CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 625-2 634-0 8-6 1.4% 611-0
High 625-2 643-0 17-6 2.8% 643-0
Low 625-2 628-0 2-6 0.4% 592-0
Close 625-2 637-4 12-2 2.0% 637-4
Range 0-0 15-0 15-0 51-0
ATR 15-3 15-5 0-1 1.1% 0-0
Volume 34,322 78,606 44,284 129.0% 243,379
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 681-1 674-3 645-6
R3 666-1 659-3 641-5
R2 651-1 651-1 640-2
R1 644-3 644-3 638-7 647-6
PP 636-1 636-1 636-1 637-7
S1 629-3 629-3 636-1 632-6
S2 621-1 621-1 634-6
S3 606-1 614-3 633-3
S4 591-1 599-3 629-2
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 777-1 758-3 665-4
R3 726-1 707-3 651-4
R2 675-1 675-1 646-7
R1 656-3 656-3 642-1 665-6
PP 624-1 624-1 624-1 628-7
S1 605-3 605-3 632-7 614-6
S2 573-1 573-1 628-1
S3 522-1 554-3 623-4
S4 471-1 503-3 609-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643-0 592-0 51-0 8.0% 9-4 1.5% 89% True False 48,675
10 643-0 592-0 51-0 8.0% 9-6 1.5% 89% True False 46,771
20 643-0 548-0 95-0 14.9% 12-1 1.9% 94% True False 48,609
40 643-0 548-0 95-0 14.9% 11-3 1.8% 94% True False 41,504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1-7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 706-6
2.618 682-2
1.618 667-2
1.000 658-0
0.618 652-2
HIGH 643-0
0.618 637-2
0.500 635-4
0.382 633-6
LOW 628-0
0.618 618-6
1.000 613-0
1.618 603-6
2.618 588-6
4.250 564-2
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 636-7 630-7
PP 636-1 624-1
S1 635-4 617-4

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

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