CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 648-0 638-4 -9-4 -1.5% 647-2
High 653-2 646-4 -6-6 -1.0% 665-6
Low 646-0 636-4 -9-4 -1.5% 641-0
Close 654-2 635-4 -18-6 -2.9% 660-0
Range 7-2 10-0 2-6 37.9% 24-6
ATR 11-3 11-7 0-4 4.0% 0-0
Volume 23,075 24,450 1,375 6.0% 34,176
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 669-4 662-4 641-0
R3 659-4 652-4 638-2
R2 649-4 649-4 637-3
R1 642-4 642-4 636-3 641-0
PP 639-4 639-4 639-4 638-6
S1 632-4 632-4 634-5 631-0
S2 629-4 629-4 633-5
S3 619-4 622-4 632-6
S4 609-4 612-4 630-0
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
5 665-6 636-4 29-2 4.6% 8-2 1.3% -3% False True 16,614
10 665-6 636-4 29-2 4.6% 8-4 1.3% -3% False True 11,706
20 665-6 618-0 47-6 7.5% 8-4 1.3% 37% False False 9,649
40 665-6 594-6 71-0 11.2% 8-0 1.3% 57% False False 7,698
60 665-6 547-2 118-4 18.6% 7-2 1.1% 74% False False 6,138
80 665-6 502-0 163-6 25.8% 6-7 1.1% 82% False False 5,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 689-0
2.618 672-5
1.618 662-5
1.000 656-4
0.618 652-5
HIGH 646-4
0.618 642-5
0.500 641-4
0.382 640-3
LOW 636-4
0.618 630-3
1.000 626-4
1.618 620-3
2.618 610-3
4.250 594-0
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 641-4 647-0
PP 639-4 643-1
S1 637-4 639-3

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

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