 634-0 604-0
R2 618-2 618-2 601-5
R1 607-4 607-4 599-1 612-7
PP 591-6 591-6 591-6 594-4
S1 581-0 581-0 594-3 586-3
S2 565-2 565-2 591-7
S3 538-6 554-4 589-4
S4 512-2 528-0 582-1
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 901-2 844-4 649-2
R3 805-6 749-0 623-0
R2 710-2 710-2 614-2
R1 653-4 653-4 605-4 634-1
PP 614-6 614-6 614-6 605-0
S1 558-0 558-0 588-0 538-5
S2 519-2 519-2 579-2
S3 423-6 462-4 570-4
S4 328-2 367-0 544-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671-4 576-0 95-4 16.0% 16-7 2.8% 22% False True 129,991
10 683-4 576-0 107-4 18.0% 18-1 3.0% 19% False True 135,437
20 720-4 576-0 144-4 24.2% 16-0 2.7% 14% False True 113,857
40 720-4 576-0 144-4 24.2% 15-3 2.6% 14% False True 92,258
60 720-4 576-0 144-4 24.2% 14-7 2.5% 14% False True 81,749
80 720-4 548-0 172-4 28.9% 14-1 2.4% 28% False False 74,911
100 720-4 548-0 172-4 28.9% 13-4 2.3% 28% False False 66,980
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 2-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 715-1
2.618 671-7
1.618 645-3
1.000 629-0
0.618 618-7
HIGH 602-4
0.618 592-3
0.500 589-2
0.382 586-1
LOW 576-0
0.618 559-5
1.000 549-4
1.618 533-1
2.618 506-5
4.250 463-3
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 594-2 623-6
PP 591-6 614-6
S1 589-2 605-6

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

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