CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 667-0 658-4 -8-4 -1.3% 676-0
High 668-4 667-4 -1-0 -0.1% 682-6
Low 654-0 653-0 -1-0 -0.2% 637-2
Close 662-2 665-2 3-0 0.5% 669-4
Range 14-4 14-4 0-0 0.0% 45-4
ATR 16-5 16-4 -0-1 -0.9% 0-0
Volume 66,767 73,374 6,607 9.9% 335,183
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 705-3 699-7 673-2
R3 690-7 685-3 669-2
R2 676-3 676-3 667-7
R1 670-7 670-7 666-5 673-5
PP 661-7 661-7 661-7 663-2
S1 656-3 656-3 663-7 659-1
S2 647-3 647-3 662-5
S3 632-7 641-7 661-2
S4 618-3 627-3 657-2
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% 18-7 2.8% 78% False False 74,424
10 683-0 637-2 45-6 6.9% 15-7 2.4% 61% False False 68,245
20 683-0 627-2 55-6 8.4% 13-7 2.1% 68% False False 60,905
40 683-0 548-0 135-0 20.3% 12-7 1.9% 87% False False 57,548
60 683-0 548-0 135-0 20.3% 12-2 1.8% 87% False False 49,815
Crabel Price Patterns
NR False
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 3-0
Fibonacci Retracements and Extensions
4.250 729-1
2.618 705-4
1.618 691-0
1.000 682-0
0.618 676-4
HIGH 667-4
0.618 662-0
0.500 660-2
0.382 658-4
LOW 653-0
0.618 644-0
1.000 638-4
1.618 629-4
2.618 615-0
4.250 591-3
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 663-5 664-4
PP 661-7 663-6
S1 660-2 663-0

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

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