CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 11-Apr-2011

Day Change Summary
	Previous	Current
	08-Apr-2011	11-Apr-2011	Change	Change %	Previous Week
Open	642-4	648-0	5-4	0.9%	642-0
High	653-0	657-2	4-2	0.7%	653-0
Low	642-4	648-0	5-4	0.9%	638-0
Close	653-0	657-2	4-2	0.7%	653-0
Range	10-4	9-2	-1-2	-11.9%	15-0
ATR	13-3	13-1	-0-2	-2.2%	0-0
Volume	52,257	58,532	6,275	12.0%	318,408

Daily Pivots for day following 11-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	681-7	678-7	662-3
R3	672-5	669-5	659-6
R2	663-3	663-3	659-0
R1	660-3	660-3	658-1	661-7
PP	654-1	654-1	654-1	655-0
S1	651-1	651-1	656-3	652-5
S2	644-7	644-7	655-4
S3	635-5	641-7	654-6
S4	626-3	632-5	652-1

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	693-0	688-0	661-2
R3	678-0	673-0	657-1
R2	663-0	663-0	655-6
R1	658-0	658-0	654-3	660-4
PP	648-0	648-0	648-0	649-2
S1	643-0	643-0	651-5	645-4
S2	633-0	633-0	650-2
S3	618-0	628-0	648-7
S4	603-0	613-0	644-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	657-2	638-0	19-2	2.9%	8-7	1.3%	100%	True	False	54,547
10	657-2	592-0	65-2	9.9%	8-3	1.3%	100%	True	False	56,554
20	657-2	548-0	109-2	16.6%	11-2	1.7%	100%	True	False	54,088
40	657-2	548-0	109-2	16.6%	11-5	1.8%	100%	True	False	45,707

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	False
Stretch	1-5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	696-4
2.618	681-4
1.618	672-2
1.000	666-4
0.618	663-0
HIGH	657-2
0.618	653-6
0.500	652-5
0.382	651-4
LOW	648-0
0.618	642-2
1.000	638-6
1.618	633-0
2.618	623-6
4.250	608-6

Fisher Pivots for day following 11-Apr-2011
Pivot	1 day	3 day
R1	655-6	654-2
PP	654-1	651-1
S1	652-5	648-1

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