CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 610-4 609-2 -1-2 -0.2% 639-0
High 610-4 622-0 11-4 1.9% 641-0
Low 604-0 609-2 5-2 0.9% 604-0
Close 603-6 615-4 11-6 1.9% 603-6
Range 6-4 12-6 6-2 96.2% 37-0
ATR 11-3 11-7 0-4 4.4% 0-0
Volume 42,708 34,144 -8,564 -20.1% 139,065
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 653-7 647-3 622-4
R3 641-1 634-5 619-0
R2 628-3 628-3 617-7
R1 621-7 621-7 616-5 625-1
PP 615-5 615-5 615-5 617-2
S1 609-1 609-1 614-3 612-3
S2 602-7 602-7 613-1
S3 590-1 596-3 612-0
S4 577-3 583-5 608-4
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 727-2 702-4 624-1
R3 690-2 665-4 613-7
R2 653-2 653-2 610-4
R1 628-4 628-4 607-1 622-3
PP 616-2 616-2 616-2 613-2
S1 591-4 591-4 600-3 585-3
S2 579-2 579-2 597-0
S3 542-2 554-4 593-5
S4 505-2 517-4 583-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 628-0 604-0 24-0 3.9% 12-6 2.1% 48% False False 30,606
10 641-0 604-0 37-0 6.0% 10-3 1.7% 31% False False 23,400
20 641-0 590-0 51-0 8.3% 8-3 1.4% 50% False False 21,568
40 641-0 530-6 110-2 17.9% 9-4 1.5% 77% False False 22,841
60 641-0 530-6 110-2 17.9% 9-6 1.6% 77% False False 21,273
80 641-0 474-4 166-4 27.1% 10-3 1.7% 85% False False 20,293
100 641-0 438-0 203-0 33.0% 9-4 1.5% 87% False False 18,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 676-2
2.618 655-3
1.618 642-5
1.000 634-6
0.618 629-7
HIGH 622-0
0.618 617-1
0.500 615-5
0.382 614-1
LOW 609-2
0.618 601-3
1.000 596-4
1.618 588-5
2.618 575-7
4.250 555-0
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 615-5 615-0
PP 615-5 614-4
S1 615-4 614-0

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

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