CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 646-0 660-4 14-4 2.2% 667-0
High 658-0 662-6 4-6 0.7% 673-0
Low 646-0 651-0 5-0 0.8% 631-4
Close 657-4 652-6 -4-6 -0.7% 640-2
Range 12-0 11-6 -0-2 -2.1% 41-4
ATR 17-4 17-1 -0-3 -2.4% 0-0
Volume 87,457 60,300 -27,157 -31.1% 323,519
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 690-6 683-4 659-2
R3 679-0 671-6 656-0
R2 667-2 667-2 654-7
R1 660-0 660-0 653-7 657-6
PP 655-4 655-4 655-4 654-3
S1 648-2 648-2 651-5 646-0
S2 643-6 643-6 650-5
S3 632-0 636-4 649-4
S4 620-2 624-6 646-2
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
5 667-4 631-4 36-0 5.5% 15-2 2.3% 59% False False 68,542
10 673-0 631-4 41-4 6.4% 16-5 2.5% 51% False False 71,042
20 683-0 627-2 55-6 8.5% 15-2 2.3% 46% False False 64,027
40 683-0 548-0 135-0 20.7% 13-2 2.0% 78% False False 59,057
60 683-0 548-0 135-0 20.7% 12-6 2.0% 78% False False 51,814
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 True
Stretch 3-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 712-6
2.618 693-4
1.618 681-6
1.000 674-4
0.618 670-0
HIGH 662-6
0.618 658-2
0.500 656-7
0.382 655-4
LOW 651-0
0.618 643-6
1.000 639-2
1.618 632-0
2.618 620-2
4.250 601-0
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 656-7 650-7
PP 655-4 649-0
S1 654-1 647-1

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

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