CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 682-4 692-0 9-4 1.4% 662-0
High 694-6 693-0 -1-6 -0.3% 698-6
Low 681-6 686-4 4-6 0.7% 615-4
Close 694-0 688-4 -5-4 -0.8% 690-0
Range 13-0 6-4 -6-4 -50.0% 83-2
ATR 20-6 19-6 -1-0 -4.6% 0-0
Volume 60,175 55,940 -4,235 -7.0% 539,744
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 708-7 705-1 692-1
R3 702-3 698-5 690-2
R2 695-7 695-7 689-6
R1 692-1 692-1 689-1 690-6
PP 689-3 689-3 689-3 688-5
S1 685-5 685-5 687-7 684-2
S2 682-7 682-7 687-2
S3 676-3 679-1 686-6
S4 669-7 672-5 684-7
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 917-7 887-1 735-6
R3 834-5 803-7 712-7
R2 751-3 751-3 705-2
R1 720-5 720-5 697-5 736-0
PP 668-1 668-1 668-1 675-6
S1 637-3 637-3 682-3 652-6
S2 584-7 584-7 674-6
S3 501-5 554-1 667-1
S4 418-3 470-7 644-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 698-6 644-0 54-6 8.0% 13-2 1.9% 81% False False 83,778
10 702-6 615-4 87-2 12.7% 16-3 2.4% 84% False False 93,197
20 745-0 615-4 129-4 18.8% 16-0 2.3% 56% False False 81,265
40 745-0 615-4 129-4 18.8% 13-7 2.0% 56% False False 65,156
60 745-0 608-4 136-4 19.8% 13-0 1.9% 59% False False 56,378
80 745-0 555-4 189-4 27.5% 11-4 1.7% 70% False False 48,511
100 745-0 534-6 210-2 30.5% 11-3 1.6% 73% False False 46,471
120 745-0 479-0 266-0 38.6% 11-3 1.6% 79% False False 44,398
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 720-5
2.618 710-0
1.618 703-4
1.000 699-4
0.618 697-0
HIGH 693-0
0.618 690-4
0.500 689-6
0.382 689-0
LOW 686-4
0.618 682-4
1.000 680-0
1.618 676-0
2.618 669-4
4.250 658-7
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 689-6 688-7
PP 689-3 688-6
S1 688-7 688-5

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

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