CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 697-0 716-0 19-0 2.7% 707-0
High 712-4 718-4 6-0 0.8% 717-2
Low 697-0 715-4 18-4 2.7% 689-4
Close 712-0 715-4 3-4 0.5% 701-4
Range 15-4 3-0 -12-4 -80.6% 27-6
ATR 15-1 14-5 -0-5 -4.1% 0-0
Volume 18,120 17,961 -159 -0.9% 136,261
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 725-4 723-4 717-1
R3 722-4 720-4 716-3
R2 719-4 719-4 716-0
R1 717-4 717-4 715-6 717-0
PP 716-4 716-4 716-4 716-2
S1 714-4 714-4 715-2 714-0
S2 713-4 713-4 715-0
S3 710-4 711-4 714-5
S4 707-4 708-4 713-7
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 786-0 771-4 716-6
R3 758-2 743-6 709-1
R2 730-4 730-4 706-5
R1 716-0 716-0 704-0 709-3
PP 702-6 702-6 702-6 699-4
S1 688-2 688-2 699-0 681-5
S2 675-0 675-0 696-3
S3 647-2 660-4 693-7
S4 619-4 632-6 686-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 718-4 692-0 26-4 3.7% 10-6 1.5% 89% True False 23,617
10 718-4 689-4 29-0 4.1% 10-6 1.5% 90% True False 24,756
20 718-4 621-4 97-0 13.6% 12-1 1.7% 97% True False 19,762
40 718-4 583-4 135-0 18.9% 11-5 1.6% 98% True False 17,051
60 718-4 583-4 135-0 18.9% 10-1 1.4% 98% True False 13,199
80 718-4 570-0 148-4 20.8% 9-4 1.3% 98% True False 11,186
100 718-4 524-0 194-4 27.2% 8-3 1.2% 98% True False 9,505
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-3
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 731-2
2.618 726-3
1.618 723-3
1.000 721-4
0.618 720-3
HIGH 718-4
0.618 717-3
0.500 717-0
0.382 716-5
LOW 715-4
0.618 713-5
1.000 712-4
1.618 710-5
2.618 707-5
4.250 702-6
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 717-0 712-7
PP 716-4 710-3
S1 716-0 707-6

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

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