CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 696-0 700-0 4-0 0.6% 707-0
High 705-0 704-4 -0-4 -0.1% 717-2
Low 694-0 698-4 4-4 0.6% 689-4
Close 706-4 701-4 -5-0 -0.7% 701-4
Range 11-0 6-0 -5-0 -45.5% 27-6
ATR 15-6 15-1 -0-4 -3.5% 0-0
Volume 32,369 22,520 -9,849 -30.4% 136,261
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 719-4 716-4 704-6
R3 713-4 710-4 703-1
R2 707-4 707-4 702-5
R1 704-4 704-4 702-0 706-0
PP 701-4 701-4 701-4 702-2
S1 698-4 698-4 701-0 700-0
S2 695-4 695-4 700-3
S3 689-4 692-4 699-7
S4 683-4 686-4 698-2
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 786-0 771-4 716-6
R3 758-2 743-6 709-1
R2 730-4 730-4 706-5
R1 716-0 716-0 704-0 709-3
PP 702-6 702-6 702-6 699-4
S1 688-2 688-2 699-0 681-5
S2 675-0 675-0 696-3
S3 647-2 660-4 693-7
S4 619-4 632-6 686-2
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% 12-4 1.8% 43% False False 27,252
10 717-2 689-4 27-6 4.0% 11-0 1.6% 43% False False 26,622
20 717-2 621-4 95-6 13.6% 12-0 1.7% 84% False False 19,719
40 717-2 583-4 133-6 19.1% 11-5 1.7% 88% False False 16,421
60 717-2 583-4 133-6 19.1% 10-0 1.4% 88% False False 12,831
80 717-2 569-6 147-4 21.0% 9-3 1.3% 89% False False 10,798
100 717-2 502-0 215-2 30.7% 8-3 1.2% 93% False False 9,204
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 730-0
2.618 720-2
1.618 714-2
1.000 710-4
0.618 708-2
HIGH 704-4
0.618 702-2
0.500 701-4
0.382 700-6
LOW 698-4
0.618 694-6
1.000 692-4
1.618 688-6
2.618 682-6
4.250 673-0
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 701-4 701-3
PP 701-4 701-1
S1 701-4 701-0

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

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