CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 609-2 620-4 11-2 1.8% 639-0
High 622-0 622-0 0-0 0.0% 641-0
Low 609-2 613-0 3-6 0.6% 604-0
Close 615-4 615-2 -0-2 0.0% 603-6
Range 12-6 9-0 -3-6 -29.4% 37-0
ATR 11-7 11-5 -0-2 -1.7% 0-0
Volume 34,144 33,359 -785 -2.3% 139,065
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 643-6 638-4 620-2
R3 634-6 629-4 617-6
R2 625-6 625-6 616-7
R1 620-4 620-4 616-1 618-5
PP 616-6 616-6 616-6 615-6
S1 611-4 611-4 614-3 609-5
S2 607-6 607-6 613-5
S3 598-6 602-4 612-6
S4 589-6 593-4 610-2
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% 12-2 2.0% 47% False False 32,342
10 641-0 604-0 37-0 6.0% 10-6 1.7% 30% False False 25,610
20 641-0 590-2 50-6 8.2% 8-3 1.4% 49% False False 22,128
40 641-0 530-6 110-2 17.9% 9-2 1.5% 77% False False 22,991
60 641-0 530-6 110-2 17.9% 9-6 1.6% 77% False False 21,604
80 641-0 474-4 166-4 27.1% 10-3 1.7% 85% False False 20,533
100 641-0 438-0 203-0 33.0% 9-4 1.5% 87% False False 18,289
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 660-2
2.618 645-4
1.618 636-4
1.000 631-0
0.618 627-4
HIGH 622-0
0.618 618-4
0.500 617-4
0.382 616-4
LOW 613-0
0.618 607-4
1.000 604-0
1.618 598-4
2.618 589-4
4.250 574-6
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 617-4 614-4
PP 616-6 613-6
S1 616-0 613-0

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

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