CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 669-0 681-4 12-4 1.9% 606-2
High 687-2 683-4 -3-6 -0.5% 637-4
Low 669-0 666-0 -3-0 -0.4% 600-4
Close 679-6 678-4 -1-2 -0.2% 637-0
Range 18-2 17-4 -0-6 -4.1% 37-0
ATR 21-4 21-1 -0-2 -1.3% 0-0
Volume 199,183 191,781 -7,402 -3.7% 584,969
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 728-4 721-0 688-1
R3 711-0 703-4 683-2
R2 693-4 693-4 681-6
R1 686-0 686-0 680-1 681-0
PP 676-0 676-0 676-0 673-4
S1 668-4 668-4 676-7 663-4
S2 658-4 658-4 675-2
S3 641-0 651-0 673-6
S4 623-4 633-4 668-7
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 736-0 723-4 657-3
R3 699-0 686-4 647-1
R2 662-0 662-0 643-6
R1 649-4 649-4 640-3 655-6
PP 625-0 625-0 625-0 628-1
S1 612-4 612-4 633-5 618-6
S2 588-0 588-0 630-2
S3 551-0 575-4 626-7
S4 514-0 538-4 616-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 687-2 617-0 70-2 10.4% 18-0 2.7% 88% False False 150,300
10 687-2 576-0 111-2 16.4% 15-1 2.2% 92% False False 148,786
20 687-2 576-0 111-2 16.4% 17-0 2.5% 92% False False 142,091
40 720-4 576-0 144-4 21.3% 15-3 2.3% 71% False False 107,547
60 720-4 576-0 144-4 21.3% 15-2 2.2% 71% False False 95,198
80 720-4 576-0 144-4 21.3% 14-0 2.1% 71% False False 84,322
100 720-4 548-0 172-4 25.4% 13-7 2.0% 76% False False 76,317
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 1-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 757-7
2.618 729-3
1.618 711-7
1.000 701-0
0.618 694-3
HIGH 683-4
0.618 676-7
0.500 674-6
0.382 672-5
LOW 666-0
0.618 655-1
1.000 648-4
1.618 637-5
2.618 620-1
4.250 591-5
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 677-2 672-7
PP 676-0 667-3
S1 674-6 661-6

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

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