CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 05-Apr-2011

Day Change Summary
	Previous	Current
	04-Apr-2011	05-Apr-2011	Change	Change %	Previous Week
Open	642-0	638-4	-3-4	-0.5%	611-0
High	645-0	647-0	2-0	0.3%	643-0
Low	638-6	638-0	-0-6	-0.1%	592-0
Close	645-4	646-6	1-2	0.2%	637-4
Range	6-2	9-0	2-6	44.0%	51-0
ATR	15-0	14-5	-0-3	-2.9%	0-0
Volume	104,203	65,842	-38,361	-36.8%	243,379

Daily Pivots for day following 05-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	670-7	667-7	651-6
R3	661-7	658-7	649-2
R2	652-7	652-7	648-3
R1	649-7	649-7	647-5	651-3
PP	643-7	643-7	643-7	644-6
S1	640-7	640-7	645-7	642-3
S2	634-7	634-7	645-1
S3	625-7	631-7	644-2
S4	616-7	622-7	641-6

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	647-0	592-0	55-0	8.5%	7-7	1.2%	100%	True	False	64,470
10	647-0	592-0	55-0	8.5%	9-0	1.4%	100%	True	False	52,210
20	647-0	548-0	99-0	15.3%	12-0	1.8%	100%	True	False	54,191
40	647-0	548-0	99-0	15.3%	11-3	1.8%	100%	True	False	44,271

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1-5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	685-2
2.618	670-4
1.618	661-4
1.000	656-0
0.618	652-4
HIGH	647-0
0.618	643-4
0.500	642-4
0.382	641-4
LOW	638-0
0.618	632-4
1.000	629-0
1.618	623-4
2.618	614-4
4.250	599-6

Fisher Pivots for day following 05-Apr-2011
Pivot	1 day	3 day
R1	645-3	643-5
PP	643-7	640-5
S1	642-4	637-4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols