CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 709-0 698-0 -11-0 -1.6% 689-4
High 709-0 711-4 2-4 0.4% 711-4
Low 699-6 698-0 -1-6 -0.3% 689-4
Close 702-0 711-0 9-0 1.3% 711-0
Range 9-2 13-4 4-2 45.9% 22-0
ATR 15-3 15-2 -0-1 -0.9% 0-0
Volume 22,209 33,388 11,179 50.3% 129,961
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 747-3 742-5 718-3
R3 733-7 729-1 714-6
R2 720-3 720-3 713-4
R1 715-5 715-5 712-2 718-0
PP 706-7 706-7 706-7 708-0
S1 702-1 702-1 709-6 704-4
S2 693-3 693-3 708-4
S3 679-7 688-5 707-2
S4 666-3 675-1 703-5
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 770-0 762-4 723-1
R3 748-0 740-4 717-0
R2 726-0 726-0 715-0
R1 718-4 718-4 713-0 722-2
PP 704-0 704-0 704-0 705-7
S1 696-4 696-4 709-0 700-2
S2 682-0 682-0 707-0
S3 660-0 674-4 705-0
S4 638-0 652-4 698-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 711-4 689-4 22-0 3.1% 9-4 1.3% 98% True False 25,992
10 711-4 621-4 90-0 12.7% 12-5 1.8% 99% True False 19,233
20 711-4 583-4 128-0 18.0% 13-2 1.9% 100% True False 17,855
40 711-4 583-4 128-0 18.0% 11-1 1.6% 100% True False 13,994
60 711-4 583-4 128-0 18.0% 9-6 1.4% 100% True False 11,255
80 711-4 547-2 164-2 23.1% 8-7 1.2% 100% True False 9,276
100 711-4 502-0 209-4 29.5% 8-1 1.1% 100% True False 8,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 768-7
2.618 746-7
1.618 733-3
1.000 725-0
0.618 719-7
HIGH 711-4
0.618 706-3
0.500 704-6
0.382 703-1
LOW 698-0
0.618 689-5
1.000 684-4
1.618 676-1
2.618 662-5
4.250 640-5
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 708-7 708-7
PP 706-7 706-7
S1 704-6 704-6

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

View Archives - Comment on this page... - Back to Index of Symbols