CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 676-0 655-0 -21-0 -3.1% 634-4
High 676-4 671-0 -5-4 -0.8% 676-4
Low 658-6 654-4 -4-2 -0.6% 633-4
Close 662-0 666-4 4-4 0.7% 666-4
Range 17-6 16-4 -1-2 -7.0% 43-0
ATR 17-7 17-6 -0-1 -0.5% 0-0
Volume 75,393 62,446 -12,947 -17.2% 334,156
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 713-4 706-4 675-5
R3 697-0 690-0 671-0
R2 680-4 680-4 669-4
R1 673-4 673-4 668-0 677-0
PP 664-0 664-0 664-0 665-6
S1 657-0 657-0 665-0 660-4
S2 647-4 647-4 663-4
S3 631-0 640-4 662-0
S4 614-4 624-0 657-3
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 787-7 770-1 690-1
R3 744-7 727-1 678-3
R2 701-7 701-7 674-3
R1 684-1 684-1 670-4 693-0
PP 658-7 658-7 658-7 663-2
S1 641-1 641-1 662-4 650-0
S2 615-7 615-7 658-5
S3 572-7 598-1 654-5
S4 529-7 555-1 642-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 676-4 633-4 43-0 6.5% 15-1 2.3% 77% False False 66,831
10 676-4 619-2 57-2 8.6% 14-2 2.1% 83% False False 75,023
20 682-6 619-2 63-4 9.5% 14-7 2.2% 74% False False 70,446
40 683-0 592-0 91-0 13.7% 13-3 2.0% 82% False False 63,787
60 683-0 548-0 135-0 20.3% 13-0 2.0% 88% False False 56,919
80 683-0 548-0 135-0 20.3% 12-2 1.8% 88% False False 51,179
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 True
Bull Hook False
Stretch 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 741-1
2.618 714-2
1.618 697-6
1.000 687-4
0.618 681-2
HIGH 671-0
0.618 664-6
0.500 662-6
0.382 660-6
LOW 654-4
0.618 644-2
1.000 638-0
1.618 627-6
2.618 611-2
4.250 584-3
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 665-2 666-1
PP 664-0 665-7
S1 662-6 665-4

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

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