CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 662-4 647-0 -15-4 -2.3% 638-2
High 662-6 647-0 -15-6 -2.4% 662-6
Low 646-0 631-0 -15-0 -2.3% 635-4
Close 644-6 631-2 -13-4 -2.1% 644-6
Range 16-6 16-0 -0-6 -4.5% 27-2
ATR 15-5 15-5 0-0 0.2% 0-0
Volume 13,112 17,920 4,808 36.7% 65,786
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 684-3 673-7 640-0
R3 668-3 657-7 635-5
R2 652-3 652-3 634-1
R1 641-7 641-7 632-6 639-1
PP 636-3 636-3 636-3 635-0
S1 625-7 625-7 629-6 623-1
S2 620-3 620-3 628-3
S3 604-3 609-7 626-7
S4 588-3 593-7 622-4
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 729-3 714-3 659-6
R3 702-1 687-1 652-2
R2 674-7 674-7 649-6
R1 659-7 659-7 647-2 667-3
PP 647-5 647-5 647-5 651-4
S1 632-5 632-5 642-2 640-1
S2 620-3 620-3 639-6
S3 593-1 605-3 637-2
S4 565-7 578-1 629-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-6 631-0 31-6 5.0% 12-0 1.9% 1% False True 11,468
10 662-6 583-4 79-2 12.6% 14-1 2.2% 60% False False 16,316
20 665-6 583-4 82-2 13.0% 11-5 1.8% 58% False False 15,296
40 665-6 583-4 82-2 13.0% 9-5 1.5% 58% False False 10,629
60 665-6 570-0 95-6 15.2% 9-2 1.5% 64% False False 9,014
80 665-6 533-2 132-4 21.0% 8-0 1.3% 74% False False 7,463
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 715-0
2.618 688-7
1.618 672-7
1.000 663-0
0.618 656-7
HIGH 647-0
0.618 640-7
0.500 639-0
0.382 637-1
LOW 631-0
0.618 621-1
1.000 615-0
1.618 605-1
2.618 589-1
4.250 563-0
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 639-0 646-7
PP 636-3 641-5
S1 633-7 636-4

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

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