CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 620-2 621-0 0-6 0.1% 620-6
High 620-2 623-0 2-6 0.4% 625-0
Low 618-0 612-0 -6-0 -1.0% 607-4
Close 617-6 611-6 -6-0 -1.0% 611-6
Range 2-2 11-0 8-6 388.9% 17-4
ATR 10-3 10-4 0-0 0.4% 0-0
Volume 5,329 3,136 -2,193 -41.2% 26,553
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 648-5 641-1 617-6
R3 637-5 630-1 614-6
R2 626-5 626-5 613-6
R1 619-1 619-1 612-6 617-3
PP 615-5 615-5 615-5 614-6
S1 608-1 608-1 610-6 606-3
S2 604-5 604-5 609-6
S3 593-5 597-1 608-6
S4 582-5 586-1 605-6
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 667-2 657-0 621-3
R3 649-6 639-4 616-4
R2 632-2 632-2 615-0
R1 622-0 622-0 613-3 618-3
PP 614-6 614-6 614-6 613-0
S1 604-4 604-4 610-1 600-7
S2 597-2 597-2 608-4
S3 579-6 587-0 607-0
S4 562-2 569-4 602-1
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 2.9% 6-2 1.0% 24% False False 5,310
10 625-0 598-4 26-4 4.3% 8-5 1.4% 50% False False 6,501
20 625-0 570-0 55-0 9.0% 8-4 1.4% 76% False False 5,783
40 625-0 533-2 91-6 15.0% 6-2 1.0% 86% False False 4,296
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 669-6
2.618 651-6
1.618 640-6
1.000 634-0
0.618 629-6
HIGH 623-0
0.618 618-6
0.500 617-4
0.382 616-2
LOW 612-0
0.618 605-2
1.000 601-0
1.618 594-2
2.618 583-2
4.250 565-2
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 617-4 618-4
PP 615-5 616-2
S1 613-5 614-0

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

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