CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 596-0 580-0 -16-0 -2.7% 576-4
High 596-0 580-0 -16-0 -2.7% 593-0
Low 585-0 571-0 -14-0 -2.4% 576-4
Close 585-0 576-0 -9-0 -1.5% 595-4
Range 11-0 9-0 -2-0 -18.2% 16-4
ATR 8-1 8-4 0-3 5.1% 0-0
Volume 1,536 3,389 1,853 120.6% 10,086
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 602-5 598-3 581-0
R3 593-5 589-3 578-4
R2 584-5 584-5 577-5
R1 580-3 580-3 576-7 578-0
PP 575-5 575-5 575-5 574-4
S1 571-3 571-3 575-1 569-0
S2 566-5 566-5 574-3
S3 557-5 562-3 573-4
S4 548-5 553-3 571-0
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 637-7 633-1 604-5
R3 621-3 616-5 600-0
R2 604-7 604-7 598-4
R1 600-1 600-1 597-0 602-4
PP 588-3 588-3 588-3 589-4
S1 583-5 583-5 594-0 586-0
S2 571-7 571-7 592-4
S3 555-3 567-1 591-0
S4 538-7 550-5 586-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 596-0 571-0 25-0 4.3% 6-4 1.1% 20% False True 2,389
10 596-0 562-4 33-4 5.8% 5-4 0.9% 40% False False 2,157
20 596-0 533-2 62-6 10.9% 4-6 0.8% 68% False False 2,739
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 0-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 618-2
2.618 603-4
1.618 594-4
1.000 589-0
0.618 585-4
HIGH 580-0
0.618 576-4
0.500 575-4
0.382 574-4
LOW 571-0
0.618 565-4
1.000 562-0
1.618 556-4
2.618 547-4
4.250 532-6
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 575-7 583-4
PP 575-5 581-0
S1 575-4 578-4

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

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