CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 667-0 667-0 0-0 0.0% 676-0
High 673-0 668-4 -4-4 -0.7% 682-6
Low 660-0 654-0 -6-0 -0.9% 637-2
Close 661-2 662-2 1-0 0.2% 669-4
Range 13-0 14-4 1-4 11.5% 45-4
ATR 16-7 16-5 -0-1 -1.0% 0-0
Volume 61,795 66,767 4,972 8.0% 335,183
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 705-1 698-1 670-2
R3 690-5 683-5 666-2
R2 676-1 676-1 664-7
R1 669-1 669-1 663-5 665-3
PP 661-5 661-5 661-5 659-6
S1 654-5 654-5 660-7 650-7
S2 647-1 647-1 659-5
S3 632-5 640-1 658-2
S4 618-1 625-5 654-2
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
5 673-0 637-2 35-6 5.4% 17-7 2.7% 70% False False 73,542
10 683-0 637-2 45-6 6.9% 15-1 2.3% 55% False False 66,867
20 683-0 627-2 55-6 8.4% 13-5 2.0% 63% False False 60,528
40 683-0 548-0 135-0 20.4% 12-6 1.9% 85% False False 56,498
60 683-0 548-0 135-0 20.4% 12-0 1.8% 85% False False 49,091
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
4.250 730-1
2.618 706-4
1.618 692-0
1.000 683-0
0.618 677-4
HIGH 668-4
0.618 663-0
0.500 661-2
0.382 659-4
LOW 654-0
0.618 645-0
1.000 639-4
1.618 630-4
2.618 616-0
4.250 592-3
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 661-7 661-0
PP 661-5 659-7
S1 661-2 658-5

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

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