CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 698-0 707-0 9-0 1.3% 689-4
High 711-4 717-2 5-6 0.8% 711-4
Low 698-0 707-0 9-0 1.3% 689-4
Close 711-0 718-4 7-4 1.1% 711-0
Range 13-4 10-2 -3-2 -24.1% 22-0
ATR 15-2 14-7 -0-3 -2.4% 0-0
Volume 33,388 31,183 -2,205 -6.6% 129,961
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 745-0 742-0 724-1
R3 734-6 731-6 721-3
R2 724-4 724-4 720-3
R1 721-4 721-4 719-4 723-0
PP 714-2 714-2 714-2 715-0
S1 711-2 711-2 717-4 712-6
S2 704-0 704-0 716-5
S3 693-6 701-0 715-5
S4 683-4 690-6 712-7
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 770-0 762-4 723-1
R3 748-0 740-4 717-0
R2 726-0 726-0 715-0
R1 718-4 718-4 713-0 722-2
PP 704-0 704-0 704-0 705-7
S1 696-4 696-4 709-0 700-2
S2 682-0 682-0 707-0
S3 660-0 674-4 705-0
S4 638-0 652-4 698-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 717-2 694-4 22-6 3.2% 9-4 1.3% 105% True False 26,392
10 717-2 621-4 95-6 13.3% 12-0 1.7% 101% True False 20,559
20 717-2 583-4 133-6 18.6% 13-1 1.8% 101% True False 18,438
40 717-2 583-4 133-6 18.6% 11-2 1.6% 101% True False 14,586
60 717-2 583-4 133-6 18.6% 9-7 1.4% 101% True False 11,596
80 717-2 550-0 167-2 23.3% 8-7 1.2% 101% True False 9,635
100 717-2 502-0 215-2 30.0% 8-1 1.1% 101% True False 8,343
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 760-6
2.618 744-1
1.618 733-7
1.000 727-4
0.618 723-5
HIGH 717-2
0.618 713-3
0.500 712-1
0.382 710-7
LOW 707-0
0.618 700-5
1.000 696-6
1.618 690-3
2.618 680-1
4.250 663-4
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 716-3 714-7
PP 714-2 711-2
S1 712-1 707-5

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

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