CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 645-0 647-4 2-4 0.4% 613-6
High 647-0 657-4 10-4 1.6% 656-0
Low 643-0 643-4 0-4 0.1% 583-4
Close 645-4 658-4 13-0 2.0% 637-0
Range 4-0 14-0 10-0 250.0% 72-4
ATR 15-5 15-4 -0-1 -0.8% 0-0
Volume 7,380 10,081 2,701 36.6% 98,988
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 695-1 690-7 666-2
R3 681-1 676-7 662-3
R2 667-1 667-1 661-1
R1 662-7 662-7 659-6 665-0
PP 653-1 653-1 653-1 654-2
S1 648-7 648-7 657-2 651-0
S2 639-1 639-1 655-7
S3 625-1 634-7 654-5
S4 611-1 620-7 650-6
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
5 657-4 631-0 26-4 4.0% 12-0 1.8% 104% True False 14,597
10 657-4 583-4 74-0 11.2% 13-4 2.1% 101% True False 17,170
20 665-6 583-4 82-2 12.5% 11-0 1.7% 91% False False 14,438
40 665-6 583-4 82-2 12.5% 9-2 1.4% 91% False False 10,065
60 665-6 570-0 95-6 14.5% 8-7 1.3% 92% False False 8,567
80 665-6 524-0 141-6 21.5% 7-5 1.2% 95% False False 7,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 717-0
2.618 694-1
1.618 680-1
1.000 671-4
0.618 666-1
HIGH 657-4
0.618 652-1
0.500 650-4
0.382 648-7
LOW 643-4
0.618 634-7
1.000 629-4
1.618 620-7
2.618 606-7
4.250 584-0
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 655-7 654-4
PP 653-1 650-4
S1 650-4 646-4

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

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