CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 773-0 779-4 6-4 0.8% 697-4
High 773-0 779-4 6-4 0.8% 746-0
Low 764-6 761-0 -3-6 -0.5% 669-0
Close 770-4 766-2 -4-2 -0.6% 743-0
Range 8-2 18-4 10-2 124.2% 77-0
ATR 20-7 20-5 -0-1 -0.8% 0-0
Volume 107,483 154,203 46,720 43.5% 466,661
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 824-3 813-7 776-3
R3 805-7 795-3 771-3
R2 787-3 787-3 769-5
R1 776-7 776-7 768-0 772-7
PP 768-7 768-7 768-7 767-0
S1 758-3 758-3 764-4 754-3
S2 750-3 750-3 762-7
S3 731-7 739-7 761-1
S4 713-3 721-3 756-1
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 950-3 923-5 785-3
R3 873-3 846-5 764-1
R2 796-3 796-3 757-1
R1 769-5 769-5 750-0 783-0
PP 719-3 719-3 719-3 726-0
S1 692-5 692-5 736-0 706-0
S2 642-3 642-3 728-7
S3 565-3 615-5 721-7
S4 488-3 538-5 700-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 779-4 735-0 44-4 5.8% 14-0 1.8% 70% True False 136,820
10 779-4 669-0 110-4 14.4% 14-1 1.8% 88% True False 108,482
20 779-4 615-4 164-0 21.4% 15-6 2.1% 92% True False 101,550
40 779-4 615-4 164-0 21.4% 15-3 2.0% 92% True False 84,518
60 779-4 615-4 164-0 21.4% 14-0 1.8% 92% True False 70,936
80 779-4 594-2 185-2 24.2% 12-4 1.6% 93% True False 59,613
100 779-4 534-6 244-6 31.9% 11-7 1.6% 95% True False 54,327
120 779-4 534-6 244-6 31.9% 11-5 1.5% 95% True False 50,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 858-1
2.618 827-7
1.618 809-3
1.000 798-0
0.618 790-7
HIGH 779-4
0.618 772-3
0.500 770-2
0.382 768-1
LOW 761-0
0.618 749-5
1.000 742-4
1.618 731-1
2.618 712-5
4.250 682-3
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 770-2 770-2
PP 768-7 768-7
S1 767-5 767-5

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

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