CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 615-0 620-4 5-4 0.9% 607-0
High 622-6 626-4 3-6 0.6% 622-6
Low 615-0 620-4 5-4 0.9% 606-0
Close 622-0 623-0 1-0 0.2% 622-0
Range 7-6 6-0 -1-6 -22.6% 16-6
ATR 10-3 10-1 -0-3 -3.0% 0-0
Volume 23,447 14,366 -9,081 -38.7% 78,099
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 641-3 638-1 626-2
R3 635-3 632-1 624-5
R2 629-3 629-3 624-1
R1 626-1 626-1 623-4 627-6
PP 623-3 623-3 623-3 624-1
S1 620-1 620-1 622-4 621-6
S2 617-3 617-3 621-7
S3 611-3 614-1 621-3
S4 605-3 608-1 619-6
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 667-1 661-3 631-2
R3 650-3 644-5 626-5
R2 633-5 633-5 625-1
R1 627-7 627-7 623-4 630-6
PP 616-7 616-7 616-7 618-3
S1 611-1 611-1 620-4 614-0
S2 600-1 600-1 618-7
S3 583-3 594-3 617-3
S4 566-5 577-5 612-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 626-4 606-0 20-4 3.3% 5-3 0.9% 83% True False 18,493
10 626-4 590-0 36-4 5.9% 6-3 1.0% 90% True False 19,736
20 626-4 551-2 75-2 12.1% 7-7 1.3% 95% True False 22,080
40 626-4 530-6 95-6 15.4% 9-3 1.5% 96% True False 21,986
60 626-4 474-4 152-0 24.4% 10-2 1.6% 98% True False 20,691
80 626-4 464-0 162-4 26.1% 9-7 1.6% 98% True False 18,963
100 626-4 428-2 198-2 31.8% 9-2 1.5% 98% True False 16,290
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 652-0
2.618 642-2
1.618 636-2
1.000 632-4
0.618 630-2
HIGH 626-4
0.618 624-2
0.500 623-4
0.382 622-6
LOW 620-4
0.618 616-6
1.000 614-4
1.618 610-6
2.618 604-6
4.250 595-0
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 623-4 621-6
PP 623-3 620-4
S1 623-1 619-2

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

View Archives - Comment on this page... - Back to Index of Symbols