CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 764-4 761-4 -3-0 -0.4% 743-0
High 777-2 772-0 -5-2 -0.7% 775-4
Low 762-4 758-4 -4-0 -0.5% 736-0
Close 772-6 759-2 -13-4 -1.7% 744-4
Range 14-6 13-4 -1-2 -8.5% 39-4
ATR 19-5 19-2 -0-3 -2.0% 0-0
Volume 239,506 241,298 1,792 0.7% 701,092
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 803-6 795-0 766-5
R3 790-2 781-4 763-0
R2 776-6 776-6 761-6
R1 768-0 768-0 760-4 765-5
PP 763-2 763-2 763-2 762-0
S1 754-4 754-4 758-0 752-1
S2 749-6 749-6 756-6
S3 736-2 741-0 755-4
S4 722-6 727-4 751-7
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 870-4 847-0 766-2
R3 831-0 807-4 755-3
R2 791-4 791-4 751-6
R1 768-0 768-0 748-1 779-6
PP 752-0 752-0 752-0 757-7
S1 728-4 728-4 740-7 740-2
S2 712-4 712-4 737-2
S3 673-0 689-0 733-5
S4 633-4 649-4 722-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 777-2 736-0 41-2 5.4% 19-3 2.5% 56% False False 206,400
10 777-2 736-0 41-2 5.4% 16-5 2.2% 56% False False 184,850
20 782-2 669-0 113-2 14.9% 14-7 2.0% 80% False False 160,476
40 782-2 615-4 166-6 22.0% 16-2 2.1% 86% False False 122,789
60 782-2 615-4 166-6 22.0% 15-0 2.0% 86% False False 100,621
80 782-2 608-4 173-6 22.9% 14-2 1.9% 87% False False 85,888
100 782-2 570-0 212-2 28.0% 12-6 1.7% 89% False False 73,565
120 782-2 534-6 247-4 32.6% 12-3 1.6% 91% False False 67,554
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 829-3
2.618 807-3
1.618 793-7
1.000 785-4
0.618 780-3
HIGH 772-0
0.618 766-7
0.500 765-2
0.382 763-5
LOW 758-4
0.618 750-1
1.000 745-0
1.618 736-5
2.618 723-1
4.250 701-1
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 765-2 765-3
PP 763-2 763-3
S1 761-2 761-2

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

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