CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 675-0 689-4 14-4 2.1% 647-0
High 684-0 700-0 16-0 2.3% 684-0
Low 675-0 689-4 14-4 2.1% 621-4
Close 681-4 701-0 19-4 2.9% 681-4
Range 9-0 10-4 1-4 16.7% 62-4
ATR 17-1 17-1 0-1 0.6% 0-0
Volume 17,038 29,184 12,146 71.3% 62,375
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 728-3 725-1 706-6
R3 717-7 714-5 703-7
R2 707-3 707-3 702-7
R1 704-1 704-1 702-0 705-6
PP 696-7 696-7 696-7 697-5
S1 693-5 693-5 700-0 695-2
S2 686-3 686-3 699-1
S3 675-7 683-1 698-1
S4 665-3 672-5 695-2
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
5 700-0 621-4 78-4 11.2% 14-4 2.1% 101% True False 14,727
10 700-0 621-4 78-4 11.2% 13-2 1.9% 101% True False 13,098
20 700-0 583-4 116-4 16.6% 13-1 1.9% 101% True False 17,182
40 700-0 583-4 116-4 16.6% 10-5 1.5% 101% True False 12,067
60 700-0 570-0 130-0 18.5% 9-5 1.4% 101% True False 10,009
80 700-0 546-4 153-4 21.9% 8-4 1.2% 101% True False 8,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 744-5
2.618 727-4
1.618 717-0
1.000 710-4
0.618 706-4
HIGH 700-0
0.618 696-0
0.500 694-6
0.382 693-4
LOW 689-4
0.618 683-0
1.000 679-0
1.618 672-4
2.618 662-0
4.250 644-7
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 698-7 687-5
PP 696-7 674-1
S1 694-6 660-6

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

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