CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 605-0 636-0 31-0 5.1% 613-6
High 613-0 656-0 43-0 7.0% 656-0
Low 605-0 631-0 26-0 4.3% 583-4
Close 613-0 637-0 24-0 3.9% 637-0
Range 8-0 25-0 17-0 212.5% 72-4
ATR 15-6 17-6 2-0 12.3% 0-0
Volume 29,337 20,313 -9,024 -30.8% 98,988
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 716-3 701-5 650-6
R3 691-3 676-5 643-7
R2 666-3 666-3 641-5
R1 651-5 651-5 639-2 659-0
PP 641-3 641-3 641-3 645-0
S1 626-5 626-5 634-6 634-0
S2 616-3 616-3 632-3
S3 591-3 601-5 630-1
S4 566-3 576-5 623-2
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 843-0 812-4 676-7
R3 770-4 740-0 657-0
R2 698-0 698-0 650-2
R1 667-4 667-4 643-5 682-6
PP 625-4 625-4 625-4 633-1
S1 595-0 595-0 630-3 610-2
S2 553-0 553-0 623-6
S3 480-4 522-4 617-0
S4 408-0 450-0 597-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 656-0 583-4 72-4 11.4% 17-4 2.8% 74% True False 19,797
10 660-4 583-4 77-0 12.1% 13-1 2.1% 69% False False 19,591
20 665-6 583-4 82-2 12.9% 11-2 1.8% 65% False False 13,122
40 665-6 583-4 82-2 12.9% 9-0 1.4% 65% False False 9,387
60 665-6 569-6 96-0 15.1% 8-5 1.3% 70% False False 7,825
80 665-6 502-0 163-6 25.7% 7-3 1.2% 82% False False 6,575
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 False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 762-2
2.618 721-4
1.618 696-4
1.000 681-0
0.618 671-4
HIGH 656-0
0.618 646-4
0.500 643-4
0.382 640-4
LOW 631-0
0.618 615-4
1.000 606-0
1.618 590-4
2.618 565-4
4.250 524-6
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 643-4 631-2
PP 641-3 625-4
S1 639-1 619-6

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

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