CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 648-0 643-4 -4-4 -0.7% 642-0
High 657-2 647-4 -9-6 -1.5% 653-0
Low 648-0 627-2 -20-6 -3.2% 638-0
Close 657-2 636-4 -20-6 -3.2% 653-0
Range 9-2 20-2 11-0 118.9% 15-0
ATR 13-1 14-3 1-2 9.2% 0-0
Volume 58,532 36,628 -21,904 -37.4% 318,408
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 697-7 687-3 647-5
R3 677-5 667-1 642-1
R2 657-3 657-3 640-2
R1 646-7 646-7 638-3 642-0
PP 637-1 637-1 637-1 634-5
S1 626-5 626-5 634-5 621-6
S2 616-7 616-7 632-6
S3 596-5 606-3 630-7
S4 576-3 586-1 625-3
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 693-0 688-0 661-2
R3 678-0 673-0 657-1
R2 663-0 663-0 655-6
R1 658-0 658-0 654-3 660-4
PP 648-0 648-0 648-0 649-2
S1 643-0 643-0 651-5 645-4
S2 633-0 633-0 650-2
S3 618-0 628-0 648-7
S4 603-0 613-0 644-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 657-2 627-2 30-0 4.7% 11-1 1.7% 31% False True 48,704
10 657-2 592-0 65-2 10.3% 9-4 1.5% 68% False False 56,587
20 657-2 548-0 109-2 17.2% 11-3 1.8% 81% False False 54,353
40 657-2 548-0 109-2 17.2% 11-6 1.8% 81% False False 45,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 733-4
2.618 700-4
1.618 680-2
1.000 667-6
0.618 660-0
HIGH 647-4
0.618 639-6
0.500 637-3
0.382 635-0
LOW 627-2
0.618 614-6
1.000 607-0
1.618 594-4
2.618 574-2
4.250 541-2
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 637-3 642-2
PP 637-1 640-3
S1 636-6 638-3

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

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