CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 660-0 674-0 14-0 2.1% 634-4
High 672-0 678-4 6-4 1.0% 676-4
Low 657-4 655-4 -2-0 -0.3% 633-4
Close 670-4 662-4 -8-0 -1.2% 666-4
Range 14-4 23-0 8-4 58.6% 43-0
ATR 17-4 17-7 0-3 2.2% 0-0
Volume 51,705 67,332 15,627 30.2% 334,156
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 734-4 721-4 675-1
R3 711-4 698-4 668-7
R2 688-4 688-4 666-6
R1 675-4 675-4 664-5 670-4
PP 665-4 665-4 665-4 663-0
S1 652-4 652-4 660-3 647-4
S2 642-4 642-4 658-2
S3 619-4 629-4 656-1
S4 596-4 606-4 649-7
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
5 678-4 654-4 24-0 3.6% 17-3 2.6% 33% True False 64,572
10 678-4 619-2 59-2 8.9% 15-5 2.4% 73% True False 72,151
20 678-4 619-2 59-2 8.9% 16-1 2.4% 73% True False 71,596
40 683-0 592-0 91-0 13.7% 13-5 2.1% 77% False False 64,190
60 683-0 548-0 135-0 20.4% 13-2 2.0% 85% False False 57,846
80 683-0 548-0 135-0 20.4% 12-4 1.9% 85% False False 52,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 776-2
2.618 738-6
1.618 715-6
1.000 701-4
0.618 692-6
HIGH 678-4
0.618 669-6
0.500 667-0
0.382 664-2
LOW 655-4
0.618 641-2
1.000 632-4
1.618 618-2
2.618 595-2
4.250 557-6
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 667-0 666-4
PP 665-4 665-1
S1 664-0 663-7

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

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