CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 639-0 661-0 22-0 3.4% 646-0
High 654-0 676-2 22-2 3.4% 662-6
Low 638-6 661-0 22-2 3.5% 619-2
Close 653-2 672-6 19-4 3.0% 627-0
Range 15-2 15-2 0-0 0.0% 43-4
ATR 17-3 17-7 0-3 2.3% 0-0
Volume 64,234 65,985 1,751 2.7% 416,077
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 715-6 709-4 681-1
R3 700-4 694-2 677-0
R2 685-2 685-2 675-4
R1 679-0 679-0 674-1 682-1
PP 670-0 670-0 670-0 671-4
S1 663-6 663-6 671-3 666-7
S2 654-6 654-6 670-0
S3 639-4 648-4 668-4
S4 624-2 633-2 664-3
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
5 676-2 619-2 57-0 8.5% 13-5 2.0% 94% True False 78,513
10 676-2 619-2 57-0 8.5% 14-5 2.2% 94% True False 73,397
20 683-0 619-2 63-6 9.5% 15-2 2.3% 84% False False 70,821
40 683-0 592-0 91-0 13.5% 12-7 1.9% 89% False False 61,854
60 683-0 548-0 135-0 20.1% 12-7 1.9% 92% False False 56,243
Crabel Price Patterns
NR False
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 False
Stretch 2-3
Fibonacci Retracements and Extensions
4.250 741-0
2.618 716-1
1.618 700-7
1.000 691-4
0.618 685-5
HIGH 676-2
0.618 670-3
0.500 668-5
0.382 666-7
LOW 661-0
0.618 651-5
1.000 645-6
1.618 636-3
2.618 621-1
4.250 596-2
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 671-3 666-6
PP 670-0 660-7
S1 668-5 654-7

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

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