CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 655-0 660-0 5-0 0.8% 634-4
High 671-0 672-0 1-0 0.1% 676-4
Low 654-4 657-4 3-0 0.5% 633-4
Close 666-4 670-4 4-0 0.6% 666-4
Range 16-4 14-4 -2-0 -12.1% 43-0
ATR 17-6 17-4 -0-2 -1.3% 0-0
Volume 62,446 51,705 -10,741 -17.2% 334,156
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 710-1 704-7 678-4
R3 695-5 690-3 674-4
R2 681-1 681-1 673-1
R1 675-7 675-7 671-7 678-4
PP 666-5 666-5 666-5 668-0
S1 661-3 661-3 669-1 664-0
S2 652-1 652-1 667-7
S3 637-5 646-7 666-4
S4 623-1 632-3 662-4
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
5 676-4 638-6 37-6 5.6% 15-7 2.4% 84% False False 63,952
10 676-4 619-2 57-2 8.5% 14-4 2.2% 90% False False 71,448
20 679-0 619-2 59-6 8.9% 15-2 2.3% 86% False False 70,877
40 683-0 592-0 91-0 13.6% 13-3 2.0% 86% False False 63,876
60 683-0 548-0 135-0 20.1% 13-0 1.9% 91% False False 57,307
80 683-0 548-0 135-0 20.1% 12-3 1.8% 91% False False 51,480
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 False
Stretch 1-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 733-5
2.618 710-0
1.618 695-4
1.000 686-4
0.618 681-0
HIGH 672-0
0.618 666-4
0.500 664-6
0.382 663-0
LOW 657-4
0.618 648-4
1.000 643-0
1.618 634-0
2.618 619-4
4.250 595-7
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 668-5 668-7
PP 666-5 667-1
S1 664-6 665-4

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

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