CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 647-4 662-4 15-0 2.3% 638-2
High 657-4 662-6 5-2 0.8% 662-6
Low 643-4 646-0 2-4 0.4% 635-4
Close 658-4 644-6 -13-6 -2.1% 644-6
Range 14-0 16-6 2-6 19.6% 27-2
ATR 15-4 15-5 0-1 0.6% 0-0
Volume 10,081 13,112 3,031 30.1% 65,786
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 701-3 689-7 654-0
R3 684-5 673-1 649-3
R2 667-7 667-7 647-7
R1 656-3 656-3 646-2 653-6
PP 651-1 651-1 651-1 649-7
S1 639-5 639-5 643-2 637-0
S2 634-3 634-3 641-5
S3 617-5 622-7 640-1
S4 600-7 606-1 635-4
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 729-3 714-3 659-6
R3 702-1 687-1 652-2
R2 674-7 674-7 649-6
R1 659-7 659-7 647-2 667-3
PP 647-5 647-5 647-5 651-4
S1 632-5 632-5 642-2 640-1
S2 620-3 620-3 639-6
S3 593-1 605-3 637-2
S4 565-7 578-1 629-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-6 635-4 27-2 4.2% 10-2 1.6% 34% True False 13,157
10 662-6 583-4 79-2 12.3% 13-7 2.2% 77% True False 16,477
20 665-6 583-4 82-2 12.8% 11-0 1.7% 74% False False 14,793
40 665-6 583-4 82-2 12.8% 9-4 1.5% 74% False False 10,260
60 665-6 570-0 95-6 14.9% 9-0 1.4% 78% False False 8,749
80 665-6 533-2 132-4 20.6% 7-6 1.2% 84% False False 7,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 734-0
2.618 706-5
1.618 689-7
1.000 679-4
0.618 673-1
HIGH 662-6
0.618 656-3
0.500 654-3
0.382 652-3
LOW 646-0
0.618 635-5
1.000 629-2
1.618 618-7
2.618 602-1
4.250 574-6
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 654-3 652-7
PP 651-1 650-1
S1 648-0 647-4

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

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