CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 634-4 639-0 4-4 0.7% 646-0
High 644-4 654-0 9-4 1.5% 662-6
Low 633-4 638-6 5-2 0.8% 619-2
Close 635-4 653-2 17-6 2.8% 627-0
Range 11-0 15-2 4-2 38.6% 43-4
ATR 17-3 17-3 0-1 0.5% 0-0
Volume 66,098 64,234 -1,864 -2.8% 416,077
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 694-3 689-1 661-5
R3 679-1 673-7 657-4
R2 663-7 663-7 656-0
R1 658-5 658-5 654-5 661-2
PP 648-5 648-5 648-5 650-0
S1 643-3 643-3 651-7 646-0
S2 633-3 633-3 650-4
S3 618-1 628-1 649-0
S4 602-7 612-7 644-7
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
5 654-0 619-2 34-6 5.3% 13-7 2.1% 98% True False 79,730
10 667-4 619-2 48-2 7.4% 14-5 2.2% 70% False False 74,136
20 683-0 619-2 63-6 9.8% 14-7 2.3% 53% False False 70,501
40 683-0 592-0 91-0 13.9% 12-6 1.9% 67% False False 61,098
60 683-0 548-0 135-0 20.7% 12-7 2.0% 78% False False 55,497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 718-6
2.618 693-7
1.618 678-5
1.000 669-2
0.618 663-3
HIGH 654-0
0.618 648-1
0.500 646-3
0.382 644-5
LOW 638-6
0.618 629-3
1.000 623-4
1.618 614-1
2.618 598-7
4.250 574-0
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 651-0 648-7
PP 648-5 644-3
S1 646-3 640-0

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

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