CME Pit-Traded Corn Future July 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 721-0 697-4 -23-4 -3.3% 696-0
High 721-4 698-0 -23-4 -3.3% 721-4
Low 694-4 676-4 -18-0 -2.6% 681-6
Close 695-4 678-0 -17-4 -2.5% 695-4
Range 27-0 21-4 -5-4 -20.4% 39-6
ATR 20-4 20-5 0-1 0.3% 0-0
Volume 101,089 73,558 -27,531 -27.2% 396,948
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 748-5 734-7 689-7
R3 727-1 713-3 683-7
R2 705-5 705-5 682-0
R1 691-7 691-7 680-0 688-0
PP 684-1 684-1 684-1 682-2
S1 670-3 670-3 676-0 666-4
S2 662-5 662-5 674-0
S3 641-1 648-7 672-1
S4 619-5 627-3 666-1
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 818-7 796-7 717-3
R3 779-1 757-1 706-3
R2 739-3 739-3 702-6
R1 717-3 717-3 699-1 708-4
PP 699-5 699-5 699-5 695-1
S1 677-5 677-5 691-7 668-6
S2 659-7 659-7 688-2
S3 620-1 637-7 684-5
S4 580-3 598-1 673-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 721-4 676-4 45-0 6.6% 18-3 2.7% 3% False True 80,248
10 721-4 615-4 106-0 15.6% 18-7 2.8% 59% False False 95,529
20 745-0 615-4 129-4 19.1% 17-3 2.6% 48% False False 85,424
40 745-0 615-4 129-4 19.1% 14-7 2.2% 48% False False 69,735
60 745-0 608-4 136-4 20.1% 13-7 2.0% 51% False False 60,199
80 745-0 568-4 176-4 26.0% 12-2 1.8% 62% False False 51,362
100 745-0 534-6 210-2 31.0% 11-6 1.7% 68% False False 48,555
120 745-0 509-2 235-6 34.8% 11-4 1.7% 72% False False 45,811
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
4.250 789-3
2.618 754-2
1.618 732-6
1.000 719-4
0.618 711-2
HIGH 698-0
0.618 689-6
0.500 687-2
0.382 684-6
LOW 676-4
0.618 663-2
1.000 655-0
1.618 641-6
2.618 620-2
4.250 585-1
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 687-2 699-0
PP 684-1 692-0
S1 681-1 685-0

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

View Archives - Comment on this page... - Back to Index of Symbols