CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 758-2 764-4 6-2 0.8% 743-0
High 770-4 777-2 6-6 0.9% 775-4
Low 753-4 762-4 9-0 1.2% 736-0
Close 768-4 772-6 4-2 0.6% 744-4
Range 17-0 14-6 -2-2 -13.2% 39-4
ATR 20-0 19-5 -0-3 -1.9% 0-0
Volume 201,624 239,506 37,882 18.8% 701,092
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 815-1 808-5 780-7
R3 800-3 793-7 776-6
R2 785-5 785-5 775-4
R1 779-1 779-1 774-1 782-3
PP 770-7 770-7 770-7 772-4
S1 764-3 764-3 771-3 767-5
S2 756-1 756-1 770-0
S3 741-3 749-5 768-6
S4 726-5 734-7 764-5
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 870-4 847-0 766-2
R3 831-0 807-4 755-3
R2 791-4 791-4 751-6
R1 768-0 768-0 748-1 779-6
PP 752-0 752-0 752-0 757-7
S1 728-4 728-4 740-7 740-2
S2 712-4 712-4 737-2
S3 673-0 689-0 733-5
S4 633-4 649-4 722-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 777-2 736-0 41-2 5.3% 18-3 2.4% 89% True False 189,341
10 777-2 736-0 41-2 5.3% 17-7 2.3% 89% True False 178,465
20 782-2 669-0 113-2 14.7% 14-7 1.9% 92% False False 151,975
40 782-2 615-4 166-6 21.6% 16-1 2.1% 94% False False 118,699
60 782-2 615-4 166-6 21.6% 14-7 1.9% 94% False False 97,148
80 782-2 608-4 173-6 22.5% 14-1 1.8% 95% False False 83,143
100 782-2 568-4 213-6 27.7% 12-6 1.6% 96% False False 71,485
120 782-2 534-6 247-4 32.0% 12-2 1.6% 96% False False 65,792
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 840-0
2.618 815-7
1.618 801-1
1.000 792-0
0.618 786-3
HIGH 777-2
0.618 771-5
0.500 769-7
0.382 768-1
LOW 762-4
0.618 753-3
1.000 747-6
1.618 738-5
2.618 723-7
4.250 699-6
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 771-6 767-3
PP 770-7 762-0
S1 769-7 756-5

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

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