CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 689-4 694-4 5-0 0.7% 647-0
High 700-0 705-6 5-6 0.8% 684-0
Low 689-4 694-4 5-0 0.7% 621-4
Close 701-0 703-6 2-6 0.4% 681-4
Range 10-4 11-2 0-6 7.1% 62-4
ATR 17-1 16-6 -0-3 -2.5% 0-0
Volume 29,184 25,559 -3,625 -12.4% 62,375
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 735-1 730-5 710-0
R3 723-7 719-3 706-7
R2 712-5 712-5 705-6
R1 708-1 708-1 704-6 710-3
PP 701-3 701-3 701-3 702-4
S1 696-7 696-7 702-6 699-1
S2 690-1 690-1 701-6
S3 678-7 685-5 700-5
S4 667-5 674-3 697-4
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
5 705-6 621-4 84-2 12.0% 14-6 2.1% 98% True False 18,269
10 705-6 621-4 84-2 12.0% 13-4 1.9% 98% True False 14,769
20 705-6 583-4 122-2 17.4% 13-4 1.9% 98% True False 17,473
40 705-6 583-4 122-2 17.4% 10-7 1.5% 98% True False 12,608
60 705-6 574-4 131-2 18.7% 9-6 1.4% 98% True False 10,393
80 705-6 547-2 158-4 22.5% 8-5 1.2% 99% True False 8,468
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 3 trading days
Fibonacci Retracements and Extensions
4.250 753-4
2.618 735-2
1.618 724-0
1.000 717-0
0.618 712-6
HIGH 705-6
0.618 701-4
0.500 700-1
0.382 698-6
LOW 694-4
0.618 687-4
1.000 683-2
1.618 676-2
2.618 665-0
4.250 646-6
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 702-4 699-2
PP 701-3 694-7
S1 700-1 690-3

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

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