CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 738-0 751-0 13-0 1.8% 736-0
High 741-0 764-2 23-2 3.1% 767-4
Low 729-4 746-0 16-4 2.3% 729-4
Close 737-2 762-4 25-2 3.4% 737-2
Range 11-4 18-2 6-6 58.7% 38-0
ATR 20-0 20-4 0-4 2.5% 0-0
Volume 109,089 121,343 12,254 11.2% 506,226
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 812-3 805-5 772-4
R3 794-1 787-3 767-4
R2 775-7 775-7 765-7
R1 769-1 769-1 764-1 772-4
PP 757-5 757-5 757-5 759-2
S1 750-7 750-7 760-7 754-2
S2 739-3 739-3 759-1
S3 721-1 732-5 757-4
S4 702-7 714-3 752-4
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 858-6 836-0 758-1
R3 820-6 798-0 747-6
R2 782-6 782-6 744-2
R1 760-0 760-0 740-6 771-3
PP 744-6 744-6 744-6 750-4
S1 722-0 722-0 733-6 733-3
S2 706-6 706-6 730-2
S3 668-6 684-0 726-6
S4 630-6 646-0 716-3
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 5.0% 19-0 2.5% 87% False False 125,513
10 778-2 729-4 48-6 6.4% 16-7 2.2% 68% False False 153,780
20 778-2 660-0 118-2 15.5% 15-2 2.0% 87% False False 160,120
40 778-2 608-4 169-6 22.3% 16-6 2.2% 91% False False 172,273
60 778-2 608-4 169-6 22.3% 15-4 2.0% 91% False False 150,544
80 778-2 604-0 174-2 22.9% 14-5 1.9% 91% False False 122,267
100 778-2 562-4 215-6 28.3% 13-2 1.7% 93% False False 102,275
120 778-2 530-6 247-4 32.5% 12-6 1.7% 94% False False 88,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 841-6
2.618 812-0
1.618 793-6
1.000 782-4
0.618 775-4
HIGH 764-2
0.618 757-2
0.500 755-1
0.382 753-0
LOW 746-0
0.618 734-6
1.000 727-6
1.618 716-4
2.618 698-2
4.250 668-4
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 760-0 757-7
PP 757-5 753-1
S1 755-1 748-4

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

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