CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 719-0 710-0 -9-0 -1.3% 666-0
High 723-0 714-4 -8-4 -1.2% 724-4
Low 700-0 706-0 6-0 0.9% 666-0
Close 705-0 714-6 9-6 1.4% 717-4
Range 23-0 8-4 -14-4 -63.0% 58-4
ATR 18-4 17-7 -0-5 -3.5% 0-0
Volume 26,719 44,631 17,912 67.0% 170,793
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 737-2 734-4 719-3
R3 728-6 726-0 717-1
R2 720-2 720-2 716-2
R1 717-4 717-4 715-4 718-7
PP 711-6 711-6 711-6 712-4
S1 709-0 709-0 714-0 710-3
S2 703-2 703-2 713-2
S3 694-6 700-4 712-3
S4 686-2 692-0 710-1
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 878-1 856-3 749-5
R3 819-5 797-7 733-5
R2 761-1 761-1 728-2
R1 739-3 739-3 722-7 750-2
PP 702-5 702-5 702-5 708-1
S1 680-7 680-7 712-1 691-6
S2 644-1 644-1 706-6
S3 585-5 622-3 701-3
S4 527-1 563-7 685-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 724-4 700-0 24-4 3.4% 15-0 2.1% 60% False False 33,725
10 724-4 644-4 80-0 11.2% 14-5 2.1% 88% False False 34,861
20 724-4 644-4 80-0 11.2% 16-1 2.2% 88% False False 31,717
40 727-0 621-4 105-4 14.8% 14-1 2.0% 88% False False 26,796
60 727-0 583-4 143-4 20.1% 13-3 1.9% 91% False False 23,018
80 727-0 583-4 143-4 20.1% 12-0 1.7% 91% False False 18,762
100 727-0 570-0 157-0 22.0% 11-2 1.6% 92% False False 16,178
120 727-0 533-2 193-6 27.1% 10-1 1.4% 94% False False 13,949
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 750-5
2.618 736-6
1.618 728-2
1.000 723-0
0.618 719-6
HIGH 714-4
0.618 711-2
0.500 710-2
0.382 709-2
LOW 706-0
0.618 700-6
1.000 697-4
1.618 692-2
2.618 683-6
4.250 669-7
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 713-2 713-5
PP 711-6 712-5
S1 710-2 711-4

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

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