CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 662-0 647-4 -14-4 -2.2% 676-0
High 663-2 670-4 7-2 1.1% 682-6
Low 637-2 644-2 7-0 1.1% 637-2
Close 637-4 669-4 32-0 5.0% 669-4
Range 26-0 26-2 0-2 1.0% 45-4
ATR 15-7 17-1 1-2 7.7% 0-0
Volume 77,204 92,984 15,780 20.4% 335,183
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 740-1 731-1 684-0
R3 713-7 704-7 676-6
R2 687-5 687-5 674-2
R1 678-5 678-5 671-7 683-1
PP 661-3 661-3 661-3 663-6
S1 652-3 652-3 667-1 656-7
S2 635-1 635-1 664-6
S3 608-7 626-1 662-2
S4 582-5 599-7 655-0
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 799-5 780-1 694-4
R3 754-1 734-5 682-0
R2 708-5 708-5 677-7
R1 689-1 689-1 673-5 676-1
PP 663-1 663-1 663-1 656-6
S1 643-5 643-5 665-3 630-5
S2 617-5 617-5 661-1
S3 572-1 598-1 657-0
S4 526-5 552-5 644-4
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 6.8% 15-1 2.3% 71% False False 67,036
10 683-0 637-2 45-6 6.8% 14-4 2.2% 70% False False 65,649
20 683-0 627-2 55-6 8.3% 13-2 2.0% 76% False False 63,241
40 683-0 548-0 135-0 20.2% 12-4 1.9% 90% False False 54,650
60 683-0 548-0 135-0 20.2% 12-0 1.8% 90% False False 48,031
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 2-3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 782-0
2.618 739-2
1.618 713-0
1.000 696-6
0.618 686-6
HIGH 670-4
0.618 660-4
0.500 657-3
0.382 654-2
LOW 644-2
0.618 628-0
1.000 618-0
1.618 601-6
2.618 575-4
4.250 532-6
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 665-4 664-2
PP 661-3 659-1
S1 657-3 653-7

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

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