CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 710-0 696-0 -14-0 -2.0% 689-4
High 710-0 705-0 -5-0 -0.7% 711-4
Low 692-0 694-0 2-0 0.3% 689-4
Close 702-4 706-4 4-0 0.6% 711-0
Range 18-0 11-0 -7-0 -38.9% 22-0
ATR 16-1 15-6 -0-3 -2.3% 0-0
Volume 27,119 32,369 5,250 19.4% 129,961
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 734-7 731-5 712-4
R3 723-7 720-5 709-4
R2 712-7 712-7 708-4
R1 709-5 709-5 707-4 711-2
PP 701-7 701-7 701-7 702-5
S1 698-5 698-5 705-4 700-2
S2 690-7 690-7 704-4
S3 679-7 687-5 703-4
S4 668-7 676-5 700-4
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 3.9% 14-0 2.0% 61% False False 29,425
10 717-2 675-0 42-2 6.0% 11-3 1.6% 75% False False 26,074
20 717-2 621-4 95-6 13.6% 13-0 1.8% 89% False False 19,608
40 717-2 583-4 133-6 18.9% 11-5 1.6% 92% False False 16,066
60 717-2 583-4 133-6 18.9% 10-2 1.4% 92% False False 12,601
80 717-2 562-4 154-6 21.9% 9-3 1.3% 93% False False 10,536
100 717-2 502-0 215-2 30.5% 8-3 1.2% 95% False False 9,001
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 751-6
2.618 733-6
1.618 722-6
1.000 716-0
0.618 711-6
HIGH 705-0
0.618 700-6
0.500 699-4
0.382 698-2
LOW 694-0
0.618 687-2
1.000 683-0
1.618 676-2
2.618 665-2
4.250 647-2
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 704-1 704-2
PP 701-7 702-0
S1 699-4 699-6

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

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