CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 643-4 648-4 5-0 0.8% 611-0
High 647-4 649-6 2-2 0.3% 643-0
Low 642-6 639-0 -3-6 -0.6% 592-0
Close 647-4 644-2 -3-2 -0.5% 637-4
Range 4-6 10-6 6-0 126.3% 51-0
ATR 13-7 13-5 -0-2 -1.6% 0-0
Volume 52,138 43,968 -8,170 -15.7% 243,379
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 676-5 671-1 650-1
R3 665-7 660-3 647-2
R2 655-1 655-1 646-2
R1 649-5 649-5 645-2 647-0
PP 644-3 644-3 644-3 643-0
S1 638-7 638-7 643-2 636-2
S2 633-5 633-5 642-2
S3 622-7 628-1 641-2
S4 612-1 617-3 638-3
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 777-1 758-3 665-4
R3 726-1 707-3 651-4
R2 675-1 675-1 646-7
R1 656-3 656-3 642-1 665-6
PP 624-1 624-1 624-1 628-7
S1 605-3 605-3 632-7 614-6
S2 573-1 573-1 628-1
S3 522-1 554-3 623-4
S4 471-1 503-3 609-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 649-6 628-0 21-6 3.4% 9-1 1.4% 75% True False 68,951
10 649-6 592-0 57-6 9.0% 9-2 1.4% 90% True False 55,770
20 649-6 548-0 101-6 15.8% 11-5 1.8% 95% True False 54,127
40 649-6 548-0 101-6 15.8% 11-3 1.8% 95% True False 45,045
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 695-4
2.618 677-7
1.618 667-1
1.000 660-4
0.618 656-3
HIGH 649-6
0.618 645-5
0.500 644-3
0.382 643-1
LOW 639-0
0.618 632-3
1.000 628-2
1.618 621-5
2.618 610-7
4.250 593-2
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 644-3 644-1
PP 644-3 644-0
S1 644-2 643-7

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

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