CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 707-0 710-0 3-0 0.4% 689-4
High 707-0 710-0 3-0 0.4% 711-4
Low 689-4 692-0 2-4 0.4% 689-4
Close 696-4 702-4 6-0 0.9% 711-0
Range 17-4 18-0 0-4 2.9% 22-0
ATR 15-7 16-1 0-1 0.9% 0-0
Volume 23,070 27,119 4,049 17.6% 129,961
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 755-4 747-0 712-3
R3 737-4 729-0 707-4
R2 719-4 719-4 705-6
R1 711-0 711-0 704-1 706-2
PP 701-4 701-4 701-4 699-1
S1 693-0 693-0 700-7 688-2
S2 683-4 683-4 699-2
S3 665-4 675-0 697-4
S4 647-4 657-0 692-5
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
5 717-2 689-4 27-6 4.0% 13-6 2.0% 47% False False 27,393
10 717-2 621-4 95-6 13.6% 13-5 1.9% 85% False False 24,004
20 717-2 605-0 112-2 16.0% 12-6 1.8% 87% False False 19,457
40 717-2 583-4 133-6 19.0% 11-4 1.6% 89% False False 15,432
60 717-2 583-4 133-6 19.0% 10-2 1.5% 89% False False 12,181
80 717-2 562-4 154-6 22.0% 9-2 1.3% 90% False False 10,186
100 717-2 502-0 215-2 30.6% 8-3 1.2% 93% False False 8,703
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 0-0
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 786-4
2.618 757-1
1.618 739-1
1.000 728-0
0.618 721-1
HIGH 710-0
0.618 703-1
0.500 701-0
0.382 698-7
LOW 692-0
0.618 680-7
1.000 674-0
1.618 662-7
2.618 644-7
4.250 615-4
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 702-0 703-3
PP 701-4 703-1
S1 701-0 702-6

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

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