CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 670-0 661-0 -9-0 -1.3% 667-4
High 672-0 661-4 -10-4 -1.6% 680-4
Low 665-4 654-4 -11-0 -1.7% 642-0
Close 669-4 659-0 -10-4 -1.6% 671-2
Range 6-4 7-0 0-4 7.7% 38-4
ATR 13-7 14-0 0-1 0.6% 0-0
Volume 45,338 44,705 -633 -1.4% 202,086
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 679-3 676-1 662-7
R3 672-3 669-1 660-7
R2 665-3 665-3 660-2
R1 662-1 662-1 659-5 660-2
PP 658-3 658-3 658-3 657-3
S1 655-1 655-1 658-3 653-2
S2 651-3 651-3 657-6
S3 644-3 648-1 657-1
S4 637-3 641-1 655-1
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 5.8% 15-4 2.4% 44% False False 49,714
10 680-4 619-4 61-0 9.3% 12-5 1.9% 65% False False 49,161
20 680-4 608-4 72-0 10.9% 11-1 1.7% 70% False False 38,822
40 680-4 555-4 125-0 19.0% 9-0 1.4% 83% False False 31,865
60 680-4 534-6 145-6 22.1% 9-5 1.5% 85% False False 34,014
80 680-4 479-0 201-4 30.6% 10-0 1.5% 89% False False 34,019
100 680-4 470-0 210-4 31.9% 9-6 1.5% 90% False False 32,346
120 680-4 436-0 244-4 37.1% 9-2 1.4% 91% False False 29,449
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 0-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 691-2
2.618 679-7
1.618 672-7
1.000 668-4
0.618 665-7
HIGH 661-4
0.618 658-7
0.500 658-0
0.382 657-1
LOW 654-4
0.618 650-1
1.000 647-4
1.618 643-1
2.618 636-1
4.250 624-6
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 658-5 667-4
PP 658-3 664-5
S1 658-0 661-7

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

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