CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 652-0 667-4 15-4 2.4% 614-0
High 665-0 675-0 10-0 1.5% 665-0
Low 651-2 667-0 15-6 2.4% 613-6
Close 662-2 673-0 10-6 1.6% 662-2
Range 13-6 8-0 -5-6 -41.8% 51-2
ATR 12-6 12-6 0-0 0.0% 0-0
Volume 54,385 43,559 -10,826 -19.9% 256,655
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 695-5 692-3 677-3
R3 687-5 684-3 675-2
R2 679-5 679-5 674-4
R1 676-3 676-3 673-6 678-0
PP 671-5 671-5 671-5 672-4
S1 668-3 668-3 672-2 670-0
S2 663-5 663-5 671-4
S3 655-5 660-3 670-6
S4 647-5 652-3 668-5
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
5 675-0 619-4 55-4 8.2% 9-6 1.4% 96% True False 48,609
10 675-0 608-4 66-4 9.9% 11-1 1.7% 97% True False 43,278
20 675-0 608-4 66-4 9.9% 8-4 1.3% 97% True False 31,703
40 675-0 534-6 140-2 20.8% 8-4 1.3% 99% True False 30,270
60 675-0 534-6 140-2 20.8% 9-1 1.4% 99% True False 32,281
80 675-0 479-0 196-0 29.1% 9-7 1.5% 99% True False 32,175
100 675-0 454-6 220-2 32.7% 9-2 1.4% 99% True False 30,446
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 1-1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 709-0
2.618 696-0
1.618 688-0
1.000 683-0
0.618 680-0
HIGH 675-0
0.618 672-0
0.500 671-0
0.382 670-0
LOW 667-0
0.618 662-0
1.000 659-0
1.618 654-0
2.618 646-0
4.250 633-0
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 672-3 669-6
PP 671-5 666-3
S1 671-0 663-1

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

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