CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 636-0 638-2 2-2 0.4% 613-6
High 656-0 645-2 -10-6 -1.6% 656-0
Low 631-0 638-0 7-0 1.1% 583-4
Close 637-0 645-4 8-4 1.3% 637-0
Range 25-0 7-2 -17-6 -71.0% 72-4
ATR 17-6 17-0 -0-5 -3.8% 0-0
Volume 20,313 26,365 6,052 29.8% 98,988
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 664-5 662-3 649-4
R3 657-3 655-1 647-4
R2 650-1 650-1 646-7
R1 647-7 647-7 646-1 649-0
PP 642-7 642-7 642-7 643-4
S1 640-5 640-5 644-7 641-6
S2 635-5 635-5 644-1
S3 628-3 633-3 643-4
S4 621-1 626-1 641-4
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 843-0 812-4 676-7
R3 770-4 740-0 657-0
R2 698-0 698-0 650-2
R1 667-4 667-4 643-5 682-6
PP 625-4 625-4 625-4 633-1
S1 595-0 595-0 630-3 610-2
S2 553-0 553-0 623-6
S3 480-4 522-4 617-0
S4 408-0 450-0 597-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656-0 583-4 72-4 11.2% 16-2 2.5% 86% False False 21,165
10 657-4 583-4 74-0 11.5% 13-0 2.0% 84% False False 21,266
20 665-6 583-4 82-2 12.7% 11-5 1.8% 75% False False 14,154
40 665-6 583-4 82-2 12.7% 9-0 1.4% 75% False False 9,860
60 665-6 570-0 95-6 14.8% 8-5 1.3% 79% False False 8,230
80 665-6 524-0 141-6 22.0% 7-2 1.1% 86% False False 6,870
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 676-0
2.618 664-2
1.618 657-0
1.000 652-4
0.618 649-6
HIGH 645-2
0.618 642-4
0.500 641-5
0.382 640-6
LOW 638-0
0.618 633-4
1.000 630-6
1.618 626-2
2.618 619-0
4.250 607-2
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 644-2 640-4
PP 642-7 635-4
S1 641-5 630-4

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

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