CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 706-0 692-4 -13-4 -1.9% 751-0
High 713-0 704-4 -8-4 -1.2% 757-0
Low 678-0 692-4 14-4 2.1% 678-0
Close 682-6 704-4 21-6 3.2% 682-6
Range 35-0 12-0 -23-0 -65.7% 79-0
ATR 22-4 22-4 0-0 -0.2% 0-0
Volume 6,650 4,313 -2,337 -35.1% 68,072
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 736-4 732-4 711-1
R3 724-4 720-4 707-6
R2 712-4 712-4 706-6
R1 708-4 708-4 705-5 710-4
PP 700-4 700-4 700-4 701-4
S1 696-4 696-4 703-3 698-4
S2 688-4 688-4 702-2
S3 676-4 684-4 701-2
S4 664-4 672-4 697-7
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 942-7 891-7 726-2
R3 863-7 812-7 704-4
R2 784-7 784-7 697-2
R1 733-7 733-7 690-0 719-7
PP 705-7 705-7 705-7 699-0
S1 654-7 654-7 675-4 640-7
S2 626-7 626-7 668-2
S3 547-7 575-7 661-0
S4 468-7 496-7 639-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 731-0 678-0 53-0 7.5% 17-5 2.5% 50% False False 9,623
10 770-0 678-0 92-0 13.1% 21-2 3.0% 29% False False 55,664
20 778-2 678-0 100-2 14.2% 19-0 2.7% 26% False False 104,722
40 778-2 608-4 169-6 24.1% 17-6 2.5% 57% False False 138,705
60 778-2 608-4 169-6 24.1% 17-2 2.5% 57% False False 148,968
80 778-2 608-4 169-6 24.1% 15-7 2.3% 57% False False 125,863
100 778-2 590-2 188-0 26.7% 14-4 2.1% 61% False False 105,183
120 778-2 530-6 247-4 35.1% 13-5 1.9% 70% False False 91,619
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 755-4
2.618 735-7
1.618 723-7
1.000 716-4
0.618 711-7
HIGH 704-4
0.618 699-7
0.500 698-4
0.382 697-1
LOW 692-4
0.618 685-1
1.000 680-4
1.618 673-1
2.618 661-1
4.250 641-4
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 702-4 701-4
PP 700-4 698-4
S1 698-4 695-4

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

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