CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 710-0 706-0 -4-0 -0.6% 751-0
High 712-0 713-0 1-0 0.1% 757-0
Low 700-0 678-0 -22-0 -3.1% 678-0
Close 705-0 682-6 -22-2 -3.2% 682-6
Range 12-0 35-0 23-0 191.7% 79-0
ATR 21-5 22-4 1-0 4.4% 0-0
Volume 7,612 6,650 -962 -12.6% 68,072
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 796-2 774-4 702-0
R3 761-2 739-4 692-3
R2 726-2 726-2 689-1
R1 704-4 704-4 686-0 697-7
PP 691-2 691-2 691-2 688-0
S1 669-4 669-4 679-4 662-7
S2 656-2 656-2 676-3
S3 621-2 634-4 673-1
S4 586-2 599-4 663-4
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 942-7 891-7 726-2
R3 863-7 812-7 704-4
R2 784-7 784-7 697-2
R1 733-7 733-7 690-0 719-7
PP 705-7 705-7 705-7 699-0
S1 654-7 654-7 675-4 640-7
S2 626-7 626-7 668-2
S3 547-7 575-7 661-0
S4 468-7 496-7 639-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 757-0 678-0 79-0 11.6% 20-6 3.0% 6% False True 13,614
10 770-0 678-0 92-0 13.5% 21-7 3.2% 5% False True 67,367
20 778-2 678-0 100-2 14.7% 19-3 2.8% 5% False True 116,605
40 778-2 608-4 169-6 24.9% 17-7 2.6% 44% False False 144,594
60 778-2 608-4 169-6 24.9% 17-2 2.5% 44% False False 151,151
80 778-2 608-4 169-6 24.9% 15-7 2.3% 44% False False 126,202
100 778-2 590-2 188-0 27.5% 14-3 2.1% 49% False False 105,387
120 778-2 530-6 247-4 36.3% 13-5 2.0% 61% False False 91,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 861-6
2.618 804-5
1.618 769-5
1.000 748-0
0.618 734-5
HIGH 713-0
0.618 699-5
0.500 695-4
0.382 691-3
LOW 678-0
0.618 656-3
1.000 643-0
1.618 621-3
2.618 586-3
4.250 529-2
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 695-4 703-0
PP 691-2 696-2
S1 687-0 689-4

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

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