CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 754-0 729-0 -25-0 -3.3% 751-0
High 754-0 756-4 2-4 0.3% 770-0
Low 717-4 726-0 8-4 1.2% 717-4
Close 723-0 754-0 31-0 4.3% 754-0
Range 36-4 30-4 -6-0 -16.4% 52-4
ATR 20-7 21-7 0-7 4.3% 0-0
Volume 153,320 54,414 -98,906 -64.5% 605,606
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 837-0 826-0 770-6
R3 806-4 795-4 762-3
R2 776-0 776-0 759-5
R1 765-0 765-0 756-6 770-4
PP 745-4 745-4 745-4 748-2
S1 734-4 734-4 751-2 740-0
S2 715-0 715-0 748-3
S3 684-4 704-0 745-5
S4 654-0 673-4 737-2
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 904-5 881-7 782-7
R3 852-1 829-3 768-4
R2 799-5 799-5 763-5
R1 776-7 776-7 758-6 788-2
PP 747-1 747-1 747-1 752-7
S1 724-3 724-3 749-2 735-6
S2 694-5 694-5 744-3
S3 642-1 671-7 739-4
S4 589-5 619-3 725-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 770-0 717-4 52-4 7.0% 22-7 3.0% 70% False False 121,121
10 770-0 717-4 52-4 7.0% 20-1 2.7% 70% False False 127,571
20 778-2 717-4 60-6 8.1% 17-4 2.3% 60% False False 158,768
40 778-2 608-4 169-6 22.5% 17-4 2.3% 86% False False 163,911
60 778-2 608-4 169-6 22.5% 16-4 2.2% 86% False False 155,518
80 778-2 604-0 174-2 23.1% 15-2 2.0% 86% False False 127,372
100 778-2 565-2 213-0 28.2% 13-7 1.8% 89% False False 106,058
120 778-2 530-6 247-4 32.8% 13-3 1.8% 90% False False 92,378
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 2-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 886-1
2.618 836-3
1.618 805-7
1.000 787-0
0.618 775-3
HIGH 756-4
0.618 744-7
0.500 741-2
0.382 737-5
LOW 726-0
0.618 707-1
1.000 695-4
1.618 676-5
2.618 646-1
4.250 596-3
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 749-6 749-6
PP 745-4 745-4
S1 741-2 741-2

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

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