CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 667-4 676-4 9-0 1.3% 614-0
High 675-0 677-4 2-4 0.4% 665-0
Low 667-0 653-0 -14-0 -2.1% 613-6
Close 673-0 655-4 -17-4 -2.6% 662-2
Range 8-0 24-4 16-4 206.3% 51-2
ATR 12-6 13-5 0-7 6.6% 0-0
Volume 43,559 46,736 3,177 7.3% 256,655
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 735-4 720-0 669-0
R3 711-0 695-4 662-2
R2 686-4 686-4 660-0
R1 671-0 671-0 657-6 666-4
PP 662-0 662-0 662-0 659-6
S1 646-4 646-4 653-2 642-0
S2 637-4 637-4 651-0
S3 613-0 622-0 648-6
S4 588-4 597-4 642-0
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
5 677-4 640-0 37-4 5.7% 13-0 2.0% 41% True False 50,562
10 677-4 608-4 69-0 10.5% 12-4 1.9% 68% True False 45,715
20 677-4 608-4 69-0 10.5% 9-4 1.4% 68% True False 32,751
40 677-4 534-6 142-6 21.8% 8-6 1.3% 85% True False 30,551
60 677-4 534-6 142-6 21.8% 9-4 1.4% 85% True False 32,536
80 677-4 479-0 198-4 30.3% 10-0 1.5% 89% True False 32,463
100 677-4 462-0 215-4 32.9% 9-3 1.4% 90% True False 30,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 781-5
2.618 741-5
1.618 717-1
1.000 702-0
0.618 692-5
HIGH 677-4
0.618 668-1
0.500 665-2
0.382 662-3
LOW 653-0
0.618 637-7
1.000 628-4
1.618 613-3
2.618 588-7
4.250 548-7
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 665-2 664-3
PP 662-0 661-3
S1 658-6 658-4

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

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