CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 666-2 664-6 -1-4 -0.2% 666-0
High 668-0 667-2 -0-6 -0.1% 671-6
Low 658-0 653-2 -4-6 -0.7% 650-0
Close 661-0 654-4 -6-4 -1.0% 654-4
Range 10-0 14-0 4-0 40.0% 21-6
ATR 14-0 14-0 0-0 0.0% 0-0
Volume 50,643 50,327 -316 -0.6% 224,498
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 700-3 691-3 662-2
R3 686-3 677-3 658-3
R2 672-3 672-3 657-1
R1 663-3 663-3 655-6 660-7
PP 658-3 658-3 658-3 657-0
S1 649-3 649-3 653-2 646-7
S2 644-3 644-3 651-7
S3 630-3 635-3 650-5
S4 616-3 621-3 646-6
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 724-0 711-0 666-4
R3 702-2 689-2 660-4
R2 680-4 680-4 658-4
R1 667-4 667-4 656-4 663-1
PP 658-6 658-6 658-6 656-4
S1 645-6 645-6 652-4 641-3
S2 637-0 637-0 650-4
S3 615-2 624-0 648-4
S4 593-4 602-2 642-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671-6 650-0 21-6 3.3% 10-3 1.6% 21% False False 44,899
10 675-0 639-0 36-0 5.5% 13-3 2.1% 43% False False 46,732
20 675-0 604-0 71-0 10.8% 12-2 1.9% 71% False False 39,289
40 675-0 564-0 111-0 17.0% 10-0 1.5% 82% False False 30,725
60 675-0 530-6 144-2 22.0% 10-2 1.6% 86% False False 27,791
80 675-0 504-6 170-2 26.0% 10-3 1.6% 88% False False 25,277
100 675-0 474-4 200-4 30.6% 10-3 1.6% 90% False False 23,096
120 675-0 428-2 246-6 37.7% 9-5 1.5% 92% False False 20,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 726-6
2.618 703-7
1.618 689-7
1.000 681-2
0.618 675-7
HIGH 667-2
0.618 661-7
0.500 660-2
0.382 658-5
LOW 653-2
0.618 644-5
1.000 639-2
1.618 630-5
2.618 616-5
4.250 593-6
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 660-2 662-4
PP 658-3 659-7
S1 656-3 657-1

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

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