CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 607-0 605-0 -2-0 -0.3% 656-6
High 610-4 613-0 2-4 0.4% 660-4
Low 583-4 605-0 21-4 3.7% 616-0
Close 583-0 613-0 30-0 5.1% 622-6
Range 27-0 8-0 -19-0 -70.4% 44-4
ATR 14-6 15-6 1-1 7.4% 0-0
Volume 19,704 29,337 9,633 48.9% 96,926
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 634-3 631-5 617-3
R3 626-3 623-5 615-2
R2 618-3 618-3 614-4
R1 615-5 615-5 613-6 617-0
PP 610-3 610-3 610-3 611-0
S1 607-5 607-5 612-2 609-0
S2 602-3 602-3 611-4
S3 594-3 599-5 610-6
S4 586-3 591-5 608-5
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
5 628-4 583-4 45-0 7.3% 15-0 2.5% 66% False False 19,744
10 665-6 583-4 82-2 13.4% 11-5 1.9% 36% False False 18,179
20 665-6 583-4 82-2 13.4% 10-2 1.7% 36% False False 12,524
40 665-6 583-4 82-2 13.4% 8-7 1.4% 36% False False 9,098
60 665-6 562-4 103-2 16.8% 8-2 1.3% 49% False False 7,511
80 665-6 502-0 163-6 26.7% 7-1 1.2% 68% False False 6,349
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 647-0
2.618 634-0
1.618 626-0
1.000 621-0
0.618 618-0
HIGH 613-0
0.618 610-0
0.500 609-0
0.382 608-0
LOW 605-0
0.618 600-0
1.000 597-0
1.618 592-0
2.618 584-0
4.250 571-0
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 611-5 608-1
PP 610-3 603-1
S1 609-0 598-2

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

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