CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 654-0 664-4 10-4 1.6% 647-2
High 662-2 665-6 3-4 0.5% 665-6
Low 654-0 656-0 2-0 0.3% 641-0
Close 665-0 660-0 -5-0 -0.8% 660-0
Range 8-2 9-6 1-4 18.2% 24-6
ATR 12-1 11-7 -0-1 -1.4% 0-0
Volume 7,029 6,193 -836 -11.9% 34,176
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 689-7 684-5 665-3
R3 680-1 674-7 662-5
R2 670-3 670-3 661-6
R1 665-1 665-1 660-7 662-7
PP 660-5 660-5 660-5 659-4
S1 655-3 655-3 659-1 653-1
S2 650-7 650-7 658-2
S3 641-1 645-5 657-3
S4 631-3 635-7 654-5
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 729-7 719-5 673-5
R3 705-1 694-7 666-6
R2 680-3 680-3 664-4
R1 670-1 670-1 662-2 675-2
PP 655-5 655-5 655-5 658-1
S1 645-3 645-3 657-6 650-4
S2 630-7 630-7 655-4
S3 606-1 620-5 653-2
S4 581-3 595-7 646-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-6 641-0 24-6 3.8% 7-4 1.1% 77% True False 6,835
10 665-6 618-0 47-6 7.2% 9-3 1.4% 88% True False 6,654
20 665-6 618-0 47-6 7.2% 8-2 1.3% 88% True False 6,646
40 665-6 570-0 95-6 14.5% 7-7 1.2% 94% True False 6,269
60 665-6 541-2 124-4 18.9% 6-7 1.0% 95% True False 5,092
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 707-2
2.618 691-2
1.618 681-4
1.000 675-4
0.618 671-6
HIGH 665-6
0.618 662-0
0.500 660-7
0.382 659-6
LOW 656-0
0.618 650-0
1.000 646-2
1.618 640-2
2.618 630-4
4.250 614-4
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 660-7 657-6
PP 660-5 655-5
S1 660-2 653-3

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

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