CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 626-0 640-0 14-0 2.2% 642-4
High 627-4 649-4 22-0 3.5% 643-4
Low 619-4 640-0 20-4 3.3% 608-4
Close 620-0 644-2 24-2 3.9% 608-4
Range 8-0 9-4 1-4 18.8% 35-0
ATR 11-0 12-3 1-3 11.9% 0-0
Volume 36,975 33,547 -3,428 -9.3% 150,105
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 673-1 668-1 649-4
R3 663-5 658-5 646-7
R2 654-1 654-1 646-0
R1 649-1 649-1 645-1 651-5
PP 644-5 644-5 644-5 645-6
S1 639-5 639-5 643-3 642-1
S2 635-1 635-1 642-4
S3 625-5 630-1 641-5
S4 616-1 620-5 639-0
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
5 649-4 608-4 41-0 6.4% 10-2 1.6% 87% True False 41,558
10 649-4 608-4 41-0 6.4% 10-1 1.6% 87% True False 31,572
20 649-4 594-2 55-2 8.6% 8-2 1.3% 90% True False 26,085
40 649-4 534-6 114-6 17.8% 8-4 1.3% 95% True False 29,160
60 649-4 534-6 114-6 17.8% 9-2 1.4% 95% True False 31,035
80 649-4 479-0 170-4 26.5% 9-6 1.5% 97% True False 30,977
100 649-4 444-4 205-0 31.8% 9-0 1.4% 97% True False 29,194
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 1-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 689-7
2.618 674-3
1.618 664-7
1.000 659-0
0.618 655-3
HIGH 649-4
0.618 645-7
0.500 644-6
0.382 643-5
LOW 640-0
0.618 634-1
1.000 630-4
1.618 624-5
2.618 615-1
4.250 599-5
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 644-6 640-0
PP 644-5 635-7
S1 644-3 631-5

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

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