CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 663-0 631-0 -32-0 -4.8% 600-4
High 663-0 654-2 -8-6 -1.3% 652-0
Low 637-6 628-0 -9-6 -1.5% 599-4
Close 641-2 654-0 12-6 2.0% 648-6
Range 25-2 26-2 1-0 4.0% 52-4
ATR 15-0 15-7 0-6 5.3% 0-0
Volume 227,840 200,235 -27,605 -12.1% 895,069
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 724-1 715-3 668-4
R3 697-7 689-1 661-2
R2 671-5 671-5 658-6
R1 662-7 662-7 656-3 667-2
PP 645-3 645-3 645-3 647-5
S1 636-5 636-5 651-5 641-0
S2 619-1 619-1 649-2
S3 592-7 610-3 646-6
S4 566-5 584-1 639-4
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 790-7 772-3 677-5
R3 738-3 719-7 663-2
R2 685-7 685-7 658-3
R1 667-3 667-3 653-4 676-5
PP 633-3 633-3 633-3 638-0
S1 614-7 614-7 644-0 624-1
S2 580-7 580-7 639-1
S3 528-3 562-3 634-2
S4 475-7 509-7 619-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 663-0 628-0 35-0 5.4% 17-5 2.7% 74% False True 193,407
10 663-0 595-0 68-0 10.4% 15-0 2.3% 87% False False 183,076
20 663-0 595-0 68-0 10.4% 12-1 1.9% 87% False False 137,618
40 663-0 520-6 142-2 21.8% 11-2 1.7% 94% False False 134,588
60 663-0 520-6 142-2 21.8% 11-6 1.8% 94% False False 126,303
80 663-0 468-0 195-0 29.8% 12-1 1.8% 95% False False 111,734
100 663-0 452-0 211-0 32.3% 11-4 1.8% 96% False False 100,322
120 663-0 412-6 250-2 38.3% 11-1 1.7% 96% False False 88,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 765-6
2.618 723-0
1.618 696-6
1.000 680-4
0.618 670-4
HIGH 654-2
0.618 644-2
0.500 641-1
0.382 638-0
LOW 628-0
0.618 611-6
1.000 601-6
1.618 585-4
2.618 559-2
4.250 516-4
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 649-6 651-1
PP 645-3 648-3
S1 641-1 645-4

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

View Archives - Comment on this page... - Back to Index of Symbols