CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 693-4 714-4 21-0 3.0% 716-0
High 717-0 720-4 3-4 0.5% 727-0
Low 691-6 701-4 9-6 1.4% 684-2
Close 716-0 703-4 -12-4 -1.7% 716-0
Range 25-2 19-0 -6-2 -24.8% 42-6
ATR 17-2 17-3 0-1 0.7% 0-0
Volume 21,875 23,130 1,255 5.7% 96,422
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 765-4 753-4 714-0
R3 746-4 734-4 708-6
R2 727-4 727-4 707-0
R1 715-4 715-4 705-2 712-0
PP 708-4 708-4 708-4 706-6
S1 696-4 696-4 701-6 693-0
S2 689-4 689-4 700-0
S3 670-4 677-4 698-2
S4 651-4 658-4 693-0
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 837-3 819-3 739-4
R3 794-5 776-5 727-6
R2 751-7 751-7 723-7
R1 733-7 733-7 719-7 737-3
PP 709-1 709-1 709-1 710-6
S1 691-1 691-1 712-1 694-5
S2 666-3 666-3 708-1
S3 623-5 648-3 704-2
S4 580-7 605-5 692-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 727-0 684-2 42-6 6.1% 17-7 2.5% 45% False False 21,266
10 727-0 684-2 42-6 6.1% 15-6 2.2% 45% False False 20,216
20 727-0 684-2 42-6 6.1% 13-3 1.9% 45% False False 23,419
40 727-0 583-4 143-4 20.4% 13-2 1.9% 84% False False 19,811
60 727-0 583-4 143-4 20.4% 11-5 1.6% 84% False False 15,423
80 727-0 570-0 157-0 22.3% 10-4 1.5% 85% False False 13,040
100 727-0 541-2 185-6 26.4% 9-3 1.3% 87% False False 10,980
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 1-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 801-2
2.618 770-2
1.618 751-2
1.000 739-4
0.618 732-2
HIGH 720-4
0.618 713-2
0.500 711-0
0.382 708-6
LOW 701-4
0.618 689-6
1.000 682-4
1.618 670-6
2.618 651-6
4.250 620-6
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 711-0 703-1
PP 708-4 702-6
S1 706-0 702-3

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

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