CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 652-4 652-0 -0-4 -0.1% 614-0
High 661-4 665-0 3-4 0.5% 665-0
Low 652-0 651-2 -0-6 -0.1% 613-6
Close 656-4 662-2 5-6 0.9% 662-2
Range 9-4 13-6 4-2 44.7% 51-2
ATR 12-6 12-6 0-1 0.6% 0-0
Volume 74,583 54,385 -20,198 -27.1% 256,655
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 700-6 695-2 669-6
R3 687-0 681-4 666-0
R2 673-2 673-2 664-6
R1 667-6 667-6 663-4 670-4
PP 659-4 659-4 659-4 660-7
S1 654-0 654-0 661-0 656-6
S2 645-6 645-6 659-6
S3 632-0 640-2 658-4
S4 618-2 626-4 654-6
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 800-6 782-6 690-4
R3 749-4 731-4 676-3
R2 698-2 698-2 671-5
R1 680-2 680-2 667-0 689-2
PP 647-0 647-0 647-0 651-4
S1 629-0 629-0 657-4 638-0
S2 595-6 595-6 652-7
S3 544-4 577-6 648-1
S4 493-2 526-4 634-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 665-0 613-6 51-2 7.7% 10-5 1.6% 95% True False 51,331
10 665-0 608-4 56-4 8.5% 11-2 1.7% 95% True False 40,676
20 665-0 600-4 64-4 9.7% 8-5 1.3% 96% True False 30,249
40 665-0 534-6 130-2 19.7% 8-4 1.3% 98% True False 30,282
60 665-0 534-6 130-2 19.7% 9-2 1.4% 98% True False 32,370
80 665-0 479-0 186-0 28.1% 9-7 1.5% 99% True False 31,993
100 665-0 444-4 220-4 33.3% 9-2 1.4% 99% True False 30,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 723-4
2.618 701-0
1.618 687-2
1.000 678-6
0.618 673-4
HIGH 665-0
0.618 659-6
0.500 658-1
0.382 656-4
LOW 651-2
0.618 642-6
1.000 637-4
1.618 629-0
2.618 615-2
4.250 592-6
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 660-7 659-0
PP 659-4 655-6
S1 658-1 652-4

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

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