CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 747-0 736-0 -11-0 -1.5% 769-4
High 749-4 753-0 3-4 0.5% 778-2
Low 739-4 734-4 -5-0 -0.7% 739-4
Close 742-0 751-6 9-6 1.3% 742-0
Range 10-0 18-4 8-4 85.0% 38-6
ATR 20-2 20-1 -0-1 -0.6% 0-0
Volume 163,881 178,035 14,154 8.6% 910,235
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 801-7 795-3 761-7
R3 783-3 776-7 756-7
R2 764-7 764-7 755-1
R1 758-3 758-3 753-4 761-5
PP 746-3 746-3 746-3 748-0
S1 739-7 739-7 750-0 743-1
S2 727-7 727-7 748-3
S3 709-3 721-3 746-5
S4 690-7 702-7 741-5
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 869-4 844-4 763-2
R3 830-6 805-6 752-5
R2 792-0 792-0 749-1
R1 767-0 767-0 745-4 760-1
PP 753-2 753-2 753-2 749-6
S1 728-2 728-2 738-4 721-3
S2 714-4 714-4 734-7
S3 675-6 689-4 731-3
S4 637-0 650-6 720-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 767-4 734-4 33-0 4.4% 16-2 2.2% 52% False True 185,443
10 778-2 734-4 43-6 5.8% 15-1 2.0% 39% False True 182,322
20 778-2 660-0 118-2 15.7% 15-3 2.0% 78% False False 170,464
40 778-2 608-4 169-6 22.6% 16-7 2.3% 84% False False 179,199
60 778-2 608-4 169-6 22.6% 14-6 2.0% 84% False False 145,955
80 778-2 604-0 174-2 23.2% 14-0 1.9% 85% False False 117,493
100 778-2 551-2 227-0 30.2% 12-5 1.7% 88% False False 98,485
120 778-2 530-6 247-4 32.9% 12-4 1.7% 89% False False 85,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 831-5
2.618 801-3
1.618 782-7
1.000 771-4
0.618 764-3
HIGH 753-0
0.618 745-7
0.500 743-6
0.382 741-5
LOW 734-4
0.618 723-1
1.000 716-0
1.618 704-5
2.618 686-1
4.250 655-7
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 749-1 749-5
PP 746-3 747-3
S1 743-6 745-2

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

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