CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 725-0 719-2 -5-6 -0.8% 751-0
High 731-0 728-0 -3-0 -0.4% 770-0
Low 717-0 713-0 -4-0 -0.6% 717-4
Close 719-0 726-4 7-4 1.0% 754-0
Range 14-0 15-0 1-0 7.1% 52-4
ATR 21-5 21-2 -0-4 -2.2% 0-0
Volume 20,245 9,296 -10,949 -54.1% 605,606
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 767-4 762-0 734-6
R3 752-4 747-0 730-5
R2 737-4 737-4 729-2
R1 732-0 732-0 727-7 734-6
PP 722-4 722-4 722-4 723-7
S1 717-0 717-0 725-1 719-6
S2 707-4 707-4 723-6
S3 692-4 702-0 722-3
S4 677-4 687-0 718-2
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
5 757-0 713-0 44-0 6.1% 24-6 3.4% 31% False True 52,308
10 770-0 713-0 57-0 7.8% 22-1 3.0% 24% False True 88,371
20 778-2 713-0 65-2 9.0% 18-2 2.5% 21% False True 132,210
40 778-2 608-4 169-6 23.4% 17-5 2.4% 70% False False 153,477
60 778-2 608-4 169-6 23.4% 16-6 2.3% 70% False False 154,139
80 778-2 608-4 169-6 23.4% 15-4 2.1% 70% False False 126,867
100 778-2 576-0 202-2 27.8% 14-0 1.9% 74% False False 105,791
120 778-2 530-6 247-4 34.1% 13-4 1.9% 79% False False 92,091
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 4-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 791-6
2.618 767-2
1.618 752-2
1.000 743-0
0.618 737-2
HIGH 728-0
0.618 722-2
0.500 720-4
0.382 718-6
LOW 713-0
0.618 703-6
1.000 698-0
1.618 688-6
2.618 673-6
4.250 649-2
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 724-4 735-0
PP 722-4 732-1
S1 720-4 729-3

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

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