CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 712-0 714-0 2-0 0.3% 697-0
High 719-2 714-2 -5-0 -0.7% 726-2
Low 711-4 684-2 -27-2 -3.8% 694-0
Close 714-2 684-2 -30-0 -4.2% 704-2
Range 7-6 30-0 22-2 287.1% 32-2
ATR 15-0 16-0 1-1 7.2% 0-0
Volume 23,198 22,455 -743 -3.2% 82,613
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 784-2 764-2 700-6
R3 754-2 734-2 692-4
R2 724-2 724-2 689-6
R1 704-2 704-2 687-0 699-2
PP 694-2 694-2 694-2 691-6
S1 674-2 674-2 681-4 669-2
S2 664-2 664-2 678-6
S3 634-2 644-2 676-0
S4 604-2 614-2 667-6
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
5 727-0 684-2 42-6 6.2% 12-4 1.8% 0% False True 19,559
10 727-0 684-2 42-6 6.2% 13-0 1.9% 0% False True 21,204
20 727-0 621-4 105-4 15.4% 13-3 1.9% 59% False False 22,604
40 727-0 583-4 143-4 21.0% 12-5 1.8% 70% False False 19,016
60 727-0 583-4 143-4 21.0% 11-0 1.6% 70% False False 14,782
80 727-0 570-0 157-0 22.9% 10-3 1.5% 73% False False 12,554
100 727-0 533-2 193-6 28.3% 9-1 1.3% 78% False False 10,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 841-6
2.618 792-6
1.618 762-6
1.000 744-2
0.618 732-6
HIGH 714-2
0.618 702-6
0.500 699-2
0.382 695-6
LOW 684-2
0.618 665-6
1.000 654-2
1.618 635-6
2.618 605-6
4.250 556-6
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 699-2 705-5
PP 694-2 698-4
S1 689-2 691-3

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

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