CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 600-0 612-4 12-4 2.1% 569-0
High 610-4 613-4 3-0 0.5% 617-0
Low 600-0 608-0 8-0 1.3% 548-0
Close 612-2 609-6 -2-4 -0.4% 598-4
Range 10-4 5-4 -5-0 -47.6% 69-0
ATR 16-5 15-6 -0-6 -4.8% 0-0
Volume 35,736 28,830 -6,906 -19.3% 287,099
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 626-7 623-7 612-6
R3 621-3 618-3 611-2
R2 615-7 615-7 610-6
R1 612-7 612-7 610-2 611-5
PP 610-3 610-3 610-3 609-6
S1 607-3 607-3 609-2 606-1
S2 604-7 604-7 608-6
S3 599-3 601-7 608-2
S4 593-7 596-3 606-6
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 794-7 765-5 636-4
R3 725-7 696-5 617-4
R2 656-7 656-7 611-1
R1 627-5 627-5 604-7 642-2
PP 587-7 587-7 587-7 595-1
S1 558-5 558-5 592-1 573-2
S2 518-7 518-7 585-7
S3 449-7 489-5 579-4
S4 380-7 420-5 560-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 617-0 572-0 45-0 7.4% 12-6 2.1% 84% False False 57,364
10 617-0 548-0 69-0 11.3% 14-6 2.4% 89% False False 54,250
20 617-0 548-0 69-0 11.3% 12-2 2.0% 89% False False 44,250
40 619-2 548-0 71-2 11.7% 11-2 1.8% 87% False False 38,590
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 3-1
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 636-7
2.618 627-7
1.618 622-3
1.000 619-0
0.618 616-7
HIGH 613-4
0.618 611-3
0.500 610-6
0.382 610-1
LOW 608-0
0.618 604-5
1.000 602-4
1.618 599-1
2.618 593-5
4.250 584-5
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 610-6 608-2
PP 610-3 606-6
S1 610-1 605-2

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

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