CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 612-4 611-4 -1-0 -0.2% 569-0
High 613-4 618-4 5-0 0.8% 617-0
Low 608-0 610-6 2-6 0.5% 548-0
Close 609-6 618-6 9-0 1.5% 598-4
Range 5-4 7-6 2-2 40.9% 69-0
ATR 15-6 15-2 -0-4 -3.2% 0-0
Volume 28,830 31,683 2,853 9.9% 287,099
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 639-2 636-6 623-0
R3 631-4 629-0 620-7
R2 623-6 623-6 620-1
R1 621-2 621-2 619-4 622-4
PP 616-0 616-0 616-0 616-5
S1 613-4 613-4 618-0 614-6
S2 608-2 608-2 617-3
S3 600-4 605-6 616-5
S4 592-6 598-0 614-4
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
5 618-4 589-0 29-4 4.8% 12-7 2.1% 101% True False 47,076
10 618-4 548-0 70-4 11.4% 14-0 2.3% 100% True False 52,484
20 618-4 548-0 70-4 11.4% 12-2 2.0% 100% True False 43,181
40 619-2 548-0 71-2 11.5% 11-1 1.8% 99% False False 38,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 2-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 651-4
2.618 638-6
1.618 631-0
1.000 626-2
0.618 623-2
HIGH 618-4
0.618 615-4
0.500 614-5
0.382 613-6
LOW 610-6
0.618 606-0
1.000 603-0
1.618 598-2
2.618 590-4
4.250 577-6
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 617-3 615-5
PP 616-0 612-3
S1 614-5 609-2

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

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