CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 700-0 697-0 -3-0 -0.4% 707-0
High 704-4 712-4 8-0 1.1% 717-2
Low 698-4 697-0 -1-4 -0.2% 689-4
Close 701-4 712-0 10-4 1.5% 701-4
Range 6-0 15-4 9-4 158.3% 27-6
ATR 15-1 15-1 0-0 0.2% 0-0
Volume 22,520 18,120 -4,400 -19.5% 136,261
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 753-5 748-3 720-4
R3 738-1 732-7 716-2
R2 722-5 722-5 714-7
R1 717-3 717-3 713-3 720-0
PP 707-1 707-1 707-1 708-4
S1 701-7 701-7 710-5 704-4
S2 691-5 691-5 709-1
S3 676-1 686-3 707-6
S4 660-5 670-7 703-4
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
5 712-4 689-4 23-0 3.2% 13-5 1.9% 98% True False 24,639
10 717-2 689-4 27-6 3.9% 11-4 1.6% 81% False False 25,515
20 717-2 621-4 95-6 13.4% 12-3 1.7% 95% False False 19,306
40 717-2 583-4 133-6 18.8% 12-0 1.7% 96% False False 16,730
60 717-2 583-4 133-6 18.8% 10-1 1.4% 96% False False 13,009
80 717-2 570-0 147-2 20.7% 9-5 1.3% 96% False False 10,999
100 717-2 524-0 193-2 27.1% 8-2 1.2% 97% False False 9,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 778-3
2.618 753-1
1.618 737-5
1.000 728-0
0.618 722-1
HIGH 712-4
0.618 706-5
0.500 704-6
0.382 702-7
LOW 697-0
0.618 687-3
1.000 681-4
1.618 671-7
2.618 656-3
4.250 631-1
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 709-5 709-1
PP 707-1 706-1
S1 704-6 703-2

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

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