CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 762-4 759-4 -3-0 -0.4% 748-4
High 764-6 767-4 2-6 0.4% 772-0
Low 747-0 746-4 -0-4 -0.1% 746-0
Close 752-4 755-4 3-0 0.4% 768-0
Range 17-6 21-0 3-2 18.3% 26-0
ATR 21-1 21-1 0-0 0.0% 0-0
Volume 216,168 209,983 -6,185 -2.9% 933,724
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 819-4 808-4 767-0
R3 798-4 787-4 761-2
R2 777-4 777-4 759-3
R1 766-4 766-4 757-3 761-4
PP 756-4 756-4 756-4 754-0
S1 745-4 745-4 753-5 740-4
S2 735-4 735-4 751-5
S3 714-4 724-4 749-6
S4 693-4 703-4 744-0
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 840-0 830-0 782-2
R3 814-0 804-0 775-1
R2 788-0 788-0 772-6
R1 778-0 778-0 770-3 783-0
PP 762-0 762-0 762-0 764-4
S1 752-0 752-0 765-5 757-0
S2 736-0 736-0 763-2
S3 710-0 726-0 760-7
S4 684-0 700-0 753-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 778-2 746-4 31-6 4.2% 17-2 2.3% 28% False True 203,862
10 778-2 693-2 85-0 11.3% 13-5 1.8% 73% False False 180,249
20 778-2 635-0 143-2 19.0% 15-4 2.1% 84% False False 170,905
40 778-2 608-4 169-6 22.5% 16-6 2.2% 87% False False 175,805
60 778-2 608-4 169-6 22.5% 15-1 2.0% 87% False False 139,965
80 778-2 604-0 174-2 23.1% 13-5 1.8% 87% False False 111,913
100 778-2 530-6 247-4 32.8% 12-5 1.7% 91% False False 94,111
120 778-2 530-6 247-4 32.8% 12-3 1.6% 91% False False 81,800
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 True
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 856-6
2.618 822-4
1.618 801-4
1.000 788-4
0.618 780-4
HIGH 767-4
0.618 759-4
0.500 757-0
0.382 754-4
LOW 746-4
0.618 733-4
1.000 725-4
1.618 712-4
2.618 691-4
4.250 657-2
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 757-0 762-3
PP 756-4 760-1
S1 756-0 757-6

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

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