CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 658-4 655-0 -3-4 -0.5% 676-0
High 667-4 656-6 -10-6 -1.6% 682-6
Low 653-0 648-0 -5-0 -0.8% 637-2
Close 665-2 655-6 -9-4 -1.4% 669-4
Range 14-4 8-6 -5-6 -39.7% 45-4
ATR 16-4 16-5 0-0 0.3% 0-0
Volume 73,374 48,684 -24,690 -33.6% 335,183
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 679-6 676-4 660-4
R3 671-0 667-6 658-1
R2 662-2 662-2 657-3
R1 659-0 659-0 656-4 660-5
PP 653-4 653-4 653-4 654-2
S1 650-2 650-2 655-0 651-7
S2 644-6 644-6 654-1
S3 636-0 641-4 653-3
S4 627-2 632-6 651-0
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
5 673-0 644-2 28-6 4.4% 15-3 2.3% 40% False False 68,720
10 682-6 637-2 45-4 6.9% 13-5 2.1% 41% False False 66,608
20 683-0 627-2 55-6 8.5% 14-0 2.1% 51% False False 60,732
40 683-0 548-0 135-0 20.6% 12-7 2.0% 80% False False 57,564
60 683-0 548-0 135-0 20.6% 12-2 1.9% 80% False False 50,128
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 694-0
2.618 679-5
1.618 670-7
1.000 665-4
0.618 662-1
HIGH 656-6
0.618 653-3
0.500 652-3
0.382 651-3
LOW 648-0
0.618 642-5
1.000 639-2
1.618 633-7
2.618 625-1
4.250 610-6
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 654-5 658-2
PP 653-4 657-3
S1 652-3 656-5

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

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