CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 642-0 667-0 25-0 3.9% 667-4
High 668-0 680-4 12-4 1.9% 680-4
Low 642-0 667-0 25-0 3.9% 642-0
Close 668-0 671-2 3-2 0.5% 671-2
Range 26-0 13-4 -12-4 -48.1% 38-4
ATR 14-4 14-3 -0-1 -0.5% 0-0
Volume 55,597 56,194 597 1.1% 202,086
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 713-3 705-7 678-5
R3 699-7 692-3 675-0
R2 686-3 686-3 673-6
R1 678-7 678-7 672-4 682-5
PP 672-7 672-7 672-7 674-6
S1 665-3 665-3 670-0 669-1
S2 659-3 659-3 668-6
S3 645-7 651-7 667-4
S4 632-3 638-3 663-7
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 780-1 764-1 692-3
R3 741-5 725-5 681-7
R2 703-1 703-1 678-2
R1 687-1 687-1 674-6 695-1
PP 664-5 664-5 664-5 668-4
S1 648-5 648-5 667-6 656-5
S2 626-1 626-1 664-2
S3 587-5 610-1 660-5
S4 549-1 571-5 650-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 680-4 642-0 38-4 5.7% 17-1 2.6% 76% True False 51,294
10 680-4 608-4 72-0 10.7% 13-2 2.0% 87% True False 50,272
20 680-4 608-4 72-0 10.7% 11-0 1.6% 87% True False 36,584
40 680-4 555-4 125-0 18.6% 8-7 1.3% 93% True False 31,287
60 680-4 534-6 145-6 21.7% 9-6 1.5% 94% True False 33,449
80 680-4 479-0 201-4 30.0% 10-2 1.5% 95% True False 33,352
100 680-4 463-4 217-0 32.3% 9-6 1.5% 96% True False 31,728
120 680-4 427-4 253-0 37.7% 9-2 1.4% 96% True False 28,851
Crabel Price Patterns
NR True
NR4 False
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 0-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 737-7
2.618 715-7
1.618 702-3
1.000 694-0
0.618 688-7
HIGH 680-4
0.618 675-3
0.500 673-6
0.382 672-1
LOW 667-0
0.618 658-5
1.000 653-4
1.618 645-1
2.618 631-5
4.250 609-5
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 673-6 667-7
PP 672-7 664-5
S1 672-1 661-2

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

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