CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 617-0 598-4 -18-4 -3.0% 574-4
High 619-0 616-0 -3-0 -0.5% 609-4
Low 603-4 598-4 -5-0 -0.8% 574-4
Close 605-2 616-2 11-0 1.8% 609-4
Range 15-4 17-4 2-0 12.9% 35-0
ATR 10-2 10-6 0-4 5.0% 0-0
Volume 7,122 8,746 1,624 22.8% 42,663
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 662-6 657-0 625-7
R3 645-2 639-4 621-0
R2 627-6 627-6 619-4
R1 622-0 622-0 617-7 624-7
PP 610-2 610-2 610-2 611-6
S1 604-4 604-4 614-5 607-3
S2 592-6 592-6 613-0
S3 575-2 587-0 611-4
S4 557-6 569-4 606-5
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
5 619-0 598-4 20-4 3.3% 10-1 1.6% 87% False True 8,344
10 619-0 570-0 49-0 8.0% 8-5 1.4% 94% False False 7,118
20 619-0 569-6 49-2 8.0% 7-5 1.2% 94% False False 4,701
40 619-0 502-0 117-0 19.0% 5-6 0.9% 98% False False 3,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 690-3
2.618 661-7
1.618 644-3
1.000 633-4
0.618 626-7
HIGH 616-0
0.618 609-3
0.500 607-2
0.382 605-1
LOW 598-4
0.618 587-5
1.000 581-0
1.618 570-1
2.618 552-5
4.250 524-1
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 613-2 613-6
PP 610-2 611-2
S1 607-2 608-6

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

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