CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 764-0 738-0 -26-0 -3.4% 769-4
High 767-4 741-0 -26-4 -3.5% 778-2
Low 729-4 729-4 0-0 0.0% 739-4
Close 732-6 737-2 4-4 0.6% 742-0
Range 38-0 11-4 -26-4 -69.7% 38-6
ATR 20-5 20-0 -0-5 -3.2% 0-0
Volume 115,211 109,089 -6,122 -5.3% 910,235
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 770-3 765-3 743-5
R3 758-7 753-7 740-3
R2 747-3 747-3 739-3
R1 742-3 742-3 738-2 739-1
PP 735-7 735-7 735-7 734-2
S1 730-7 730-7 736-2 727-5
S2 724-3 724-3 735-1
S3 712-7 719-3 734-1
S4 701-3 707-7 730-7
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% 17-2 2.3% 20% False True 134,021
10 778-2 729-4 48-6 6.6% 16-7 2.3% 16% False True 165,842
20 778-2 660-0 118-2 16.0% 15-6 2.1% 65% False False 164,028
40 778-2 608-4 169-6 23.0% 16-7 2.3% 76% False False 174,366
60 778-2 608-4 169-6 23.0% 15-3 2.1% 76% False False 149,366
80 778-2 604-0 174-2 23.6% 14-4 2.0% 76% False False 120,982
100 778-2 551-2 227-0 30.8% 13-1 1.8% 82% False False 101,236
120 778-2 530-6 247-4 33.6% 12-6 1.7% 83% False False 87,947
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 789-7
2.618 771-1
1.618 759-5
1.000 752-4
0.618 748-1
HIGH 741-0
0.618 736-5
0.500 735-2
0.382 733-7
LOW 729-4
0.618 722-3
1.000 718-0
1.618 710-7
2.618 699-3
4.250 680-5
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 736-5 748-4
PP 735-7 744-6
S1 735-2 741-0

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

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