CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 716-2 692-0 -24-2 -3.4% 689-0
High 717-0 692-2 -24-6 -3.5% 717-0
Low 689-0 668-6 -20-2 -2.9% 673-6
Close 689-4 671-0 -18-4 -2.7% 689-4
Range 28-0 23-4 -4-4 -16.1% 43-2
ATR 21-4 21-5 0-1 0.7% 0-0
Volume 199,505 152,512 -46,993 -23.6% 801,795
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 747-7 732-7 683-7
R3 724-3 709-3 677-4
R2 700-7 700-7 675-2
R1 685-7 685-7 673-1 681-5
PP 677-3 677-3 677-3 675-2
S1 662-3 662-3 668-7 658-1
S2 653-7 653-7 666-6
S3 630-3 638-7 664-4
S4 606-7 615-3 658-1
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 823-1 799-5 713-2
R3 779-7 756-3 701-3
R2 736-5 736-5 697-3
R1 713-1 713-1 693-4 724-7
PP 693-3 693-3 693-3 699-2
S1 669-7 669-7 685-4 681-5
S2 650-1 650-1 681-5
S3 606-7 626-5 677-5
S4 563-5 583-3 665-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 717-0 668-6 48-2 7.2% 20-2 3.0% 5% False True 161,785
10 717-0 608-4 108-4 16.2% 20-0 3.0% 58% False False 179,598
20 742-0 608-4 133-4 19.9% 18-6 2.8% 47% False False 180,101
40 742-0 608-4 133-4 19.9% 15-6 2.4% 47% False False 148,311
60 742-0 604-0 138-0 20.6% 14-5 2.2% 49% False False 111,971
80 742-0 564-0 178-0 26.5% 12-7 1.9% 60% False False 89,518
100 742-0 530-6 211-2 31.5% 12-4 1.9% 66% False False 75,999
120 742-0 504-6 237-2 35.4% 12-1 1.8% 70% False False 66,289
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 2-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 792-1
2.618 753-6
1.618 730-2
1.000 715-6
0.618 706-6
HIGH 692-2
0.618 683-2
0.500 680-4
0.382 677-6
LOW 668-6
0.618 654-2
1.000 645-2
1.618 630-6
2.618 607-2
4.250 568-7
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 680-4 692-7
PP 677-3 685-5
S1 674-1 678-2

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

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