CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 632-0 655-2 23-2 3.7% 638-2
High 633-0 655-2 22-2 3.5% 662-6
Low 624-0 621-4 -2-4 -0.4% 635-4
Close 625-2 655-2 30-0 4.8% 644-6
Range 9-0 33-6 24-6 275.0% 27-2
ATR 14-7 16-1 1-3 9.1% 0-0
Volume 7,896 11,670 3,774 47.8% 65,786
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 745-2 734-0 673-6
R3 711-4 700-2 664-4
R2 677-6 677-6 661-4
R1 666-4 666-4 658-3 672-1
PP 644-0 644-0 644-0 646-6
S1 632-6 632-6 652-1 638-3
S2 610-2 610-2 649-0
S3 576-4 599-0 646-0
S4 542-6 565-2 636-6
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
5 662-6 621-4 41-2 6.3% 17-1 2.6% 82% False True 11,689
10 662-6 621-4 41-2 6.3% 14-4 2.2% 82% False True 13,143
20 665-6 583-4 82-2 12.6% 13-1 2.0% 87% False False 15,661
40 665-6 583-4 82-2 12.6% 10-4 1.6% 87% False False 11,067
60 665-6 570-0 95-6 14.6% 9-6 1.5% 89% False False 9,342
80 665-6 533-2 132-4 20.2% 8-4 1.3% 92% False False 7,692
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 798-6
2.618 743-5
1.618 709-7
1.000 689-0
0.618 676-1
HIGH 655-2
0.618 642-3
0.500 638-3
0.382 634-3
LOW 621-4
0.618 600-5
1.000 587-6
1.618 566-7
2.618 533-1
4.250 478-0
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 649-5 649-5
PP 644-0 644-0
S1 638-3 638-3

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

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