CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 620-0 635-4 15-4 2.5% 646-0
High 634-4 637-4 3-0 0.5% 662-6
Low 619-2 626-0 6-6 1.1% 619-2
Close 630-4 627-0 -3-4 -0.6% 627-0
Range 15-2 11-4 -3-6 -24.6% 43-4
ATR 17-6 17-3 -0-4 -2.5% 0-0
Volume 109,685 86,565 -23,120 -21.1% 416,077
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 664-5 657-3 633-3
R3 653-1 645-7 630-1
R2 641-5 641-5 629-1
R1 634-3 634-3 628-0 632-2
PP 630-1 630-1 630-1 629-1
S1 622-7 622-7 626-0 620-6
S2 618-5 618-5 624-7
S3 607-1 611-3 623-7
S4 595-5 599-7 620-5
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 766-7 740-3 650-7
R3 723-3 696-7 639-0
R2 679-7 679-7 635-0
R1 653-3 653-3 631-0 644-7
PP 636-3 636-3 636-3 632-0
S1 609-7 609-7 623-0 601-3
S2 592-7 592-7 619-0
S3 549-3 566-3 615-0
S4 505-7 522-7 603-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-6 619-2 43-4 6.9% 13-3 2.1% 18% False False 83,215
10 673-0 619-2 53-6 8.6% 14-6 2.3% 14% False False 73,959
20 683-0 619-2 63-6 10.2% 14-5 2.3% 12% False False 69,804
40 683-0 589-0 94-0 15.0% 13-1 2.1% 40% False False 61,318
60 683-0 548-0 135-0 21.5% 12-7 2.0% 59% False False 54,329
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3-4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 686-3
2.618 667-5
1.618 656-1
1.000 649-0
0.618 644-5
HIGH 637-4
0.618 633-1
0.500 631-6
0.382 630-3
LOW 626-0
0.618 618-7
1.000 614-4
1.618 607-3
2.618 595-7
4.250 577-1
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 631-6 629-3
PP 630-1 628-5
S1 628-5 627-6

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

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