CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 736-0 755-0 19-0 2.6% 769-4
High 753-0 756-4 3-4 0.5% 778-2
Low 734-4 748-0 13-4 1.8% 739-4
Close 751-6 749-0 -2-6 -0.4% 742-0
Range 18-4 8-4 -10-0 -54.1% 38-6
ATR 20-1 19-2 -0-7 -4.1% 0-0
Volume 178,035 103,891 -74,144 -41.6% 910,235
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 776-5 771-3 753-5
R3 768-1 762-7 751-3
R2 759-5 759-5 750-4
R1 754-3 754-3 749-6 752-6
PP 751-1 751-1 751-1 750-3
S1 745-7 745-7 748-2 744-2
S2 742-5 742-5 747-4
S3 734-1 737-3 746-5
S4 725-5 728-7 744-3
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
5 767-4 734-4 33-0 4.4% 14-3 1.9% 44% False False 162,988
10 778-2 734-4 43-6 5.8% 14-4 1.9% 33% False False 176,050
20 778-2 660-0 118-2 15.8% 15-1 2.0% 75% False False 169,362
40 778-2 608-4 169-6 22.7% 16-5 2.2% 83% False False 179,157
60 778-2 608-4 169-6 22.7% 14-7 2.0% 83% False False 147,132
80 778-2 604-0 174-2 23.3% 14-0 1.9% 83% False False 118,498
100 778-2 551-2 227-0 30.3% 12-5 1.7% 87% False False 99,323
120 778-2 530-6 247-4 33.0% 12-4 1.7% 88% False False 86,294
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 True
Stretch 2-6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 792-5
2.618 778-6
1.618 770-2
1.000 765-0
0.618 761-6
HIGH 756-4
0.618 753-2
0.500 752-2
0.382 751-2
LOW 748-0
0.618 742-6
1.000 739-4
1.618 734-2
2.618 725-6
4.250 711-7
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 752-2 747-7
PP 751-1 746-5
S1 750-1 745-4

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

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