CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 775-0 777-0 2-0 0.3% 755-4
High 782-2 777-0 -5-2 -0.7% 779-4
Low 772-0 751-2 -20-6 -2.7% 753-0
Close 781-2 757-4 -23-6 -3.0% 774-0
Range 10-2 25-6 15-4 151.2% 26-4
ATR 19-5 20-3 0-6 3.8% 0-0
Volume 130,180 177,453 47,273 36.3% 731,559
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 839-1 824-1 771-5
R3 813-3 798-3 764-5
R2 787-5 787-5 762-2
R1 772-5 772-5 759-7 767-2
PP 761-7 761-7 761-7 759-2
S1 746-7 746-7 755-1 741-4
S2 736-1 736-1 752-6
S3 710-3 721-1 750-3
S4 684-5 695-3 743-3
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 848-3 837-5 788-5
R3 821-7 811-1 781-2
R2 795-3 795-3 778-7
R1 784-5 784-5 776-3 790-0
PP 768-7 768-7 768-7 771-4
S1 758-1 758-1 771-5 763-4
S2 742-3 742-3 769-1
S3 715-7 731-5 766-6
S4 689-3 705-1 759-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 782-2 751-2 31-0 4.1% 15-6 2.1% 20% False True 156,760
10 782-2 669-0 113-2 15.0% 13-2 1.7% 78% False False 136,102
20 782-2 615-4 166-6 22.0% 16-0 2.1% 85% False False 114,430
40 782-2 615-4 166-6 22.0% 16-0 2.1% 85% False False 91,771
60 782-2 615-4 166-6 22.0% 14-2 1.9% 85% False False 76,930
80 782-2 600-4 181-6 24.0% 12-7 1.7% 86% False False 65,259
100 782-2 534-6 247-4 32.7% 12-0 1.6% 90% False False 58,271
120 782-2 534-6 247-4 32.7% 11-6 1.6% 90% False False 54,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 886-4
2.618 844-3
1.618 818-5
1.000 802-6
0.618 792-7
HIGH 777-0
0.618 767-1
0.500 764-1
0.382 761-1
LOW 751-2
0.618 735-3
1.000 725-4
1.618 709-5
2.618 683-7
4.250 641-6
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 764-1 766-6
PP 761-7 763-5
S1 759-6 760-5

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

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