CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 572-0 595-4 23-4 4.1% 569-0
High 579-2 617-0 37-6 6.5% 617-0
Low 572-0 589-0 17-0 3.0% 548-0
Close 579-2 598-4 19-2 3.3% 598-4
Range 7-2 28-0 20-6 286.2% 69-0
ATR 15-7 17-3 1-5 9.9% 0-0
Volume 83,123 59,215 -23,908 -28.8% 287,099
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 685-4 670-0 613-7
R3 657-4 642-0 606-2
R2 629-4 629-4 603-5
R1 614-0 614-0 601-1 621-6
PP 601-4 601-4 601-4 605-3
S1 586-0 586-0 595-7 593-6
S2 573-4 573-4 593-3
S3 545-4 558-0 590-6
S4 517-4 530-0 583-1
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 794-7 765-5 636-4
R3 725-7 696-5 617-4
R2 656-7 656-7 611-1
R1 627-5 627-5 604-7 642-2
PP 587-7 587-7 587-7 595-1
S1 558-5 558-5 592-1 573-2
S2 518-7 518-7 585-7
S3 449-7 489-5 579-4
S4 380-7 420-5 560-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 617-0 548-0 69-0 11.5% 18-1 3.0% 73% True False 57,419
10 617-0 548-0 69-0 11.5% 14-4 2.4% 73% True False 50,446
20 617-0 548-0 69-0 11.5% 13-1 2.2% 73% True False 41,589
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 736-0
2.618 690-2
1.618 662-2
1.000 645-0
0.618 634-2
HIGH 617-0
0.618 606-2
0.500 603-0
0.382 599-6
LOW 589-0
0.618 571-6
1.000 561-0
1.618 543-6
2.618 515-6
4.250 470-0
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 603-0 593-1
PP 601-4 587-7
S1 600-0 582-4

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

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