CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 678-0 686-0 8-0 1.2% 692-4
High 691-0 686-4 -4-4 -0.7% 718-4
Low 678-0 677-0 -1-0 -0.1% 668-4
Close 681-2 679-0 -2-2 -0.3% 679-0
Range 13-0 9-4 -3-4 -26.9% 50-0
ATR 22-7 22-0 -1-0 -4.2% 0-0
Volume 1,671 437 -1,234 -73.8% 12,403
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 709-3 703-5 684-2
R3 699-7 694-1 681-5
R2 690-3 690-3 680-6
R1 684-5 684-5 679-7 682-6
PP 680-7 680-7 680-7 679-7
S1 675-1 675-1 678-1 673-2
S2 671-3 671-3 677-2
S3 661-7 665-5 676-3
S4 652-3 656-1 673-6
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 838-5 808-7 706-4
R3 788-5 758-7 692-6
R2 738-5 738-5 688-1
R1 708-7 708-7 683-5 698-6
PP 688-5 688-5 688-5 683-5
S1 658-7 658-7 674-3 648-6
S2 638-5 638-5 669-7
S3 588-5 608-7 665-2
S4 538-5 558-7 651-4
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 7.4% 13-2 1.9% 21% False False 2,480
10 757-0 668-4 88-4 13.0% 17-0 2.5% 12% False False 8,047
20 770-0 668-4 101-4 14.9% 18-4 2.7% 10% False False 67,809
40 778-2 660-0 118-2 17.4% 17-1 2.5% 16% False False 120,452
60 778-2 608-4 169-6 25.0% 17-3 2.6% 42% False False 139,980
80 778-2 608-4 169-6 25.0% 15-7 2.3% 42% False False 123,325
100 778-2 604-0 174-2 25.7% 14-5 2.2% 43% False False 104,466
120 778-2 530-6 247-4 36.5% 13-5 2.0% 60% False False 90,917
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-2
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 726-7
2.618 711-3
1.618 701-7
1.000 696-0
0.618 692-3
HIGH 686-4
0.618 682-7
0.500 681-6
0.382 680-5
LOW 677-0
0.618 671-1
1.000 667-4
1.618 661-5
2.618 652-1
4.250 636-5
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 681-6 679-6
PP 680-7 679-4
S1 679-7 679-2

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

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