CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 666-0 675-4 9-4 1.4% 634-4
High 670-2 683-6 13-4 2.0% 676-4
Low 662-0 675-4 13-4 2.0% 633-4
Close 670-6 676-2 5-4 0.8% 666-4
Range 8-2 8-2 0-0 0.0% 43-0
ATR 17-2 16-7 -0-2 -1.7% 0-0
Volume 82,377 54,854 -27,523 -33.4% 334,156
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 703-2 698-0 680-6
R3 695-0 689-6 678-4
R2 686-6 686-6 677-6
R1 681-4 681-4 677-0 684-1
PP 678-4 678-4 678-4 679-6
S1 673-2 673-2 675-4 675-7
S2 670-2 670-2 674-6
S3 662-0 665-0 674-0
S4 653-6 656-6 671-6
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 787-7 770-1 690-1
R3 744-7 727-1 678-3
R2 701-7 701-7 674-3
R1 684-1 684-1 670-4 693-0
PP 658-7 658-7 658-7 663-2
S1 641-1 641-1 662-4 650-0
S2 615-7 615-7 658-5
S3 572-7 598-1 654-5
S4 529-7 555-1 642-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 683-6 654-4 29-2 4.3% 14-1 2.1% 74% True False 63,742
10 683-6 626-0 57-6 8.5% 14-1 2.1% 87% True False 67,698
20 683-6 619-2 64-4 9.5% 15-1 2.2% 88% True False 71,150
40 683-6 619-2 64-4 9.5% 13-4 2.0% 88% True False 65,729
60 683-6 548-0 135-6 20.1% 13-1 1.9% 94% True False 59,372
80 683-6 548-0 135-6 20.1% 12-4 1.8% 94% True False 53,033
Crabel Price Patterns
NR False
NR4 False
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
Fibonacci Retracements and Extensions
4.250 718-6
2.618 705-3
1.618 697-1
1.000 692-0
0.618 688-7
HIGH 683-6
0.618 680-5
0.500 679-5
0.382 678-5
LOW 675-4
0.618 670-3
1.000 667-2
1.618 662-1
2.618 653-7
4.250 640-4
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 679-5 674-0
PP 678-4 671-7
S1 677-3 669-5

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

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