CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 758-0 755-4 -2-4 -0.3% 736-0
High 770-0 765-0 -5-0 -0.6% 767-4
Low 756-0 750-0 -6-0 -0.8% 729-4
Close 766-2 752-2 -14-0 -1.8% 737-2
Range 14-0 15-0 1-0 7.1% 38-0
ATR 20-0 19-6 -0-2 -1.3% 0-0
Volume 128,770 147,759 18,989 14.7% 506,226
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 800-6 791-4 760-4
R3 785-6 776-4 756-3
R2 770-6 770-6 755-0
R1 761-4 761-4 753-5 758-5
PP 755-6 755-6 755-6 754-2
S1 746-4 746-4 750-7 743-5
S2 740-6 740-6 749-4
S3 725-6 731-4 748-1
S4 710-6 716-4 744-0
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
5 770-0 729-4 40-4 5.4% 19-3 2.6% 56% False False 124,434
10 770-0 729-4 40-4 5.4% 16-7 2.2% 56% False False 143,711
20 778-2 660-0 118-2 15.7% 14-7 2.0% 78% False False 158,753
40 778-2 608-4 169-6 22.6% 16-7 2.2% 85% False False 168,562
60 778-2 608-4 169-6 22.6% 15-4 2.1% 85% False False 153,610
80 778-2 604-0 174-2 23.2% 14-6 2.0% 85% False False 125,336
100 778-2 565-2 213-0 28.3% 13-2 1.8% 88% False False 104,674
120 778-2 530-6 247-4 32.9% 12-7 1.7% 89% False False 90,923
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 3-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 828-6
2.618 804-2
1.618 789-2
1.000 780-0
0.618 774-2
HIGH 765-0
0.618 759-2
0.500 757-4
0.382 755-6
LOW 750-0
0.618 740-6
1.000 735-0
1.618 725-6
2.618 710-6
4.250 686-2
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 757-4 758-0
PP 755-6 756-1
S1 754-0 754-1

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

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