CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 747-4 747-0 -0-4 -0.1% 769-4
High 756-0 749-4 -6-4 -0.9% 778-2
Low 742-0 739-4 -2-4 -0.3% 739-4
Close 754-2 742-0 -12-2 -1.6% 742-0
Range 14-0 10-0 -4-0 -28.6% 38-6
ATR 20-5 20-2 -0-3 -2.0% 0-0
Volume 159,151 163,881 4,730 3.0% 910,235
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 773-5 767-7 747-4
R3 763-5 757-7 744-6
R2 753-5 753-5 743-7
R1 747-7 747-7 742-7 745-6
PP 743-5 743-5 743-5 742-5
S1 737-7 737-7 741-1 735-6
S2 733-5 733-5 740-1
S3 723-5 727-7 739-2
S4 713-5 717-7 736-4
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 869-4 844-4 763-2
R3 830-6 805-6 752-5
R2 792-0 792-0 749-1
R1 767-0 767-0 745-4 760-1
PP 753-2 753-2 753-2 749-6
S1 728-2 728-2 738-4 721-3
S2 714-4 714-4 734-7
S3 675-6 689-4 731-3
S4 637-0 650-6 720-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 778-2 739-4 38-6 5.2% 14-7 2.0% 6% False True 182,047
10 778-2 739-4 38-6 5.2% 15-1 2.0% 6% False True 184,395
20 778-2 660-0 118-2 15.9% 15-1 2.0% 69% False False 168,831
40 778-2 608-4 169-6 22.9% 16-6 2.3% 79% False False 176,901
60 778-2 608-4 169-6 22.9% 14-6 2.0% 79% False False 143,711
80 778-2 604-0 174-2 23.5% 13-6 1.9% 79% False False 115,446
100 778-2 530-6 247-4 33.4% 12-5 1.7% 85% False False 96,876
120 778-2 530-6 247-4 33.4% 12-4 1.7% 85% False False 84,210
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 792-0
2.618 775-5
1.618 765-5
1.000 759-4
0.618 755-5
HIGH 749-4
0.618 745-5
0.500 744-4
0.382 743-3
LOW 739-4
0.618 733-3
1.000 729-4
1.618 723-3
2.618 713-3
4.250 697-0
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 744-4 753-4
PP 743-5 749-5
S1 742-7 745-7

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

View Archives - Comment on this page... - Back to Index of Symbols