CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 655-0 653-0 -2-0 -0.3% 667-0
High 656-6 661-0 4-2 0.6% 673-0
Low 648-0 631-4 -16-4 -2.5% 631-4
Close 655-6 640-2 -15-4 -2.4% 640-2
Range 8-6 29-4 20-6 237.1% 41-4
ATR 16-5 17-4 0-7 5.6% 0-0
Volume 48,684 72,899 24,215 49.7% 323,519
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 732-6 716-0 656-4
R3 703-2 686-4 648-3
R2 673-6 673-6 645-5
R1 657-0 657-0 643-0 650-5
PP 644-2 644-2 644-2 641-0
S1 627-4 627-4 637-4 621-1
S2 614-6 614-6 634-7
S3 585-2 598-0 632-1
S4 555-6 568-4 624-0
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 772-6 748-0 663-1
R3 731-2 706-4 651-5
R2 689-6 689-6 647-7
R1 665-0 665-0 644-0 656-5
PP 648-2 648-2 648-2 644-0
S1 623-4 623-4 636-4 615-1
S2 606-6 606-6 632-5
S3 565-2 582-0 628-7
S4 523-6 540-4 617-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 673-0 631-4 41-4 6.5% 16-0 2.5% 21% False True 64,703
10 682-6 631-4 51-2 8.0% 15-5 2.4% 17% False True 65,870
20 683-0 627-2 55-6 8.7% 15-0 2.3% 23% False False 62,179
40 683-0 548-0 135-0 21.1% 13-2 2.1% 68% False False 58,153
60 683-0 548-0 135-0 21.1% 12-5 2.0% 68% False False 50,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-3
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 786-3
2.618 738-2
1.618 708-6
1.000 690-4
0.618 679-2
HIGH 661-0
0.618 649-6
0.500 646-2
0.382 642-6
LOW 631-4
0.618 613-2
1.000 602-0
1.618 583-6
2.618 554-2
4.250 506-1
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 646-2 649-4
PP 644-2 646-3
S1 642-2 643-3

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

View Archives - Comment on this page... - Back to Index of Symbols