CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 642-4 625-4 -17-0 -2.6% 624-0
High 643-4 627-4 -16-0 -2.5% 640-0
Low 634-0 616-6 -17-2 -2.7% 624-0
Close 632-0 620-6 -11-2 -1.8% 640-0
Range 9-4 10-6 1-2 13.2% 16-0
ATR 9-5 10-0 0-3 4.2% 0-0
Volume 17,532 22,367 4,835 27.6% 98,305
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 653-7 648-1 626-5
R3 643-1 637-3 623-6
R2 632-3 632-3 622-6
R1 626-5 626-5 621-6 624-1
PP 621-5 621-5 621-5 620-4
S1 615-7 615-7 619-6 613-3
S2 610-7 610-7 618-6
S3 600-1 605-1 617-6
S4 589-3 594-3 614-7
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
5 643-4 616-6 26-6 4.3% 7-6 1.2% 15% False True 20,489
10 643-4 609-6 33-6 5.4% 6-3 1.0% 33% False False 19,786
20 643-4 570-0 73-4 11.8% 7-4 1.2% 69% False False 21,732
40 643-4 534-6 108-6 17.5% 8-7 1.4% 79% False False 30,276
60 643-4 534-6 108-6 17.5% 9-4 1.5% 79% False False 30,954
80 643-4 479-0 164-4 26.5% 9-4 1.5% 86% False False 30,181
100 643-4 444-4 199-0 32.1% 8-6 1.4% 89% False False 27,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 673-2
2.618 655-5
1.618 644-7
1.000 638-2
0.618 634-1
HIGH 627-4
0.618 623-3
0.500 622-1
0.382 620-7
LOW 616-6
0.618 610-1
1.000 606-0
1.618 599-3
2.618 588-5
4.250 571-0
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 622-1 630-1
PP 621-5 627-0
S1 621-2 623-7

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

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