CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 574-4 580-4 6-0 1.0% 596-0
High 581-0 585-0 4-0 0.7% 596-0
Low 574-4 580-4 6-0 1.0% 570-0
Close 578-0 581-0 3-0 0.5% 569-4
Range 6-4 4-4 -2-0 -30.8% 26-0
ATR 9-3 9-2 -0-1 -1.8% 0-0
Volume 7,509 6,226 -1,283 -17.1% 13,677
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 595-5 592-7 583-4
R3 591-1 588-3 582-2
R2 586-5 586-5 581-7
R1 583-7 583-7 581-3 585-2
PP 582-1 582-1 582-1 582-7
S1 579-3 579-3 580-5 580-6
S2 577-5 577-5 580-1
S3 573-1 574-7 579-6
S4 568-5 570-3 578-4
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% 9-0 1.5% 63% False False 4,497
10 596-0 570-0 26-0 4.5% 7-6 1.3% 42% False False 3,443
20 596-0 547-2 48-6 8.4% 5-5 1.0% 69% False False 3,019
40 596-0 502-0 94-0 16.2% 5-6 1.0% 84% False False 3,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 604-1
2.618 596-6
1.618 592-2
1.000 589-4
0.618 587-6
HIGH 585-0
0.618 583-2
0.500 582-6
0.382 582-2
LOW 580-4
0.618 577-6
1.000 576-0
1.618 573-2
2.618 568-6
4.250 561-3
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 582-6 579-7
PP 582-1 578-5
S1 581-5 577-4

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

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