CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 681-0 659-4 -21-4 -3.2% 648-0
High 683-0 666-0 -17-0 -2.5% 660-0
Low 652-4 655-4 3-0 0.5% 627-2
Close 655-4 665-4 10-0 1.5% 656-0
Range 30-4 10-4 -20-0 -65.6% 32-6
ATR 15-2 14-7 -0-3 -2.2% 0-0
Volume 65,053 80,284 15,231 23.4% 270,705
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 693-7 690-1 671-2
R3 683-3 679-5 668-3
R2 672-7 672-7 667-3
R1 669-1 669-1 666-4 671-0
PP 662-3 662-3 662-3 663-2
S1 658-5 658-5 664-4 660-4
S2 651-7 651-7 663-5
S3 641-3 648-1 662-5
S4 630-7 637-5 659-6
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 746-0 733-6 674-0
R3 713-2 701-0 665-0
R2 680-4 680-4 662-0
R1 668-2 668-2 659-0 674-3
PP 647-6 647-6 647-6 650-6
S1 635-4 635-4 653-0 641-5
S2 615-0 615-0 650-0
S3 582-2 602-6 647-0
S4 549-4 570-0 638-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 683-0 650-4 32-4 4.9% 14-0 2.1% 46% False False 64,261
10 683-0 627-2 55-6 8.4% 14-3 2.2% 69% False False 58,488
20 683-0 592-0 91-0 13.7% 11-6 1.8% 81% False False 57,129
40 683-0 548-0 135-0 20.3% 12-0 1.8% 87% False False 50,155
60 683-0 548-0 135-0 20.3% 11-3 1.7% 87% False False 44,757
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 710-5
2.618 693-4
1.618 683-0
1.000 676-4
0.618 672-4
HIGH 666-0
0.618 662-0
0.500 660-6
0.382 659-4
LOW 655-4
0.618 649-0
1.000 645-0
1.618 638-4
2.618 628-0
4.250 610-7
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 663-7 667-6
PP 662-3 667-0
S1 660-6 666-2

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

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