CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 626-0 613-4 -12-4 -2.0% 642-4
High 629-0 616-0 -13-0 -2.1% 643-4
Low 615-0 608-4 -6-4 -1.1% 608-4
Close 615-0 608-4 -6-4 -1.1% 608-4
Range 14-0 7-4 -6-4 -46.4% 35-0
ATR 11-0 10-6 -0-2 -2.3% 0-0
Volume 36,122 43,981 7,859 21.8% 150,105
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 633-4 628-4 612-5
R3 626-0 621-0 610-4
R2 618-4 618-4 609-7
R1 613-4 613-4 609-2 612-2
PP 611-0 611-0 611-0 610-3
S1 606-0 606-0 607-6 604-6
S2 603-4 603-4 607-1
S3 596-0 598-4 606-4
S4 588-4 591-0 604-3
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 725-1 701-7 627-6
R3 690-1 666-7 618-1
R2 655-1 655-1 614-7
R1 631-7 631-7 611-6 626-0
PP 620-1 620-1 620-1 617-2
S1 596-7 596-7 605-2 591-0
S2 585-1 585-1 602-1
S3 550-1 561-7 598-7
S4 515-1 526-7 589-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643-4 608-4 35-0 5.8% 12-0 2.0% 0% False True 30,021
10 643-4 608-4 35-0 5.8% 8-6 1.4% 0% False True 24,841
20 643-4 582-0 61-4 10.1% 7-4 1.2% 43% False False 23,156
40 643-4 534-6 108-6 17.9% 9-0 1.5% 68% False False 29,533
60 643-4 534-6 108-6 17.9% 9-1 1.5% 68% False False 30,338
80 643-4 479-0 164-4 27.0% 9-6 1.6% 79% False False 30,501
100 643-4 444-4 199-0 32.7% 9-0 1.5% 82% False False 28,435
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 647-7
2.618 635-5
1.618 628-1
1.000 623-4
0.618 620-5
HIGH 616-0
0.618 613-1
0.500 612-2
0.382 611-3
LOW 608-4
0.618 603-7
1.000 601-0
1.618 596-3
2.618 588-7
4.250 576-5
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 612-2 620-0
PP 611-0 616-1
S1 609-6 612-3

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

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