CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 714-0 687-0 -27-0 -3.8% 751-0
High 718-4 687-0 -31-4 -4.4% 757-0
Low 705-4 668-4 -37-0 -5.2% 678-0
Close 706-0 668-6 -37-2 -5.3% 682-6
Range 13-0 18-4 5-4 42.3% 79-0
ATR 21-7 23-0 1-1 5.1% 0-0
Volume 3,041 2,941 -100 -3.3% 68,072
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 730-2 718-0 678-7
R3 711-6 699-4 673-7
R2 693-2 693-2 672-1
R1 681-0 681-0 670-4 677-7
PP 674-6 674-6 674-6 673-2
S1 662-4 662-4 667-0 659-3
S2 656-2 656-2 665-3
S3 637-6 644-0 663-5
S4 619-2 625-4 658-5
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
5 718-4 668-4 50-0 7.5% 18-1 2.7% 1% False True 4,911
10 757-0 668-4 88-4 13.2% 21-4 3.2% 0% False True 28,610
20 770-0 668-4 101-4 15.2% 19-1 2.9% 0% False True 86,160
40 778-2 608-4 169-6 25.4% 17-6 2.7% 35% False False 130,518
60 778-2 608-4 169-6 25.4% 17-4 2.6% 35% False False 143,991
80 778-2 608-4 169-6 25.4% 16-0 2.4% 35% False False 124,410
100 778-2 596-0 182-2 27.3% 14-5 2.2% 40% False False 104,810
120 778-2 530-6 247-4 37.0% 13-5 2.0% 56% False False 91,301
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 3-4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 765-5
2.618 735-3
1.618 716-7
1.000 705-4
0.618 698-3
HIGH 687-0
0.618 679-7
0.500 677-6
0.382 675-5
LOW 668-4
0.618 657-1
1.000 650-0
1.618 638-5
2.618 620-1
4.250 589-7
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 677-6 693-4
PP 674-6 685-2
S1 671-6 677-0

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

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