CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 595-4 603-0 7-4 1.3% 569-0
High 617-0 609-4 -7-4 -1.2% 617-0
Low 589-0 597-0 8-0 1.4% 548-0
Close 598-4 609-4 11-0 1.8% 598-4
Range 28-0 12-4 -15-4 -55.4% 69-0
ATR 17-3 17-0 -0-3 -2.0% 0-0
Volume 59,215 79,918 20,703 35.0% 287,099
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 642-7 638-5 616-3
R3 630-3 626-1 613-0
R2 617-7 617-7 611-6
R1 613-5 613-5 610-5 615-6
PP 605-3 605-3 605-3 606-3
S1 601-1 601-1 608-3 603-2
S2 592-7 592-7 607-2
S3 580-3 588-5 606-0
S4 567-7 576-1 602-5
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 794-7 765-5 636-4
R3 725-7 696-5 617-4
R2 656-7 656-7 611-1
R1 627-5 627-5 604-7 642-2
PP 587-7 587-7 587-7 595-1
S1 558-5 558-5 592-1 573-2
S2 518-7 518-7 585-7
S3 449-7 489-5 579-4
S4 380-7 420-5 560-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 617-0 548-0 69-0 11.3% 17-6 2.9% 89% False False 63,404
10 617-0 548-0 69-0 11.3% 14-7 2.4% 89% False False 55,736
20 617-0 548-0 69-0 11.3% 13-2 2.2% 89% False False 44,295
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 662-5
2.618 642-2
1.618 629-6
1.000 622-0
0.618 617-2
HIGH 609-4
0.618 604-6
0.500 603-2
0.382 601-6
LOW 597-0
0.618 589-2
1.000 584-4
1.618 576-6
2.618 564-2
4.250 543-7
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 607-3 604-4
PP 605-3 599-4
S1 603-2 594-4

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

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