CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 689-4 675-4 -14-0 -2.0% 733-0
High 702-6 680-0 -22-6 -3.2% 733-0
Low 688-0 664-4 -23-4 -3.4% 664-4
Close 689-0 670-6 -18-2 -2.6% 670-6
Range 14-6 15-4 0-6 5.1% 68-4
ATR 16-6 17-2 0-4 3.3% 0-0
Volume 96,277 110,577 14,300 14.9% 434,417
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 718-2 710-0 679-2
R3 702-6 694-4 675-0
R2 687-2 687-2 673-5
R1 679-0 679-0 672-1 675-3
PP 671-6 671-6 671-6 670-0
S1 663-4 663-4 669-3 659-7
S2 656-2 656-2 667-7
S3 640-6 648-0 666-4
S4 625-2 632-4 662-2
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 894-7 851-3 708-3
R3 826-3 782-7 689-5
R2 757-7 757-7 683-2
R1 714-3 714-3 677-0 701-7
PP 689-3 689-3 689-3 683-2
S1 645-7 645-7 664-4 633-3
S2 620-7 620-7 658-2
S3 552-3 577-3 651-7
S4 483-7 508-7 633-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 733-0 664-4 68-4 10.2% 15-3 2.3% 9% False True 86,883
10 745-0 664-4 80-4 12.0% 15-2 2.3% 8% False True 77,346
20 745-0 664-4 80-4 12.0% 15-4 2.3% 8% False True 68,526
40 745-0 642-0 103-0 15.4% 13-2 2.0% 28% False False 57,555
60 745-0 594-2 150-6 22.5% 11-5 1.7% 51% False False 47,065
80 745-0 534-6 210-2 31.3% 10-7 1.6% 65% False False 43,358
100 745-0 534-6 210-2 31.3% 10-7 1.6% 65% False False 41,643
120 745-0 479-0 266-0 39.7% 11-0 1.6% 72% False False 39,837
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 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 745-7
2.618 720-5
1.618 705-1
1.000 695-4
0.618 689-5
HIGH 680-0
0.618 674-1
0.500 672-2
0.382 670-3
LOW 664-4
0.618 654-7
1.000 649-0
1.618 639-3
2.618 623-7
4.250 598-5
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 672-2 690-6
PP 671-6 684-1
S1 671-2 677-3

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

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