CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 620-6 613-6 -7-0 -1.1% 656-6
High 628-4 627-4 -1-0 -0.2% 660-4
Low 616-0 613-6 -2-2 -0.4% 616-0
Close 622-6 624-0 1-2 0.2% 622-6
Range 12-4 13-6 1-2 10.0% 44-4
ATR 12-3 12-4 0-1 0.8% 0-0
Volume 20,046 19,525 -521 -2.6% 96,926
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 663-0 657-2 631-4
R3 649-2 643-4 627-6
R2 635-4 635-4 626-4
R1 629-6 629-6 625-2 632-5
PP 621-6 621-6 621-6 623-2
S1 616-0 616-0 622-6 618-7
S2 608-0 608-0 621-4
S3 594-2 602-2 620-2
S4 580-4 588-4 616-4
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 766-5 739-1 647-2
R3 722-1 694-5 635-0
R2 677-5 677-5 630-7
R1 650-1 650-1 626-7 641-5
PP 633-1 633-1 633-1 628-6
S1 605-5 605-5 618-5 597-1
S2 588-5 588-5 614-5
S3 544-1 561-1 610-4
S4 499-5 516-5 598-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 657-4 613-6 43-6 7.0% 9-6 1.6% 23% False True 21,366
10 665-6 613-6 52-0 8.3% 9-0 1.4% 20% False True 14,276
20 665-6 613-6 52-0 8.3% 9-3 1.5% 20% False True 10,733
40 665-6 598-4 67-2 10.8% 8-2 1.3% 38% False False 8,175
60 665-6 550-0 115-6 18.5% 7-3 1.2% 64% False False 6,701
80 665-6 502-0 163-6 26.2% 6-7 1.1% 75% False False 5,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 686-0
2.618 663-4
1.618 649-6
1.000 641-2
0.618 636-0
HIGH 627-4
0.618 622-2
0.500 620-5
0.382 619-0
LOW 613-6
0.618 605-2
1.000 600-0
1.618 591-4
2.618 577-6
4.250 555-2
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 622-7 630-1
PP 621-6 628-1
S1 620-5 626-0

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

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