CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 646-0 635-4 -10-4 -1.6% 729-0
High 647-6 646-4 -1-2 -0.2% 729-0
Low 608-4 635-0 26-4 4.4% 658-4
Close 616-4 646-4 30-0 4.9% 664-2
Range 39-2 11-4 -27-6 -70.7% 70-4
ATR 20-3 21-0 0-6 3.4% 0-0
Volume 289,389 115,340 -174,049 -60.1% 943,066
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 677-1 673-3 652-7
R3 665-5 661-7 649-5
R2 654-1 654-1 648-5
R1 650-3 650-3 647-4 652-2
PP 642-5 642-5 642-5 643-5
S1 638-7 638-7 645-4 640-6
S2 631-1 631-1 644-3
S3 619-5 627-3 643-3
S4 608-1 615-7 640-1
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
5 674-0 608-4 65-4 10.1% 19-4 3.0% 58% False False 195,612
10 742-0 608-4 133-4 20.6% 18-3 2.8% 28% False False 181,881
20 742-0 608-4 133-4 20.6% 18-1 2.8% 28% False False 179,035
40 742-0 608-4 133-4 20.6% 14-5 2.3% 28% False False 126,198
60 742-0 604-0 138-0 21.3% 13-0 2.0% 31% False False 93,809
80 742-0 530-6 211-2 32.7% 11-7 1.8% 55% False False 76,150
100 742-0 530-6 211-2 32.7% 11-6 1.8% 55% False False 64,972
120 742-0 474-4 267-4 41.4% 11-7 1.8% 64% False False 57,087
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 695-3
2.618 676-5
1.618 665-1
1.000 658-0
0.618 653-5
HIGH 646-4
0.618 642-1
0.500 640-6
0.382 639-3
LOW 635-0
0.618 627-7
1.000 623-4
1.618 616-3
2.618 604-7
4.250 586-1
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 644-5 640-5
PP 642-5 634-5
S1 640-6 628-6

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

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