CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 700-4 691-2 -9-2 -1.3% 625-0
High 703-0 692-4 -10-4 -1.5% 695-4
Low 685-4 676-6 -8-6 -1.3% 625-0
Close 687-2 677-6 -9-4 -1.4% 685-0
Range 17-4 15-6 -1-6 -10.0% 70-4
ATR 21-1 20-6 -0-3 -1.8% 0-0
Volume 125,672 173,517 47,845 38.1% 791,123
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 729-5 719-3 686-3
R3 713-7 703-5 682-1
R2 698-1 698-1 680-5
R1 687-7 687-7 679-2 685-1
PP 682-3 682-3 682-3 681-0
S1 672-1 672-1 676-2 669-3
S2 666-5 666-5 674-7
S3 650-7 656-3 673-3
S4 635-1 640-5 669-1
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 880-0 853-0 723-6
R3 809-4 782-4 704-3
R2 739-0 739-0 697-7
R1 712-0 712-0 691-4 725-4
PP 668-4 668-4 668-4 675-2
S1 641-4 641-4 678-4 655-0
S2 598-0 598-0 672-1
S3 527-4 571-0 665-5
S4 457-0 500-4 646-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 703-0 666-0 37-0 5.5% 16-1 2.4% 32% False False 161,790
10 703-0 613-2 89-6 13.2% 16-0 2.4% 72% False False 148,936
20 703-0 576-0 127-0 18.7% 17-4 2.6% 80% False False 150,838
40 720-4 576-0 144-4 21.3% 15-3 2.3% 70% False False 116,588
60 720-4 576-0 144-4 21.3% 15-3 2.3% 70% False False 101,351
80 720-4 576-0 144-4 21.3% 14-3 2.1% 70% False False 90,232
100 720-4 548-0 172-4 25.5% 13-7 2.1% 75% False False 81,020
120 720-4 548-0 172-4 25.5% 13-3 2.0% 75% False False 73,183
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 2 trading days
Fibonacci Retracements and Extensions
4.250 759-4
2.618 733-6
1.618 718-0
1.000 708-2
0.618 702-2
HIGH 692-4
0.618 686-4
0.500 684-5
0.382 682-6
LOW 676-6
0.618 667-0
1.000 661-0
1.618 651-2
2.618 635-4
4.250 609-6
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 684-5 684-6
PP 682-3 682-3
S1 680-0 680-1

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

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