CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 754-4 743-0 -11-4 -1.5% 775-0
High 756-0 760-6 4-6 0.6% 782-2
Low 747-0 741-0 -6-0 -0.8% 747-0
Close 749-4 759-4 10-0 1.3% 749-4
Range 9-0 19-6 10-6 119.4% 35-2
ATR 19-3 19-3 0-0 0.2% 0-0
Volume 155,728 195,514 39,786 25.5% 772,616
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 813-0 806-0 770-3
R3 793-2 786-2 764-7
R2 773-4 773-4 763-1
R1 766-4 766-4 761-2 770-0
PP 753-6 753-6 753-6 755-4
S1 746-6 746-6 757-6 750-2
S2 734-0 734-0 755-7
S3 714-2 727-0 754-1
S4 694-4 707-2 748-5
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 865-3 842-5 768-7
R3 830-1 807-3 759-2
R2 794-7 794-7 756-0
R1 772-1 772-1 752-6 765-7
PP 759-5 759-5 759-5 756-4
S1 736-7 736-7 746-2 730-5
S2 724-3 724-3 743-0
S3 689-1 701-5 739-6
S4 653-7 666-3 730-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 777-0 741-0 36-0 4.7% 17-2 2.3% 51% False True 167,590
10 782-2 741-0 41-2 5.4% 15-4 2.0% 45% False True 156,126
20 782-2 669-0 113-2 14.9% 14-7 2.0% 80% False False 124,701
40 782-2 615-4 166-6 22.0% 16-3 2.2% 86% False False 102,544
60 782-2 615-4 166-6 22.0% 14-1 1.9% 86% False False 84,570
80 782-2 608-4 173-6 22.9% 13-3 1.8% 87% False False 72,573
100 782-2 555-4 226-6 29.9% 12-0 1.6% 90% False False 63,257
120 782-2 534-6 247-4 32.6% 12-0 1.6% 91% False False 59,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 844-6
2.618 812-4
1.618 792-6
1.000 780-4
0.618 773-0
HIGH 760-6
0.618 753-2
0.500 750-7
0.382 748-4
LOW 741-0
0.618 728-6
1.000 721-2
1.618 709-0
2.618 689-2
4.250 657-0
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 756-5 756-6
PP 753-6 753-7
S1 750-7 751-1

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

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