CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 648-0 647-6 -0-2 0.0% 609-2
High 657-2 658-4 1-2 0.2% 658-4
Low 646-6 646-2 -0-4 -0.1% 609-2
Close 651-4 658-0 6-4 1.0% 658-0
Range 10-4 12-2 1-6 16.7% 49-2
ATR 13-2 13-1 -0-1 -0.5% 0-0
Volume 62,706 59,491 -3,215 -5.1% 221,140
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 691-0 686-6 664-6
R3 678-6 674-4 661-3
R2 666-4 666-4 660-2
R1 662-2 662-2 659-1 664-3
PP 654-2 654-2 654-2 655-2
S1 650-0 650-0 656-7 652-1
S2 642-0 642-0 655-6
S3 629-6 637-6 654-5
S4 617-4 625-4 651-2
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 789-5 773-1 685-1
R3 740-3 723-7 671-4
R2 691-1 691-1 667-0
R1 674-5 674-5 662-4 682-7
PP 641-7 641-7 641-7 646-0
S1 625-3 625-3 653-4 633-5
S2 592-5 592-5 649-0
S3 543-3 576-1 644-4
S4 494-1 526-7 630-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 658-4 609-2 49-2 7.5% 10-4 1.6% 99% True False 44,228
10 658-4 604-0 54-4 8.3% 11-5 1.8% 99% True False 36,020
20 658-4 596-0 62-4 9.5% 9-0 1.4% 99% True False 26,413
40 658-4 530-6 127-6 19.4% 8-7 1.3% 100% True False 25,085
60 658-4 530-6 127-6 19.4% 9-5 1.5% 100% True False 23,253
80 658-4 474-4 184-0 28.0% 10-3 1.6% 100% True False 21,883
100 658-4 441-0 217-4 33.1% 9-5 1.5% 100% True False 19,682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 710-4
2.618 690-5
1.618 678-3
1.000 670-6
0.618 666-1
HIGH 658-4
0.618 653-7
0.500 652-3
0.382 650-7
LOW 646-2
0.618 638-5
1.000 634-0
1.618 626-3
2.618 614-1
4.250 594-2
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 656-1 654-5
PP 654-2 651-1
S1 652-3 647-6

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

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