CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 724-4 701-4 -23-0 -3.2% 707-0
High 726-2 704-2 -22-0 -3.0% 717-2
Low 694-0 695-0 1-0 0.1% 689-4
Close 697-2 704-2 7-0 1.0% 701-4
Range 32-2 9-2 -23-0 -71.3% 27-6
ATR 15-7 15-3 -0-4 -3.0% 0-0
Volume 23,284 23,248 -36 -0.2% 136,261
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 728-7 725-7 709-3
R3 719-5 716-5 706-6
R2 710-3 710-3 706-0
R1 707-3 707-3 705-1 708-7
PP 701-1 701-1 701-1 702-0
S1 698-1 698-1 703-3 699-5
S2 691-7 691-7 702-4
S3 682-5 688-7 701-6
S4 673-3 679-5 699-1
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
5 726-2 694-0 32-2 4.6% 13-2 1.9% 32% False False 21,026
10 726-2 689-4 36-6 5.2% 13-5 1.9% 40% False False 25,226
20 726-2 621-4 104-6 14.9% 13-2 1.9% 79% False False 21,216
40 726-2 583-4 142-6 20.3% 12-1 1.7% 85% False False 17,827
60 726-2 583-4 142-6 20.3% 10-4 1.5% 85% False False 13,782
80 726-2 570-0 156-2 22.2% 10-0 1.4% 86% False False 11,729
100 726-2 524-0 202-2 28.7% 8-6 1.2% 89% False False 9,943
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 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 743-4
2.618 728-4
1.618 719-2
1.000 713-4
0.618 710-0
HIGH 704-2
0.618 700-6
0.500 699-5
0.382 698-4
LOW 695-0
0.618 689-2
1.000 685-6
1.618 680-0
2.618 670-6
4.250 655-6
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 702-6 710-1
PP 701-1 708-1
S1 699-5 706-2

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

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