CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 620-4 638-0 17-4 2.8% 639-0
High 622-0 645-2 23-2 3.7% 641-0
Low 613-0 637-0 24-0 3.9% 604-0
Close 615-2 639-6 24-4 4.0% 603-6
Range 9-0 8-2 -0-6 -8.3% 37-0
ATR 11-5 12-7 1-3 11.3% 0-0
Volume 33,359 31,440 -1,919 -5.8% 139,065
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 665-3 660-7 644-2
R3 657-1 652-5 642-0
R2 648-7 648-7 641-2
R1 644-3 644-3 640-4 646-5
PP 640-5 640-5 640-5 641-6
S1 636-1 636-1 639-0 638-3
S2 632-3 632-3 638-2
S3 624-1 627-7 637-4
S4 615-7 619-5 635-2
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
5 645-2 604-0 41-2 6.4% 10-2 1.6% 87% True False 33,587
10 645-2 604-0 41-2 6.4% 11-0 1.7% 87% True False 26,899
20 645-2 590-2 55-0 8.6% 8-6 1.4% 90% True False 22,464
40 645-2 530-6 114-4 17.9% 9-0 1.4% 95% True False 23,131
60 645-2 530-6 114-4 17.9% 9-7 1.5% 95% True False 21,894
80 645-2 474-4 170-6 26.7% 10-2 1.6% 97% True False 20,665
100 645-2 438-0 207-2 32.4% 9-4 1.5% 97% True False 18,551
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 0-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 680-2
2.618 666-7
1.618 658-5
1.000 653-4
0.618 650-3
HIGH 645-2
0.618 642-1
0.500 641-1
0.382 640-1
LOW 637-0
0.618 631-7
1.000 628-6
1.618 623-5
2.618 615-3
4.250 602-0
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 641-1 635-5
PP 640-5 631-3
S1 640-2 627-2

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

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