CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 613-4 626-0 12-4 2.0% 624-0
High 631-4 629-0 -2-4 -0.4% 640-0
Low 613-4 615-0 1-4 0.2% 624-0
Close 631-6 615-0 -16-6 -2.7% 640-0
Range 18-0 14-0 -4-0 -22.2% 16-0
ATR 10-5 11-0 0-4 4.1% 0-0
Volume 30,103 36,122 6,019 20.0% 98,305
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 661-5 652-3 622-6
R3 647-5 638-3 618-7
R2 633-5 633-5 617-5
R1 624-3 624-3 616-2 622-0
PP 619-5 619-5 619-5 618-4
S1 610-3 610-3 613-6 608-0
S2 605-5 605-5 612-3
S3 591-5 596-3 611-1
S4 577-5 582-3 607-2
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
5 643-4 613-4 30-0 4.9% 11-4 1.9% 5% False False 25,563
10 643-4 613-4 30-0 4.9% 8-6 1.4% 5% False False 22,895
20 643-4 582-0 61-4 10.0% 7-4 1.2% 54% False False 22,300
40 643-4 534-6 108-6 17.7% 9-0 1.5% 74% False False 30,258
60 643-4 534-6 108-6 17.7% 9-3 1.5% 74% False False 30,408
80 643-4 479-0 164-4 26.7% 9-6 1.6% 83% False False 30,361
100 643-4 444-4 199-0 32.4% 9-0 1.5% 86% False False 28,096
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 688-4
2.618 665-5
1.618 651-5
1.000 643-0
0.618 637-5
HIGH 629-0
0.618 623-5
0.500 622-0
0.382 620-3
LOW 615-0
0.618 606-3
1.000 601-0
1.618 592-3
2.618 578-3
4.250 555-4
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 622-0 622-4
PP 619-5 620-0
S1 617-3 617-4

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

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