CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 635-4 645-0 9-4 1.5% 613-6
High 645-0 647-0 2-0 0.3% 656-0
Low 635-4 643-0 7-4 1.2% 583-4
Close 645-6 645-4 -0-2 0.0% 637-0
Range 9-4 4-0 -5-4 -57.9% 72-4
ATR 16-4 15-5 -0-7 -5.4% 0-0
Volume 8,848 7,380 -1,468 -16.6% 98,988
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 657-1 655-3 647-6
R3 653-1 651-3 646-5
R2 649-1 649-1 646-2
R1 647-3 647-3 645-7 648-2
PP 645-1 645-1 645-1 645-5
S1 643-3 643-3 645-1 644-2
S2 641-1 641-1 644-6
S3 637-1 639-3 644-3
S4 633-1 635-3 643-2
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
5 656-0 605-0 51-0 7.9% 10-6 1.7% 79% False False 18,448
10 656-0 583-4 72-4 11.2% 13-1 2.0% 86% False False 18,607
20 665-6 583-4 82-2 12.7% 10-2 1.6% 75% False False 14,477
40 665-6 583-4 82-2 12.7% 9-0 1.4% 75% False False 9,937
60 665-6 570-0 95-6 14.8% 8-6 1.3% 79% False False 8,415
80 665-6 524-0 141-6 22.0% 7-3 1.2% 86% False False 7,011
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1-6
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 664-0
2.618 657-4
1.618 653-4
1.000 651-0
0.618 649-4
HIGH 647-0
0.618 645-4
0.500 645-0
0.382 644-4
LOW 643-0
0.618 640-4
1.000 639-0
1.618 636-4
2.618 632-4
4.250 626-0
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 645-3 644-1
PP 645-1 642-5
S1 645-0 641-2

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

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