CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 676-0 675-0 -1-0 -0.1% 658-0
High 682-6 679-0 -3-6 -0.5% 683-0
Low 676-0 672-0 -4-0 -0.6% 652-4
Close 681-4 675-6 -5-6 -0.8% 665-4
Range 6-6 7-0 0-2 3.7% 30-4
ATR 15-0 14-5 -0-3 -2.6% 0-0
Volume 43,086 52,949 9,863 22.9% 261,919
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 696-5 693-1 679-5
R3 689-5 686-1 677-5
R2 682-5 682-5 677-0
R1 679-1 679-1 676-3 680-7
PP 675-5 675-5 675-5 676-4
S1 672-1 672-1 675-1 673-7
S2 668-5 668-5 674-4
S3 661-5 665-1 673-7
S4 654-5 658-1 671-7
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 758-4 742-4 682-2
R3 728-0 712-0 673-7
R2 697-4 697-4 671-1
R1 681-4 681-4 668-2 689-4
PP 667-0 667-0 667-0 671-0
S1 651-0 651-0 662-6 659-0
S2 636-4 636-4 659-7
S3 606-0 620-4 657-1
S4 575-4 590-0 648-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 683-0 652-4 30-4 4.5% 12-3 1.8% 76% False False 60,192
10 683-0 627-2 55-6 8.3% 13-6 2.0% 87% False False 57,012
20 683-0 592-0 91-0 13.5% 11-0 1.6% 92% False False 56,783
40 683-0 548-0 135-0 20.0% 11-6 1.7% 95% False False 50,972
60 683-0 548-0 135-0 20.0% 11-2 1.7% 95% False False 45,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 708-6
2.618 697-3
1.618 690-3
1.000 686-0
0.618 683-3
HIGH 679-0
0.618 676-3
0.500 675-4
0.382 674-5
LOW 672-0
0.618 667-5
1.000 665-0
1.618 660-5
2.618 653-5
4.250 642-2
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 675-5 673-4
PP 675-5 671-3
S1 675-4 669-1

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

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