CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 655-0 648-0 -7-0 -1.1% 647-2
High 657-4 653-2 -4-2 -0.6% 665-6
Low 652-4 646-0 -6-4 -1.0% 641-0
Close 656-0 654-2 -1-6 -0.3% 660-0
Range 5-0 7-2 2-2 45.0% 24-6
ATR 11-4 11-3 -0-1 -0.9% 0-0
Volume 19,737 23,075 3,338 16.9% 34,176
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 672-7 670-7 658-2
R3 665-5 663-5 656-2
R2 658-3 658-3 655-5
R1 656-3 656-3 654-7 657-3
PP 651-1 651-1 651-1 651-6
S1 649-1 649-1 653-5 650-1
S2 643-7 643-7 652-7
S3 636-5 641-7 652-2
S4 629-3 634-5 650-2
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
5 665-6 646-0 19-6 3.0% 7-7 1.2% 42% False True 13,130
10 665-6 631-4 34-2 5.2% 7-4 1.1% 66% False False 10,348
20 665-6 618-0 47-6 7.3% 8-4 1.3% 76% False False 8,686
40 665-6 580-4 85-2 13.0% 7-7 1.2% 87% False False 7,242
60 665-6 547-2 118-4 18.1% 7-1 1.1% 90% False False 5,790
80 665-6 502-0 163-6 25.0% 6-7 1.1% 93% False False 5,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 684-0
2.618 672-2
1.618 665-0
1.000 660-4
0.618 657-6
HIGH 653-2
0.618 650-4
0.500 649-5
0.382 648-6
LOW 646-0
0.618 641-4
1.000 638-6
1.618 634-2
2.618 627-0
4.250 615-2
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 652-6 653-7
PP 651-1 653-5
S1 649-5 653-2

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

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