CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 668-0 656-0 -12-0 -1.8% 729-0
High 673-6 674-0 0-2 0.0% 729-0
Low 658-4 655-2 -3-2 -0.5% 658-4
Close 664-2 666-0 1-6 0.3% 664-2
Range 15-2 18-6 3-4 23.0% 70-4
ATR 18-0 18-0 0-0 0.3% 0-0
Volume 239,889 145,673 -94,216 -39.3% 943,066
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 721-3 712-3 676-2
R3 702-5 693-5 671-1
R2 683-7 683-7 669-4
R1 674-7 674-7 667-6 679-3
PP 665-1 665-1 665-1 667-2
S1 656-1 656-1 664-2 660-5
S2 646-3 646-3 662-4
S3 627-5 637-3 660-7
S4 608-7 618-5 655-6
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 895-3 850-3 703-0
R3 824-7 779-7 683-5
R2 754-3 754-3 677-1
R1 709-3 709-3 670-6 696-5
PP 683-7 683-7 683-7 677-4
S1 638-7 638-7 657-6 626-1
S2 613-3 613-3 651-3
S3 542-7 568-3 644-7
S4 472-3 497-7 625-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 714-0 655-2 58-6 8.8% 16-5 2.5% 18% False True 183,043
10 742-0 655-2 86-6 13.0% 17-4 2.6% 12% False True 180,603
20 742-0 655-2 86-6 13.0% 16-6 2.5% 12% False True 167,712
40 742-0 639-0 103-0 15.5% 14-1 2.1% 26% False False 115,095
60 742-0 590-4 151-4 22.7% 12-3 1.8% 50% False False 84,974
80 742-0 530-6 211-2 31.7% 11-4 1.7% 64% False False 69,639
100 742-0 530-6 211-2 31.7% 11-4 1.7% 64% False False 59,704
120 742-0 474-4 267-4 40.2% 11-4 1.7% 72% False False 52,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 753-6
2.618 723-1
1.618 704-3
1.000 692-6
0.618 685-5
HIGH 674-0
0.618 666-7
0.500 664-5
0.382 662-3
LOW 655-2
0.618 643-5
1.000 636-4
1.618 624-7
2.618 606-1
4.250 575-4
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 665-4 676-5
PP 665-1 673-1
S1 664-5 669-4

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

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