CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 663-4 673-0 9-4 1.4% 609-2
High 670-6 673-0 2-2 0.3% 658-4
Low 662-0 648-0 -14-0 -2.1% 609-2
Close 669-2 651-2 -18-0 -2.7% 658-0
Range 8-6 25-0 16-2 185.7% 49-2
ATR 13-1 14-0 0-7 6.4% 0-0
Volume 41,637 47,225 5,588 13.4% 221,140
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 732-3 716-7 665-0
R3 707-3 691-7 658-1
R2 682-3 682-3 655-7
R1 666-7 666-7 653-4 662-1
PP 657-3 657-3 657-3 655-0
S1 641-7 641-7 649-0 637-1
S2 632-3 632-3 646-5
S3 607-3 616-7 644-3
S4 582-3 591-7 637-4
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
5 673-0 637-0 36-0 5.5% 13-0 2.0% 40% True False 48,499
10 673-0 604-0 69-0 10.6% 12-5 1.9% 68% True False 40,421
20 673-0 604-0 69-0 10.6% 10-0 1.5% 68% True False 29,029
40 673-0 530-6 142-2 21.8% 9-0 1.4% 85% True False 26,101
60 673-0 530-6 142-2 21.8% 9-7 1.5% 85% True False 24,155
80 673-0 474-4 198-4 30.5% 10-4 1.6% 89% True False 22,531
100 673-0 455-4 217-4 33.4% 9-7 1.5% 90% True False 20,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 779-2
2.618 738-4
1.618 713-4
1.000 698-0
0.618 688-4
HIGH 673-0
0.618 663-4
0.500 660-4
0.382 657-4
LOW 648-0
0.618 632-4
1.000 623-0
1.618 607-4
2.618 582-4
4.250 541-6
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 660-4 659-5
PP 657-3 656-7
S1 654-3 654-0

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

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