CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 769-4 762-4 -7-0 -0.9% 748-4
High 778-2 764-6 -13-4 -1.7% 772-0
Low 766-4 747-0 -19-4 -2.5% 746-0
Close 776-0 752-4 -23-4 -3.0% 768-0
Range 11-6 17-6 6-0 51.1% 26-0
ATR 20-4 21-1 0-5 2.9% 0-0
Volume 161,052 216,168 55,116 34.2% 933,724
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 808-0 798-0 762-2
R3 790-2 780-2 757-3
R2 772-4 772-4 755-6
R1 762-4 762-4 754-1 758-5
PP 754-6 754-6 754-6 752-6
S1 744-6 744-6 750-7 740-7
S2 737-0 737-0 749-2
S3 719-2 727-0 747-5
S4 701-4 709-2 742-6
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 840-0 830-0 782-2
R3 814-0 804-0 775-1
R2 788-0 788-0 772-6
R1 778-0 778-0 770-3 783-0
PP 762-0 762-0 762-0 764-4
S1 752-0 752-0 765-5 757-0
S2 736-0 736-0 763-2
S3 710-0 726-0 760-7
S4 684-0 700-0 753-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 778-2 747-0 31-2 4.2% 14-5 1.9% 18% False True 189,112
10 778-2 660-0 118-2 15.7% 12-7 1.7% 78% False False 173,796
20 778-2 608-4 169-6 22.6% 16-4 2.2% 85% False False 174,876
40 778-2 608-4 169-6 22.6% 16-5 2.2% 85% False False 172,906
60 778-2 608-4 169-6 22.6% 14-7 2.0% 85% False False 137,160
80 778-2 596-0 182-2 24.2% 13-3 1.8% 86% False False 109,473
100 778-2 530-6 247-4 32.9% 12-4 1.7% 90% False False 92,330
120 778-2 530-6 247-4 32.9% 12-2 1.6% 90% False False 80,206
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 1-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 840-2
2.618 811-2
1.618 793-4
1.000 782-4
0.618 775-6
HIGH 764-6
0.618 758-0
0.500 755-7
0.382 753-6
LOW 747-0
0.618 736-0
1.000 729-2
1.618 718-2
2.618 700-4
4.250 671-4
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 755-7 762-5
PP 754-6 759-2
S1 753-5 755-7

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

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