CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 570-0 574-4 4-4 0.8% 596-0
High 576-0 581-0 5-0 0.9% 596-0
Low 570-0 574-4 4-4 0.8% 570-0
Close 569-4 578-0 8-4 1.5% 569-4
Range 6-0 6-4 0-4 8.3% 26-0
ATR 9-2 9-3 0-1 1.8% 0-0
Volume 2,513 7,509 4,996 198.8% 13,677
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 597-3 594-1 581-5
R3 590-7 587-5 579-6
R2 584-3 584-3 579-2
R1 581-1 581-1 578-5 582-6
PP 577-7 577-7 577-7 578-5
S1 574-5 574-5 577-3 576-2
S2 571-3 571-3 576-6
S3 564-7 568-1 576-2
S4 558-3 561-5 574-3
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 656-4 639-0 583-6
R3 630-4 613-0 576-5
R2 604-4 604-4 574-2
R1 587-0 587-0 571-7 582-6
PP 578-4 578-4 578-4 576-3
S1 561-0 561-0 567-1 556-6
S2 552-4 552-4 564-6
S3 526-4 535-0 562-3
S4 500-4 509-0 555-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 587-4 570-0 17-4 3.0% 9-7 1.7% 46% False False 3,930
10 596-0 570-0 26-0 4.5% 7-6 1.3% 31% False False 2,912
20 596-0 547-2 48-6 8.4% 5-5 1.0% 63% False False 2,885
40 596-0 502-0 94-0 16.3% 5-7 1.0% 81% False False 3,036
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 0-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 608-5
2.618 598-0
1.618 591-4
1.000 587-4
0.618 585-0
HIGH 581-0
0.618 578-4
0.500 577-6
0.382 577-0
LOW 574-4
0.618 570-4
1.000 568-0
1.618 564-0
2.618 557-4
4.250 546-7
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 577-7 577-7
PP 577-7 577-5
S1 577-6 577-4

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

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