CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 765-0 772-0 7-0 0.9% 692-0
High 765-0 772-0 7-0 0.9% 738-2
Low 757-4 753-2 -4-2 -0.6% 660-0
Close 763-0 759-0 -4-0 -0.5% 736-0
Range 7-4 18-6 11-2 150.0% 78-2
ATR 21-6 21-4 -0-2 -1.0% 0-0
Volume 136,234 190,143 53,909 39.6% 730,875
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 817-5 807-1 769-2
R3 798-7 788-3 764-1
R2 780-1 780-1 762-4
R1 769-5 769-5 760-6 765-4
PP 761-3 761-3 761-3 759-3
S1 750-7 750-7 757-2 746-6
S2 742-5 742-5 755-4
S3 723-7 732-1 753-7
S4 705-1 713-3 748-6
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
5 772-0 729-0 43-0 5.7% 13-6 1.8% 70% True False 182,269
10 772-0 660-0 112-0 14.8% 14-6 1.9% 88% True False 162,214
20 772-0 608-4 163-4 21.5% 16-4 2.2% 92% True False 172,583
40 772-0 608-4 163-4 21.5% 16-1 2.1% 92% True False 168,425
60 772-0 608-4 163-4 21.5% 14-5 1.9% 92% True False 129,401
80 772-0 590-2 181-6 23.9% 13-1 1.7% 93% True False 102,583
100 772-0 530-6 241-2 31.8% 12-4 1.6% 95% True False 86,837
120 772-0 530-6 241-2 31.8% 12-2 1.6% 95% True False 75,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 851-6
2.618 821-1
1.618 802-3
1.000 790-6
0.618 783-5
HIGH 772-0
0.618 764-7
0.500 762-5
0.382 760-3
LOW 753-2
0.618 741-5
1.000 734-4
1.618 722-7
2.618 704-1
4.250 673-4
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 762-5 762-5
PP 761-3 761-3
S1 760-2 760-2

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

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