CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 613-6 608-0 -5-6 -0.9% 656-6
High 627-4 608-0 -19-4 -3.1% 660-4
Low 613-6 594-0 -19-6 -3.2% 616-0
Close 624-0 594-0 -30-0 -4.8% 622-6
Range 13-6 14-0 0-2 1.8% 44-4
ATR 12-4 13-6 1-2 10.0% 0-0
Volume 19,525 10,109 -9,416 -48.2% 96,926
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 640-5 631-3 601-6
R3 626-5 617-3 597-7
R2 612-5 612-5 596-5
R1 603-3 603-3 595-2 601-0
PP 598-5 598-5 598-5 597-4
S1 589-3 589-3 592-6 587-0
S2 584-5 584-5 591-3
S3 570-5 575-3 590-1
S4 556-5 561-3 586-2
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 766-5 739-1 647-2
R3 722-1 694-5 635-0
R2 677-5 677-5 630-7
R1 650-1 650-1 626-7 641-5
PP 633-1 633-1 633-1 628-6
S1 605-5 605-5 618-5 597-1
S2 588-5 588-5 614-5
S3 544-1 561-1 610-4
S4 499-5 516-5 598-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 653-2 594-0 59-2 10.0% 11-4 1.9% 0% False True 19,441
10 665-6 594-0 71-6 12.1% 9-7 1.7% 0% False True 14,829
20 665-6 594-0 71-6 12.1% 9-6 1.6% 0% False True 10,738
40 665-6 594-0 71-6 12.1% 8-4 1.4% 0% False True 8,217
60 665-6 560-0 105-6 17.8% 7-5 1.3% 32% False False 6,811
80 665-6 502-0 163-6 27.6% 7-0 1.2% 56% False False 5,830
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 1-5
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 667-4
2.618 644-5
1.618 630-5
1.000 622-0
0.618 616-5
HIGH 608-0
0.618 602-5
0.500 601-0
0.382 599-3
LOW 594-0
0.618 585-3
1.000 580-0
1.618 571-3
2.618 557-3
4.250 534-4
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 601-0 611-2
PP 598-5 605-4
S1 596-3 599-6

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

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