CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 638-2 635-4 -2-6 -0.4% 613-6
High 645-2 645-0 -0-2 0.0% 656-0
Low 638-0 635-4 -2-4 -0.4% 583-4
Close 645-4 645-6 0-2 0.0% 637-0
Range 7-2 9-4 2-2 31.0% 72-4
ATR 17-0 16-4 -0-4 -3.0% 0-0
Volume 26,365 8,848 -17,517 -66.4% 98,988
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 670-5 667-5 651-0
R3 661-1 658-1 648-3
R2 651-5 651-5 647-4
R1 648-5 648-5 646-5 650-1
PP 642-1 642-1 642-1 642-6
S1 639-1 639-1 644-7 640-5
S2 632-5 632-5 644-0
S3 623-1 629-5 643-1
S4 613-5 620-1 640-4
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 11.2% 15-3 2.4% 86% False False 20,913
10 656-0 583-4 72-4 11.2% 13-3 2.1% 86% False False 20,177
20 665-6 583-4 82-2 12.7% 11-2 1.7% 76% False False 14,341
40 665-6 583-4 82-2 12.7% 9-1 1.4% 76% False False 9,917
60 665-6 570-0 95-6 14.8% 8-6 1.3% 79% False False 8,327
80 665-6 524-0 141-6 22.0% 7-3 1.1% 86% False False 6,941
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 1-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 685-3
2.618 669-7
1.618 660-3
1.000 654-4
0.618 650-7
HIGH 645-0
0.618 641-3
0.500 640-2
0.382 639-1
LOW 635-4
0.618 629-5
1.000 626-0
1.618 620-1
2.618 610-5
4.250 595-1
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 643-7 645-0
PP 642-1 644-2
S1 640-2 643-4

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

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