CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 640-4 664-0 23-4 3.7% 663-4
High 664-4 675-0 10-4 1.6% 675-0
Low 639-0 664-0 25-0 3.9% 639-0
Close 664-0 667-0 3-0 0.5% 667-0
Range 25-4 11-0 -14-4 -56.9% 36-0
ATR 14-7 14-4 -0-2 -1.8% 0-0
Volume 51,097 43,373 -7,724 -15.1% 183,332
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 701-5 695-3 673-0
R3 690-5 684-3 670-0
R2 679-5 679-5 669-0
R1 673-3 673-3 668-0 676-4
PP 668-5 668-5 668-5 670-2
S1 662-3 662-3 666-0 665-4
S2 657-5 657-5 665-0
S3 646-5 651-3 664-0
S4 635-5 640-3 661-0
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 768-3 753-5 686-6
R3 732-3 717-5 676-7
R2 696-3 696-3 673-5
R1 681-5 681-5 670-2 689-0
PP 660-3 660-3 660-3 664-0
S1 645-5 645-5 663-6 653-0
S2 624-3 624-3 660-3
S3 588-3 609-5 657-1
S4 552-3 573-5 647-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 675-0 639-0 36-0 5.4% 16-4 2.5% 78% True False 48,564
10 675-0 604-0 71-0 10.6% 13-0 1.9% 89% True False 44,718
20 675-0 604-0 71-0 10.6% 11-3 1.7% 89% True False 32,107
40 675-0 551-2 123-6 18.6% 9-3 1.4% 94% True False 27,279
60 675-0 530-6 144-2 21.6% 10-1 1.5% 94% True False 25,180
80 675-0 474-4 200-4 30.1% 10-6 1.6% 96% True False 23,333
100 675-0 459-2 215-6 32.3% 10-1 1.5% 96% True False 21,323
120 675-0 421-0 254-0 38.1% 9-4 1.4% 97% True False 18,684
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 0-7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 721-6
2.618 703-6
1.618 692-6
1.000 686-0
0.618 681-6
HIGH 675-0
0.618 670-6
0.500 669-4
0.382 668-2
LOW 664-0
0.618 657-2
1.000 653-0
1.618 646-2
2.618 635-2
4.250 617-2
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 669-4 663-5
PP 668-5 660-3
S1 667-7 657-0

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

View Archives - Comment on this page... - Back to Index of Symbols