CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 762-4 771-0 8-4 1.1% 775-0
High 764-6 775-4 10-6 1.4% 782-2
Low 756-0 737-0 -19-0 -2.5% 747-0
Close 757-0 740-4 -16-4 -2.2% 749-4
Range 8-6 38-4 29-6 340.0% 35-2
ATR 18-5 20-0 1-3 7.6% 0-0
Volume 156,006 199,371 43,365 27.8% 772,616
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 866-4 842-0 761-5
R3 828-0 803-4 751-1
R2 789-4 789-4 747-4
R1 765-0 765-0 744-0 758-0
PP 751-0 751-0 751-0 747-4
S1 726-4 726-4 737-0 719-4
S2 712-4 712-4 733-4
S3 674-0 688-0 729-7
S4 635-4 649-4 719-3
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 865-3 842-5 768-7
R3 830-1 807-3 759-2
R2 794-7 794-7 756-0
R1 772-1 772-1 752-6 765-7
PP 759-5 759-5 759-5 756-4
S1 736-7 736-7 746-2 730-5
S2 724-3 724-3 743-0
S3 689-1 701-5 739-6
S4 653-7 666-3 730-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 775-4 737-0 38-4 5.2% 17-6 2.4% 9% True True 167,525
10 782-2 737-0 45-2 6.1% 17-7 2.4% 8% False True 169,219
20 782-2 669-0 113-2 15.3% 16-2 2.2% 63% False False 136,664
40 782-2 615-4 166-6 22.5% 16-1 2.2% 75% False False 108,965
60 782-2 615-4 166-6 22.5% 14-6 2.0% 75% False False 88,992
80 782-2 608-4 173-6 23.5% 13-6 1.9% 76% False False 76,450
100 782-2 555-4 226-6 30.6% 12-3 1.7% 82% False False 66,141
120 782-2 534-6 247-4 33.4% 12-1 1.6% 83% False False 61,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 184 trading days
Fibonacci Retracements and Extensions
4.250 939-1
2.618 876-2
1.618 837-6
1.000 814-0
0.618 799-2
HIGH 775-4
0.618 760-6
0.500 756-2
0.382 751-6
LOW 737-0
0.618 713-2
1.000 698-4
1.618 674-6
2.618 636-2
4.250 573-3
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 756-2 756-2
PP 751-0 751-0
S1 745-6 745-6

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

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