CME Pit-Traded Corn Future May 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 734-0 748-4 14-4 2.0% 692-0
High 738-2 764-2 26-0 3.5% 738-2
Low 729-0 746-0 17-0 2.3% 660-0
Close 736-0 760-2 24-2 3.3% 736-0
Range 9-2 18-2 9-0 97.3% 78-2
ATR 22-7 23-2 0-3 1.7% 0-0
Volume 219,588 198,771 -20,817 -9.5% 730,875
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 811-5 804-1 770-2
R3 793-3 785-7 765-2
R2 775-1 775-1 763-5
R1 767-5 767-5 761-7 771-3
PP 756-7 756-7 756-7 758-6
S1 749-3 749-3 758-5 753-1
S2 738-5 738-5 756-7
S3 720-3 731-1 755-2
S4 702-1 712-7 750-2
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 946-1 919-3 779-0
R3 867-7 841-1 757-4
R2 789-5 789-5 750-3
R1 762-7 762-7 743-1 776-2
PP 711-3 711-3 711-3 718-1
S1 684-5 684-5 728-7 698-0
S2 633-1 633-1 721-5
S3 554-7 606-3 714-4
S4 476-5 528-1 693-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 764-2 660-0 104-2 13.7% 11-0 1.4% 96% True False 155,426
10 764-2 660-0 104-2 13.7% 15-5 2.1% 96% True False 158,606
20 764-2 608-4 155-6 20.5% 16-7 2.2% 97% True False 174,416
40 764-2 608-4 155-6 20.5% 15-7 2.1% 97% True False 162,066
60 764-2 604-0 160-2 21.1% 14-4 1.9% 98% True False 123,021
80 764-2 576-0 188-2 24.8% 12-7 1.7% 98% True False 97,461
100 764-2 530-6 233-4 30.7% 12-4 1.6% 98% True False 82,834
120 764-2 530-6 233-4 30.7% 12-2 1.6% 98% True False 71,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 841-6
2.618 812-0
1.618 793-6
1.000 782-4
0.618 775-4
HIGH 764-2
0.618 757-2
0.500 755-1
0.382 753-0
LOW 746-0
0.618 734-6
1.000 727-6
1.618 716-4
2.618 698-2
4.250 668-4
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 758-4 749-6
PP 756-7 739-2
S1 755-1 728-6

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

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