CME Pit-Traded Corn Future July 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 697-4 678-0 -19-4 -2.8% 696-0
High 698-0 681-6 -16-2 -2.3% 721-4
Low 676-4 669-0 -7-4 -1.1% 681-6
Close 678-0 678-6 0-6 0.1% 695-4
Range 21-4 12-6 -8-6 -40.7% 39-6
ATR 20-5 20-1 -0-5 -2.7% 0-0
Volume 73,558 71,269 -2,289 -3.1% 396,948
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 714-6 709-4 685-6
R3 702-0 696-6 682-2
R2 689-2 689-2 681-1
R1 684-0 684-0 679-7 686-5
PP 676-4 676-4 676-4 677-6
S1 671-2 671-2 677-5 673-7
S2 663-6 663-6 676-3
S3 651-0 658-4 675-2
S4 638-2 645-6 671-6
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 818-7 796-7 717-3
R3 779-1 757-1 706-3
R2 739-3 739-3 702-6
R1 717-3 717-3 699-1 708-4
PP 699-5 699-5 699-5 695-1
S1 677-5 677-5 691-7 668-6
S2 659-7 659-7 688-2
S3 620-1 637-7 684-5
S4 580-3 598-1 673-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 721-4 669-0 52-4 7.7% 18-3 2.7% 19% False True 82,467
10 721-4 615-4 106-0 15.6% 18-7 2.8% 60% False False 92,758
20 745-0 615-4 129-4 19.1% 17-4 2.6% 49% False False 85,101
40 745-0 615-4 129-4 19.1% 15-1 2.2% 49% False False 70,694
60 745-0 608-4 136-4 20.1% 14-0 2.1% 51% False False 61,025
80 745-0 570-0 175-0 25.8% 12-2 1.8% 62% False False 51,837
100 745-0 534-6 210-2 31.0% 11-7 1.7% 68% False False 48,970
120 745-0 511-2 233-6 34.4% 11-5 1.7% 72% False False 46,127
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 2-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 736-0
2.618 715-1
1.618 702-3
1.000 694-4
0.618 689-5
HIGH 681-6
0.618 676-7
0.500 675-3
0.382 673-7
LOW 669-0
0.618 661-1
1.000 656-2
1.618 648-3
2.618 635-5
4.250 614-6
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 677-5 695-2
PP 676-4 689-6
S1 675-3 684-2

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

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