CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 647-4 667-0 19-4 3.0% 676-0
High 670-4 673-0 2-4 0.4% 682-6
Low 644-2 660-0 15-6 2.4% 637-2
Close 669-4 661-2 -8-2 -1.2% 669-4
Range 26-2 13-0 -13-2 -50.5% 45-4
ATR 17-1 16-7 -0-2 -1.7% 0-0
Volume 92,984 61,795 -31,189 -33.5% 335,183
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 703-6 695-4 668-3
R3 690-6 682-4 664-7
R2 677-6 677-6 663-5
R1 669-4 669-4 662-4 667-1
PP 664-6 664-6 664-6 663-4
S1 656-4 656-4 660-0 654-1
S2 651-6 651-6 658-7
S3 638-6 643-4 657-5
S4 625-6 630-4 654-1
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
5 679-0 637-2 41-6 6.3% 16-3 2.5% 57% False False 70,778
10 683-0 637-2 45-6 6.9% 14-7 2.3% 52% False False 65,889
20 683-0 627-2 55-6 8.4% 13-1 2.0% 61% False False 62,400
40 683-0 548-0 135-0 20.4% 12-5 1.9% 84% False False 55,504
60 683-0 548-0 135-0 20.4% 12-0 1.8% 84% False False 48,469
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 728-2
2.618 707-0
1.618 694-0
1.000 686-0
0.618 681-0
HIGH 673-0
0.618 668-0
0.500 666-4
0.382 665-0
LOW 660-0
0.618 652-0
1.000 647-0
1.618 639-0
2.618 626-0
4.250 604-6
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 666-4 659-2
PP 664-6 657-1
S1 663-0 655-1

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

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