CME Pit-Traded Corn Future September 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 716-0 719-4 3-4 0.5% 697-0
High 724-0 727-0 3-0 0.4% 726-2
Low 716-0 719-4 3-4 0.5% 694-0
Close 724-0 724-4 0-4 0.1% 704-2
Range 8-0 7-4 -0-4 -6.3% 32-2
ATR 15-5 15-1 -0-5 -3.7% 0-0
Volume 13,218 15,676 2,458 18.6% 82,613
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 746-1 742-7 728-5
R3 738-5 735-3 726-4
R2 731-1 731-1 725-7
R1 727-7 727-7 725-2 729-4
PP 723-5 723-5 723-5 724-4
S1 720-3 720-3 723-6 722-0
S2 716-1 716-1 723-1
S3 708-5 712-7 722-4
S4 701-1 705-3 720-3
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 804-7 786-7 722-0
R3 772-5 754-5 713-1
R2 740-3 740-3 710-1
R1 722-3 722-3 707-2 731-3
PP 708-1 708-1 708-1 712-6
S1 690-1 690-1 701-2 699-1
S2 675-7 675-7 698-3
S3 643-5 657-7 695-3
S4 611-3 625-5 686-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 727-0 694-0 33-0 4.6% 12-0 1.7% 92% True False 18,677
10 727-0 689-4 37-4 5.2% 12-6 1.8% 93% True False 21,658
20 727-0 621-4 105-4 14.6% 12-3 1.7% 98% True False 21,109
40 727-0 583-4 143-4 19.8% 12-0 1.7% 98% True False 18,202
60 727-0 583-4 143-4 19.8% 10-5 1.5% 98% True False 14,122
80 727-0 570-0 157-0 21.7% 10-0 1.4% 98% True False 12,038
100 727-0 533-2 193-6 26.7% 8-7 1.2% 99% True False 10,192
Crabel Price Patterns
NR True
NR4 True
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 0-7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 758-7
2.618 746-5
1.618 739-1
1.000 734-4
0.618 731-5
HIGH 727-0
0.618 724-1
0.500 723-2
0.382 722-3
LOW 719-4
0.618 714-7
1.000 712-0
1.618 707-3
2.618 699-7
4.250 687-5
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 724-1 720-0
PP 723-5 715-4
S1 723-2 711-0

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

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