CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 646-0 646-0 0-0 0.0% 729-0
High 649-0 647-6 -1-2 -0.2% 729-0
Low 636-0 608-4 -27-4 -4.3% 658-4
Close 636-0 616-4 -19-4 -3.1% 664-2
Range 13-0 39-2 26-2 201.9% 70-4
ATR 18-7 20-3 1-4 7.7% 0-0
Volume 187,772 289,389 101,617 54.1% 943,066
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 742-0 718-4 638-1
R3 702-6 679-2 627-2
R2 663-4 663-4 623-6
R1 640-0 640-0 620-1 632-1
PP 624-2 624-2 624-2 620-2
S1 600-6 600-6 612-7 592-7
S2 585-0 585-0 609-2
S3 545-6 561-4 605-6
S4 506-4 522-2 594-7
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
5 698-0 608-4 89-4 14.5% 20-4 3.3% 9% False True 210,442
10 742-0 608-4 133-4 21.7% 18-3 3.0% 6% False True 193,843
20 742-0 608-4 133-4 21.7% 18-0 2.9% 6% False True 180,704
40 742-0 608-4 133-4 21.7% 14-7 2.4% 6% False True 124,496
60 742-0 604-0 138-0 22.4% 12-7 2.1% 9% False False 92,248
80 742-0 530-6 211-2 34.3% 11-7 1.9% 41% False False 74,913
100 742-0 530-6 211-2 34.3% 11-6 1.9% 41% False False 63,978
120 742-0 474-4 267-4 43.4% 11-7 1.9% 53% False False 56,275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 159 trading days
Fibonacci Retracements and Extensions
4.250 814-4
2.618 750-4
1.618 711-2
1.000 687-0
0.618 672-0
HIGH 647-6
0.618 632-6
0.500 628-1
0.382 623-4
LOW 608-4
0.618 584-2
1.000 569-2
1.618 545-0
2.618 505-6
4.250 441-6
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 628-1 641-2
PP 624-2 633-0
S1 620-3 624-6

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

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