CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 671-0 693-2 22-2 3.3% 689-0
High 673-0 693-2 20-2 3.0% 717-0
Low 660-0 693-2 33-2 5.0% 673-6
Close 663-2 693-2 30-0 4.5% 689-4
Range 13-0 0-0 -13-0 -100.0% 43-2
ATR 20-4 21-2 0-5 3.3% 0-0
Volume 145,448 61,981 -83,467 -57.4% 801,795
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 693-2 693-2 693-2
R3 693-2 693-2 693-2
R2 693-2 693-2 693-2
R1 693-2 693-2 693-2 693-2
PP 693-2 693-2 693-2 693-2
S1 693-2 693-2 693-2 693-2
S2 693-2 693-2 693-2
S3 693-2 693-2 693-2
S4 693-2 693-2 693-2
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
5 717-0 660-0 57-0 8.2% 15-6 2.3% 58% False False 142,158
10 717-0 660-0 57-0 8.2% 16-2 2.4% 58% False False 156,226
20 742-0 608-4 133-4 19.3% 17-3 2.5% 63% False False 169,053
40 742-0 608-4 133-4 19.3% 16-0 2.3% 63% False False 153,892
60 742-0 604-0 138-0 19.9% 14-4 2.1% 65% False False 116,907
80 742-0 565-2 176-6 25.5% 12-7 1.9% 72% False False 92,880
100 742-0 530-6 211-2 30.5% 12-4 1.8% 77% False False 79,100
120 742-0 530-6 211-2 30.5% 12-3 1.8% 77% False False 68,844
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-3
Narrowest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 693-2
2.618 693-2
1.618 693-2
1.000 693-2
0.618 693-2
HIGH 693-2
0.618 693-2
0.500 693-2
0.382 693-2
LOW 693-2
0.618 693-2
1.000 693-2
1.618 693-2
2.618 693-2
4.250 693-2
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 693-2 687-6
PP 693-2 682-1
S1 693-2 676-5

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

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