CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 655-2 675-0 19-6 3.0% 647-0
High 655-2 684-0 28-6 4.4% 684-0
Low 621-4 675-0 53-4 8.6% 621-4
Close 655-2 681-4 26-2 4.0% 681-4
Range 33-6 9-0 -24-6 -73.3% 62-4
ATR 16-1 17-1 0-7 5.6% 0-0
Volume 11,670 17,038 5,368 46.0% 62,375
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 707-1 703-3 686-4
R3 698-1 694-3 684-0
R2 689-1 689-1 683-1
R1 685-3 685-3 682-3 687-2
PP 680-1 680-1 680-1 681-1
S1 676-3 676-3 680-5 678-2
S2 671-1 671-1 679-7
S3 662-1 667-3 679-0
S4 653-1 658-3 676-4
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 849-7 828-1 715-7
R3 787-3 765-5 698-6
R2 724-7 724-7 693-0
R1 703-1 703-1 687-2 714-0
PP 662-3 662-3 662-3 667-6
S1 640-5 640-5 675-6 651-4
S2 599-7 599-7 670-0
S3 537-3 578-1 664-2
S4 474-7 515-5 647-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 684-0 621-4 62-4 9.2% 15-5 2.3% 96% True False 12,475
10 684-0 621-4 62-4 9.2% 13-0 1.9% 96% True False 12,816
20 684-0 583-4 100-4 14.7% 13-0 1.9% 98% True False 16,203
40 684-0 583-4 100-4 14.7% 10-5 1.6% 98% True False 11,425
60 684-0 570-0 114-0 16.7% 9-5 1.4% 98% True False 9,580
80 684-0 541-2 142-6 20.9% 8-3 1.2% 98% True False 7,870
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 0-7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 722-2
2.618 707-4
1.618 698-4
1.000 693-0
0.618 689-4
HIGH 684-0
0.618 680-4
0.500 679-4
0.382 678-4
LOW 675-0
0.618 669-4
1.000 666-0
1.618 660-4
2.618 651-4
4.250 636-6
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 680-7 671-7
PP 680-1 662-3
S1 679-4 652-6

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

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