CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 755-4 754-0 -1-4 -0.2% 736-0
High 765-0 754-0 -11-0 -1.4% 767-4
Low 750-0 717-4 -32-4 -4.3% 729-4
Close 752-2 723-0 -29-2 -3.9% 737-2
Range 15-0 36-4 21-4 143.3% 38-0
ATR 19-6 20-7 1-2 6.1% 0-0
Volume 147,759 153,320 5,561 3.8% 506,226
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 841-0 818-4 743-1
R3 804-4 782-0 733-0
R2 768-0 768-0 729-6
R1 745-4 745-4 726-3 738-4
PP 731-4 731-4 731-4 728-0
S1 709-0 709-0 719-5 702-0
S2 695-0 695-0 716-2
S3 658-4 672-4 713-0
S4 622-0 636-0 702-7
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 858-6 836-0 758-1
R3 820-6 798-0 747-6
R2 782-6 782-6 744-2
R1 760-0 760-0 740-6 771-3
PP 744-6 744-6 744-6 750-4
S1 722-0 722-0 733-6 733-3
S2 706-6 706-6 730-2
S3 668-6 684-0 726-6
S4 630-6 646-0 716-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 770-0 717-4 52-4 7.3% 19-0 2.6% 10% False True 132,056
10 770-0 717-4 52-4 7.3% 18-3 2.5% 10% False True 138,045
20 778-2 693-2 85-0 11.8% 16-0 2.2% 35% False False 159,147
40 778-2 608-4 169-6 23.5% 17-0 2.3% 67% False False 168,425
60 778-2 608-4 169-6 23.5% 16-1 2.2% 67% False False 155,424
80 778-2 604-0 174-2 24.1% 15-0 2.1% 68% False False 127,000
100 778-2 565-2 213-0 29.5% 13-5 1.9% 74% False False 105,848
120 778-2 530-6 247-4 34.2% 13-1 1.8% 78% False False 92,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 909-1
2.618 849-4
1.618 813-0
1.000 790-4
0.618 776-4
HIGH 754-0
0.618 740-0
0.500 735-6
0.382 731-4
LOW 717-4
0.618 695-0
1.000 681-0
1.618 658-4
2.618 622-0
4.250 562-3
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 735-6 743-6
PP 731-4 736-7
S1 727-2 729-7

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

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