CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 656-6 655-0 -1-6 -0.3% 647-2
High 660-4 657-4 -3-0 -0.5% 665-6
Low 651-4 652-4 1-0 0.2% 641-0
Close 661-4 656-0 -5-4 -0.8% 660-0
Range 9-0 5-0 -4-0 -44.4% 24-6
ATR 11-6 11-4 -0-2 -1.6% 0-0
Volume 9,618 19,737 10,119 105.2% 34,176
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 670-3 668-1 658-6
R3 665-3 663-1 657-3
R2 660-3 660-3 656-7
R1 658-1 658-1 656-4 659-2
PP 655-3 655-3 655-3 655-7
S1 653-1 653-1 655-4 654-2
S2 650-3 650-3 655-1
S3 645-3 648-1 654-5
S4 640-3 643-1 653-2
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% 8-2 1.3% 61% False False 10,218
10 665-6 618-0 47-6 7.3% 9-0 1.4% 80% False False 8,504
20 665-6 618-0 47-6 7.3% 8-3 1.3% 80% False False 7,744
40 665-6 574-4 91-2 13.9% 7-7 1.2% 89% False False 6,853
60 665-6 547-2 118-4 18.1% 7-0 1.1% 92% False False 5,466
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 678-6
2.618 670-5
1.618 665-5
1.000 662-4
0.618 660-5
HIGH 657-4
0.618 655-5
0.500 655-0
0.382 654-3
LOW 652-4
0.618 649-3
1.000 647-4
1.618 644-3
2.618 639-3
4.250 631-2
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 655-5 658-5
PP 655-3 657-6
S1 655-0 656-7

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

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