CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 634-4 642-4 8-0 1.3% 624-0
High 640-0 643-4 3-4 0.5% 640-0
Low 634-4 634-0 -0-4 -0.1% 624-0
Close 640-0 632-0 -8-0 -1.3% 640-0
Range 5-4 9-4 4-0 72.7% 16-0
ATR 9-5 9-5 0-0 -0.1% 0-0
Volume 21,693 17,532 -4,161 -19.2% 98,305
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 665-0 658-0 637-2
R3 655-4 648-4 634-5
R2 646-0 646-0 633-6
R1 639-0 639-0 632-7 637-6
PP 636-4 636-4 636-4 635-7
S1 629-4 629-4 631-1 628-2
S2 627-0 627-0 630-2
S3 617-4 620-0 629-3
S4 608-0 610-4 626-6
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 682-5 677-3 648-6
R3 666-5 661-3 644-3
R2 650-5 650-5 642-7
R1 645-3 645-3 641-4 648-0
PP 634-5 634-5 634-5 636-0
S1 629-3 629-3 638-4 632-0
S2 618-5 618-5 637-1
S3 602-5 613-3 635-5
S4 586-5 597-3 631-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643-4 625-4 18-0 2.8% 6-6 1.1% 36% True False 19,019
10 643-4 609-0 34-4 5.5% 5-7 0.9% 67% True False 20,128
20 643-4 570-0 73-4 11.6% 7-1 1.1% 84% True False 23,197
40 643-4 534-6 108-6 17.2% 8-6 1.4% 89% True False 30,491
60 643-4 534-6 108-6 17.2% 9-2 1.5% 89% True False 31,219
80 643-4 479-0 164-4 26.0% 9-4 1.5% 93% True False 30,272
100 643-4 443-0 200-4 31.7% 8-6 1.4% 94% True False 27,700
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 0-5
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 683-7
2.618 668-3
1.618 658-7
1.000 653-0
0.618 649-3
HIGH 643-4
0.618 639-7
0.500 638-6
0.382 637-5
LOW 634-0
0.618 628-1
1.000 624-4
1.618 618-5
2.618 609-1
4.250 593-5
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 638-6 634-4
PP 636-4 633-5
S1 634-2 632-7

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

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