CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 678-0 678-0 0-0 0.0% 696-0
High 681-6 679-0 -2-6 -0.4% 721-4
Low 669-0 669-0 0-0 0.0% 681-6
Close 678-6 671-0 -7-6 -1.1% 695-4
Range 12-6 10-0 -2-6 -21.6% 39-6
ATR 20-1 19-3 -0-6 -3.6% 0-0
Volume 71,269 81,055 9,786 13.7% 396,948
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 703-0 697-0 676-4
R3 693-0 687-0 673-6
R2 683-0 683-0 672-7
R1 677-0 677-0 671-7 675-0
PP 673-0 673-0 673-0 672-0
S1 667-0 667-0 670-1 665-0
S2 663-0 663-0 669-1
S3 653-0 657-0 668-2
S4 643-0 647-0 665-4
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
5 721-4 669-0 52-4 7.8% 19-0 2.8% 4% False True 87,490
10 721-4 644-0 77-4 11.5% 16-1 2.4% 35% False False 85,634
20 745-0 615-4 129-4 19.3% 16-5 2.5% 43% False False 86,278
40 745-0 615-4 129-4 19.3% 15-2 2.3% 43% False False 71,912
60 745-0 608-4 136-4 20.3% 14-0 2.1% 46% False False 62,084
80 745-0 570-0 175-0 26.1% 12-2 1.8% 58% False False 52,362
100 745-0 534-6 210-2 31.3% 11-7 1.8% 65% False False 49,447
120 745-0 534-6 210-2 31.3% 11-5 1.7% 65% False False 46,651
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 721-4
2.618 705-1
1.618 695-1
1.000 689-0
0.618 685-1
HIGH 679-0
0.618 675-1
0.500 674-0
0.382 672-7
LOW 669-0
0.618 662-7
1.000 659-0
1.618 652-7
2.618 642-7
4.250 626-4
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 674-0 683-4
PP 673-0 679-3
S1 672-0 675-1

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

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