CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 612-0 617-0 5-0 0.8% 574-4
High 616-0 619-0 3-0 0.5% 609-4
Low 611-0 603-4 -7-4 -1.2% 574-4
Close 616-6 605-2 -11-4 -1.9% 609-4
Range 5-0 15-4 10-4 210.0% 35-0
ATR 9-7 10-2 0-3 4.1% 0-0
Volume 6,665 7,122 457 6.9% 42,663
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 655-6 646-0 613-6
R3 640-2 630-4 609-4
R2 624-6 624-6 608-1
R1 615-0 615-0 606-5 612-1
PP 609-2 609-2 609-2 607-6
S1 599-4 599-4 603-7 596-5
S2 593-6 593-6 602-3
S3 578-2 584-0 601-0
S4 562-6 568-4 596-6
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 702-7 691-1 628-6
R3 667-7 656-1 619-1
R2 632-7 632-7 615-7
R1 621-1 621-1 612-6 627-0
PP 597-7 597-7 597-7 600-6
S1 586-1 586-1 606-2 592-0
S2 562-7 562-7 603-1
S3 527-7 551-1 599-7
S4 492-7 516-1 590-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 619-0 594-6 24-2 4.0% 8-2 1.4% 43% True False 8,543
10 619-0 570-0 49-0 8.1% 8-5 1.4% 72% True False 6,520
20 619-0 562-4 56-4 9.3% 7-0 1.2% 76% True False 4,338
40 619-0 502-0 117-0 19.3% 5-4 0.9% 88% True False 3,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 684-7
2.618 659-5
1.618 644-1
1.000 634-4
0.618 628-5
HIGH 619-0
0.618 613-1
0.500 611-2
0.382 609-3
LOW 603-4
0.618 593-7
1.000 588-0
1.618 578-3
2.618 562-7
4.250 537-5
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 611-2 610-4
PP 609-2 608-6
S1 607-2 607-0

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

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