CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 714-4 704-6 -9-6 -1.4% 716-0
High 720-4 706-0 -14-4 -2.0% 727-0
Low 701-4 697-0 -4-4 -0.6% 684-2
Close 703-4 698-6 -4-6 -0.7% 716-0
Range 19-0 9-0 -10-0 -52.6% 42-6
ATR 17-3 16-6 -0-5 -3.4% 0-0
Volume 23,130 28,568 5,438 23.5% 96,422
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 727-5 722-1 703-6
R3 718-5 713-1 701-2
R2 709-5 709-5 700-3
R1 704-1 704-1 699-5 702-3
PP 700-5 700-5 700-5 699-6
S1 695-1 695-1 697-7 693-3
S2 691-5 691-5 697-1
S3 682-5 686-1 696-2
S4 673-5 677-1 693-6
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 837-3 819-3 739-4
R3 794-5 776-5 727-6
R2 751-7 751-7 723-7
R1 733-7 733-7 719-7 737-3
PP 709-1 709-1 709-1 710-6
S1 691-1 691-1 712-1 694-5
S2 666-3 666-3 708-1
S3 623-5 648-3 704-2
S4 580-7 605-5 692-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720-4 684-2 36-2 5.2% 18-2 2.6% 40% False False 23,845
10 727-0 684-2 42-6 6.1% 15-1 2.2% 34% False False 21,261
20 727-0 684-2 42-6 6.1% 13-3 1.9% 34% False False 23,388
40 727-0 583-4 143-4 20.5% 13-2 1.9% 80% False False 20,285
60 727-0 583-4 143-4 20.5% 11-4 1.6% 80% False False 15,840
80 727-0 570-0 157-0 22.5% 10-4 1.5% 82% False False 13,354
100 727-0 546-4 180-4 25.8% 9-4 1.4% 84% False False 11,226
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 1-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 744-2
2.618 729-4
1.618 720-4
1.000 715-0
0.618 711-4
HIGH 706-0
0.618 702-4
0.500 701-4
0.382 700-4
LOW 697-0
0.618 691-4
1.000 688-0
1.618 682-4
2.618 673-4
4.250 658-6
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 701-4 706-1
PP 700-5 703-5
S1 699-5 701-2

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

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