CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 674-4 679-0 4-4 0.7% 660-0
High 684-0 681-0 -3-0 -0.4% 684-0
Low 671-4 666-0 -5-4 -0.8% 655-4
Close 684-0 673-0 -11-0 -1.6% 684-0
Range 12-4 15-0 2-4 20.0% 28-4
ATR 16-5 16-6 0-1 0.6% 0-0
Volume 73,201 52,971 -20,230 -27.6% 329,469
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 718-3 710-5 681-2
R3 703-3 695-5 677-1
R2 688-3 688-3 675-6
R1 680-5 680-5 674-3 677-0
PP 673-3 673-3 673-3 671-4
S1 665-5 665-5 671-5 662-0
S2 658-3 658-3 670-2
S3 643-3 650-5 668-7
S4 628-3 635-5 664-6
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% 13-3 2.0% 61% False False 66,147
10 684-0 638-6 45-2 6.7% 14-5 2.2% 76% False False 65,049
20 684-0 619-2 64-6 9.6% 14-4 2.2% 83% False False 69,719
40 684-0 619-2 64-6 9.6% 13-7 2.1% 83% False False 66,060
60 684-0 548-0 136-0 20.2% 13-2 2.0% 92% False False 60,243
80 684-0 548-0 136-0 20.2% 12-5 1.9% 92% False False 53,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 1-6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 744-6
2.618 720-2
1.618 705-2
1.000 696-0
0.618 690-2
HIGH 681-0
0.618 675-2
0.500 673-4
0.382 671-6
LOW 666-0
0.618 656-6
1.000 651-0
1.618 641-6
2.618 626-6
4.250 602-2
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 673-4 675-0
PP 673-3 674-3
S1 673-1 673-5

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

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