CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 641-0 654-0 13-0 2.0% 646-0
High 650-4 662-2 11-6 1.8% 657-0
Low 641-0 654-0 13-0 2.0% 618-0
Close 652-4 665-0 12-4 1.9% 646-0
Range 9-4 8-2 -1-2 -13.2% 39-0
ATR 12-2 12-1 -0-1 -1.5% 0-0
Volume 8,517 7,029 -1,488 -17.5% 26,644
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 685-1 683-3 669-4
R3 676-7 675-1 667-2
R2 668-5 668-5 666-4
R1 666-7 666-7 665-6 667-6
PP 660-3 660-3 660-3 660-7
S1 658-5 658-5 664-2 659-4
S2 652-1 652-1 663-4
S3 643-7 650-3 662-6
S4 635-5 642-1 660-4
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 757-3 740-5 667-4
R3 718-3 701-5 656-6
R2 679-3 679-3 653-1
R1 662-5 662-5 649-5 665-4
PP 640-3 640-3 640-3 641-6
S1 623-5 623-5 642-3 626-4
S2 601-3 601-3 638-7
S3 562-3 584-5 635-2
S4 523-3 545-5 624-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-2 640-6 21-4 3.2% 8-6 1.3% 113% True False 6,797
10 662-2 618-0 44-2 6.7% 9-0 1.3% 106% True False 6,868
20 662-6 618-0 44-6 6.7% 7-6 1.2% 105% False False 6,473
40 662-6 570-0 92-6 13.9% 8-1 1.2% 102% False False 6,183
60 662-6 533-2 129-4 19.5% 7-0 1.0% 102% False False 5,035
Crabel Price Patterns
NR True
NR4 False
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 697-2
2.618 683-7
1.618 675-5
1.000 670-4
0.618 667-3
HIGH 662-2
0.618 659-1
0.500 658-1
0.382 657-1
LOW 654-0
0.618 648-7
1.000 645-6
1.618 640-5
2.618 632-3
4.250 619-0
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 662-6 660-4
PP 660-3 656-1
S1 658-1 651-5

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

View Archives - Comment on this page... - Back to Index of Symbols