CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 617-4 620-2 2-6 0.4% 612-0
High 625-0 620-2 -4-6 -0.8% 625-0
Low 617-4 618-0 0-4 0.1% 598-4
Close 624-6 617-6 -7-0 -1.1% 622-6
Range 7-4 2-2 -5-2 -70.0% 26-4
ATR 10-6 10-3 -0-2 -2.6% 0-0
Volume 4,964 5,329 365 7.4% 29,997
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 625-3 623-7 619-0
R3 623-1 621-5 618-3
R2 620-7 620-7 618-1
R1 619-3 619-3 618-0 619-0
PP 618-5 618-5 618-5 618-4
S1 617-1 617-1 617-4 616-6
S2 616-3 616-3 617-3
S3 614-1 614-7 617-1
S4 611-7 612-5 616-4
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 694-7 685-3 637-3
R3 668-3 658-7 630-0
R2 641-7 641-7 627-5
R1 632-3 632-3 625-1 637-1
PP 615-3 615-3 615-3 617-6
S1 605-7 605-7 620-3 610-5
S2 588-7 588-7 617-7
S3 562-3 579-3 615-4
S4 535-7 552-7 608-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 625-0 607-4 17-4 2.8% 6-0 1.0% 59% False False 6,176
10 625-0 598-4 26-4 4.3% 8-1 1.3% 73% False False 7,260
20 625-0 570-0 55-0 8.9% 8-0 1.3% 87% False False 5,727
40 625-0 533-2 91-6 14.9% 6-0 1.0% 92% False False 4,284
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 629-6
2.618 626-1
1.618 623-7
1.000 622-4
0.618 621-5
HIGH 620-2
0.618 619-3
0.500 619-1
0.382 618-7
LOW 618-0
0.618 616-5
1.000 615-6
1.618 614-3
2.618 612-1
4.250 608-4
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 619-1 617-2
PP 618-5 616-6
S1 618-2 616-2

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

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