CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 675-0 662-4 -12-4 -1.9% 658-0
High 679-0 668-0 -11-0 -1.6% 683-0
Low 672-0 658-4 -13-4 -2.0% 652-4
Close 675-6 667-2 -8-4 -1.3% 665-4
Range 7-0 9-4 2-4 35.7% 30-4
ATR 14-5 14-7 0-1 1.3% 0-0
Volume 52,949 68,960 16,011 30.2% 261,919
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 693-1 689-5 672-4
R3 683-5 680-1 669-7
R2 674-1 674-1 669-0
R1 670-5 670-5 668-1 672-3
PP 664-5 664-5 664-5 665-4
S1 661-1 661-1 666-3 662-7
S2 655-1 655-1 665-4
S3 645-5 651-5 664-5
S4 636-1 642-1 662-0
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 4.6% 12-7 1.9% 48% False False 62,066
10 683-0 635-0 48-0 7.2% 12-6 1.9% 67% False False 60,245
20 683-0 592-0 91-0 13.6% 11-1 1.7% 83% False False 58,416
40 683-0 548-0 135-0 20.2% 11-6 1.8% 88% False False 52,156
60 683-0 548-0 135-0 20.2% 11-2 1.7% 88% False False 46,213
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 3 trading days
Fibonacci Retracements and Extensions
4.250 708-3
2.618 692-7
1.618 683-3
1.000 677-4
0.618 673-7
HIGH 668-0
0.618 664-3
0.500 663-2
0.382 662-1
LOW 658-4
0.618 652-5
1.000 649-0
1.618 643-1
2.618 633-5
4.250 618-1
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 665-7 670-5
PP 664-5 669-4
S1 663-2 668-3

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

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