CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 760-0 735-0 -25-0 -3.3% 758-2
High 761-0 761-0 0-0 0.0% 777-2
Low 729-2 730-4 1-2 0.2% 729-2
Close 729-2 756-4 27-2 3.7% 756-4
Range 31-6 30-4 -1-2 -3.9% 48-0
ATR 20-1 21-0 0-7 4.1% 0-0
Volume 293,693 184,574 -109,119 -37.2% 1,160,695
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 840-7 829-1 773-2
R3 810-3 798-5 764-7
R2 779-7 779-7 762-1
R1 768-1 768-1 759-2 774-0
PP 749-3 749-3 749-3 752-2
S1 737-5 737-5 753-6 743-4
S2 718-7 718-7 750-7
S3 688-3 707-1 748-1
S4 657-7 676-5 739-6
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 898-3 875-3 782-7
R3 850-3 827-3 769-6
R2 802-3 802-3 765-2
R1 779-3 779-3 760-7 766-7
PP 754-3 754-3 754-3 748-0
S1 731-3 731-3 752-1 718-7
S2 706-3 706-3 747-6
S3 658-3 683-3 743-2
S4 610-3 635-3 730-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 777-2 729-2 48-0 6.3% 21-4 2.8% 57% False False 232,139
10 777-2 729-2 48-0 6.3% 19-5 2.6% 57% False False 201,751
20 782-2 729-2 53-0 7.0% 17-4 2.3% 51% False False 176,649
40 782-2 615-4 166-6 22.0% 16-7 2.2% 85% False False 131,393
60 782-2 615-4 166-6 22.0% 15-7 2.1% 85% False False 107,367
80 782-2 608-4 173-6 23.0% 14-6 1.9% 85% False False 91,368
100 782-2 570-0 212-2 28.1% 13-2 1.8% 88% False False 77,440
120 782-2 534-6 247-4 32.7% 12-6 1.7% 90% False False 71,004
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 3-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 890-5
2.618 840-7
1.618 810-3
1.000 791-4
0.618 779-7
HIGH 761-0
0.618 749-3
0.500 745-6
0.382 742-1
LOW 730-4
0.618 711-5
1.000 700-0
1.618 681-1
2.618 650-5
4.250 600-7
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 752-7 754-4
PP 749-3 752-5
S1 745-6 750-5

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

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