CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 755-0 764-0 9-0 1.2% 769-4
High 756-4 767-4 11-0 1.5% 778-2
Low 748-0 729-4 -18-4 -2.5% 739-4
Close 749-0 732-6 -16-2 -2.2% 742-0
Range 8-4 38-0 29-4 347.1% 38-6
ATR 19-2 20-5 1-3 7.0% 0-0
Volume 103,891 115,211 11,320 10.9% 910,235
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 857-2 833-0 753-5
R3 819-2 795-0 743-2
R2 781-2 781-2 739-6
R1 757-0 757-0 736-2 750-1
PP 743-2 743-2 743-2 739-6
S1 719-0 719-0 729-2 712-1
S2 705-2 705-2 725-6
S3 667-2 681-0 722-2
S4 629-2 643-0 711-7
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
5 767-4 729-4 38-0 5.2% 17-6 2.4% 9% True True 144,033
10 778-2 729-4 48-6 6.7% 17-4 2.4% 7% False True 173,947
20 778-2 660-0 118-2 16.1% 16-4 2.3% 62% False False 169,157
40 778-2 608-4 169-6 23.2% 16-7 2.3% 73% False False 177,782
60 778-2 608-4 169-6 23.2% 15-3 2.1% 73% False False 148,301
80 778-2 604-0 174-2 23.8% 14-3 2.0% 74% False False 119,759
100 778-2 551-2 227-0 31.0% 13-0 1.8% 80% False False 100,223
120 778-2 530-6 247-4 33.8% 12-6 1.7% 82% False False 87,168
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 3-1
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 929-0
2.618 867-0
1.618 829-0
1.000 805-4
0.618 791-0
HIGH 767-4
0.618 753-0
0.500 748-4
0.382 744-0
LOW 729-4
0.618 706-0
1.000 691-4
1.618 668-0
2.618 630-0
4.250 568-0
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 748-4 748-4
PP 743-2 743-2
S1 738-0 738-0

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

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