CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 692-0 671-0 -21-0 -3.0% 689-0
High 692-2 675-6 -16-4 -2.4% 717-0
Low 668-6 661-4 -7-2 -1.1% 673-6
Close 671-0 671-6 0-6 0.1% 689-4
Range 23-4 14-2 -9-2 -39.4% 43-2
ATR 21-5 21-1 -0-4 -2.4% 0-0
Volume 152,512 151,346 -1,166 -0.8% 801,795
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 712-3 706-3 679-5
R3 698-1 692-1 675-5
R2 683-7 683-7 674-3
R1 677-7 677-7 673-0 680-7
PP 669-5 669-5 669-5 671-2
S1 663-5 663-5 670-4 666-5
S2 655-3 655-3 669-1
S3 641-1 649-3 667-7
S4 626-7 635-1 663-7
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 823-1 799-5 713-2
R3 779-7 756-3 701-3
R2 736-5 736-5 697-3
R1 713-1 713-1 693-4 724-7
PP 693-3 693-3 693-3 699-2
S1 669-7 669-7 685-4 681-5
S2 650-1 650-1 681-5
S3 606-7 626-5 677-5
S4 563-5 583-3 665-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 717-0 661-4 55-4 8.3% 20-4 3.0% 18% False True 166,867
10 717-0 608-4 108-4 16.2% 20-1 3.0% 58% False False 175,956
20 742-0 608-4 133-4 19.9% 18-7 2.8% 47% False False 178,372
40 742-0 608-4 133-4 19.9% 15-7 2.4% 47% False False 151,038
60 742-0 604-0 138-0 20.5% 14-6 2.2% 49% False False 114,197
80 742-0 565-2 176-6 26.3% 12-7 1.9% 60% False False 91,154
100 742-0 530-6 211-2 31.4% 12-4 1.9% 67% False False 77,356
120 742-0 506-4 235-4 35.1% 12-2 1.8% 70% False False 67,402
Crabel Price Patterns
NR True
NR4 True
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 2-3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 736-2
2.618 713-0
1.618 698-6
1.000 690-0
0.618 684-4
HIGH 675-6
0.618 670-2
0.500 668-5
0.382 667-0
LOW 661-4
0.618 652-6
1.000 647-2
1.618 638-4
2.618 624-2
4.250 601-0
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 670-6 689-2
PP 669-5 683-3
S1 668-5 677-5

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

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