CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 662-0 653-4 -8-4 -1.3% 733-0
High 678-4 655-0 -23-4 -3.5% 733-0
Low 661-4 642-4 -19-0 -2.9% 664-4
Close 672-4 642-4 -30-0 -4.5% 670-6
Range 17-0 12-4 -4-4 -26.5% 68-4
ATR 17-2 18-1 0-7 5.3% 0-0
Volume 54,959 98,979 44,020 80.1% 434,417
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 684-1 675-7 649-3
R3 671-5 663-3 646-0
R2 659-1 659-1 644-6
R1 650-7 650-7 643-5 648-6
PP 646-5 646-5 646-5 645-5
S1 638-3 638-3 641-3 636-2
S2 634-1 634-1 640-2
S3 621-5 625-7 639-0
S4 609-1 613-3 635-5
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
5 717-0 642-4 74-4 11.6% 15-7 2.5% 0% False True 88,726
10 745-0 642-4 102-4 16.0% 16-1 2.5% 0% False True 77,445
20 745-0 642-4 102-4 16.0% 15-7 2.5% 0% False True 69,112
40 745-0 642-0 103-0 16.0% 13-4 2.1% 0% False False 58,180
60 745-0 600-4 144-4 22.5% 11-7 1.8% 29% False False 48,869
80 745-0 534-6 210-2 32.7% 11-0 1.7% 51% False False 44,231
100 745-0 534-6 210-2 32.7% 10-7 1.7% 51% False False 42,694
120 745-0 479-0 266-0 41.4% 11-0 1.7% 61% False False 40,722
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 708-1
2.618 687-6
1.618 675-2
1.000 667-4
0.618 662-6
HIGH 655-0
0.618 650-2
0.500 648-6
0.382 647-2
LOW 642-4
0.618 634-6
1.000 630-0
1.618 622-2
2.618 609-6
4.250 589-3
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 648-6 661-2
PP 646-5 655-0
S1 644-5 648-6

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

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