CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 662-4 662-0 -0-4 -0.1% 658-0
High 668-0 663-2 -4-6 -0.7% 683-0
Low 658-4 637-2 -21-2 -3.2% 652-4
Close 667-2 637-4 -29-6 -4.5% 665-4
Range 9-4 26-0 16-4 173.7% 30-4
ATR 14-7 15-7 1-1 7.3% 0-0
Volume 68,960 77,204 8,244 12.0% 261,919
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 724-0 706-6 651-6
R3 698-0 680-6 644-5
R2 672-0 672-0 642-2
R1 654-6 654-6 639-7 650-3
PP 646-0 646-0 646-0 643-6
S1 628-6 628-6 635-1 624-3
S2 620-0 620-0 632-6
S3 594-0 602-6 630-3
S4 568-0 576-6 623-2
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
5 682-6 637-2 45-4 7.1% 12-0 1.9% 1% False True 64,496
10 683-0 637-2 45-6 7.2% 13-5 2.1% 1% False True 61,992
20 683-0 625-2 57-6 9.1% 12-0 1.9% 21% False False 60,307
40 683-0 548-0 135-0 21.2% 12-1 1.9% 66% False False 53,483
60 683-0 548-0 135-0 21.2% 11-5 1.8% 66% False False 46,994
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 773-6
2.618 731-3
1.618 705-3
1.000 689-2
0.618 679-3
HIGH 663-2
0.618 653-3
0.500 650-2
0.382 647-1
LOW 637-2
0.618 621-1
1.000 611-2
1.618 595-1
2.618 569-1
4.250 526-6
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 650-2 658-1
PP 646-0 651-2
S1 641-6 644-3

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

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