CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 660-4 632-0 -28-4 -4.3% 667-0
High 662-6 639-4 -23-2 -3.5% 673-0
Low 651-0 623-2 -27-6 -4.3% 631-4
Close 652-6 626-0 -26-6 -4.1% 640-2
Range 11-6 16-2 4-4 38.3% 41-4
ATR 17-1 18-0 0-7 5.2% 0-0
Volume 60,300 72,070 11,770 19.5% 323,519
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 678-3 668-3 635-0
R3 662-1 652-1 630-4
R2 645-7 645-7 629-0
R1 635-7 635-7 627-4 632-6
PP 629-5 629-5 629-5 628-0
S1 619-5 619-5 624-4 616-4
S2 613-3 613-3 623-0
S3 597-1 603-3 621-4
S4 580-7 587-1 617-0
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 772-6 748-0 663-1
R3 731-2 706-4 651-5
R2 689-6 689-6 647-7
R1 665-0 665-0 644-0 656-5
PP 648-2 648-2 648-2 644-0
S1 623-4 623-4 636-4 615-1
S2 606-6 606-6 632-5
S3 565-2 582-0 628-7
S4 523-6 540-4 617-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-6 623-2 39-4 6.3% 15-5 2.5% 7% False True 68,282
10 673-0 623-2 49-6 7.9% 17-2 2.8% 6% False True 71,353
20 683-0 623-2 59-6 9.5% 15-0 2.4% 5% False True 65,799
40 683-0 548-0 135-0 21.6% 13-1 2.1% 58% False False 60,076
60 683-0 548-0 135-0 21.6% 12-7 2.1% 58% False False 52,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 708-4
2.618 682-0
1.618 665-6
1.000 655-6
0.618 649-4
HIGH 639-4
0.618 633-2
0.500 631-3
0.382 629-4
LOW 623-2
0.618 613-2
1.000 607-0
1.618 597-0
2.618 580-6
4.250 554-2
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 631-3 643-0
PP 629-5 637-3
S1 627-6 631-5

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

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