CME Pit-Traded Corn Future September 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 635-4 632-0 -3-4 -0.6% 638-2
High 636-2 633-0 -3-2 -0.5% 662-6
Low 626-0 624-0 -2-0 -0.3% 635-4
Close 632-4 625-2 -7-2 -1.1% 644-6
Range 10-2 9-0 -1-2 -12.2% 27-2
ATR 15-2 14-7 -0-4 -2.9% 0-0
Volume 7,851 7,896 45 0.6% 65,786
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 654-3 648-7 630-2
R3 645-3 639-7 627-6
R2 636-3 636-3 626-7
R1 630-7 630-7 626-1 629-1
PP 627-3 627-3 627-3 626-4
S1 621-7 621-7 624-3 620-1
S2 618-3 618-3 623-5
S3 609-3 612-7 622-6
S4 600-3 603-7 620-2
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
5 662-6 624-0 38-6 6.2% 13-2 2.1% 3% False True 11,372
10 662-6 605-0 57-6 9.2% 12-0 1.9% 35% False False 14,910
20 665-6 583-4 82-2 13.2% 11-6 1.9% 51% False False 15,429
40 665-6 583-4 82-2 13.2% 9-7 1.6% 51% False False 10,870
60 665-6 570-0 95-6 15.3% 9-3 1.5% 58% False False 9,204
80 665-6 533-2 132-4 21.2% 8-1 1.3% 69% False False 7,592
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 671-2
2.618 656-4
1.618 647-4
1.000 642-0
0.618 638-4
HIGH 633-0
0.618 629-4
0.500 628-4
0.382 627-4
LOW 624-0
0.618 618-4
1.000 615-0
1.618 609-4
2.618 600-4
4.250 585-6
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 628-4 635-4
PP 627-3 632-1
S1 626-3 628-5

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

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