CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 675-4 674-4 -1-0 -0.1% 660-0
High 683-6 684-0 0-2 0.0% 684-0
Low 675-4 671-4 -4-0 -0.6% 655-4
Close 676-2 684-0 7-6 1.1% 684-0
Range 8-2 12-4 4-2 51.5% 28-4
ATR 16-7 16-5 -0-3 -1.9% 0-0
Volume 54,854 73,201 18,347 33.4% 329,469
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 717-3 713-1 690-7
R3 704-7 700-5 687-4
R2 692-3 692-3 686-2
R1 688-1 688-1 685-1 690-2
PP 679-7 679-7 679-7 680-7
S1 675-5 675-5 682-7 677-6
S2 667-3 667-3 681-6
S3 654-7 663-1 680-4
S4 642-3 650-5 677-1
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 760-0 750-4 699-5
R3 731-4 722-0 691-7
R2 703-0 703-0 689-2
R1 693-4 693-4 686-5 698-2
PP 674-4 674-4 674-4 676-7
S1 665-0 665-0 681-3 669-6
S2 646-0 646-0 678-6
S3 617-4 636-4 676-1
S4 589-0 608-0 668-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 684-0 655-4 28-4 4.2% 13-2 1.9% 100% True False 65,893
10 684-0 633-4 50-4 7.4% 14-2 2.1% 100% True False 66,362
20 684-0 619-2 64-6 9.5% 14-4 2.1% 100% True False 70,161
40 684-0 619-2 64-6 9.5% 13-7 2.0% 100% True False 66,701
60 684-0 548-0 136-0 19.9% 13-2 1.9% 100% True False 59,820
80 684-0 548-0 136-0 19.9% 12-5 1.8% 100% True False 53,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 737-1
2.618 716-6
1.618 704-2
1.000 696-4
0.618 691-6
HIGH 684-0
0.618 679-2
0.500 677-6
0.382 676-2
LOW 671-4
0.618 663-6
1.000 659-0
1.618 651-2
2.618 638-6
4.250 618-3
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 681-7 680-3
PP 679-7 676-5
S1 677-6 673-0

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

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