CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 622-2 610-4 -11-6 -1.9% 639-0
High 624-0 610-4 -13-4 -2.2% 641-0
Low 609-0 604-0 -5-0 -0.8% 604-0
Close 610-6 603-6 -7-0 -1.1% 603-6
Range 15-0 6-4 -8-4 -56.7% 37-0
ATR 11-5 11-3 -0-3 -3.0% 0-0
Volume 26,284 42,708 16,424 62.5% 139,065
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 625-5 621-1 607-3
R3 619-1 614-5 605-4
R2 612-5 612-5 605-0
R1 608-1 608-1 604-3 607-1
PP 606-1 606-1 606-1 605-4
S1 601-5 601-5 603-1 600-5
S2 599-5 599-5 602-4
S3 593-1 595-1 602-0
S4 586-5 588-5 600-1
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 727-2 702-4 624-1
R3 690-2 665-4 613-7
R2 653-2 653-2 610-4
R1 628-4 628-4 607-1 622-3
PP 616-2 616-2 616-2 613-2
S1 591-4 591-4 600-3 585-3
S2 579-2 579-2 597-0
S3 542-2 554-4 593-5
S4 505-2 517-4 583-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 641-0 604-0 37-0 6.1% 12-6 2.1% -1% False True 27,813
10 641-0 604-0 37-0 6.1% 9-5 1.6% -1% False True 21,422
20 641-0 576-0 65-0 10.8% 8-0 1.3% 43% False False 21,486
40 641-0 530-6 110-2 18.3% 9-4 1.6% 66% False False 22,538
60 641-0 530-6 110-2 18.3% 9-6 1.6% 66% False False 21,167
80 641-0 474-4 166-4 27.6% 10-2 1.7% 78% False False 20,035
100 641-0 438-0 203-0 33.6% 9-4 1.6% 82% False False 17,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 638-1
2.618 627-4
1.618 621-0
1.000 617-0
0.618 614-4
HIGH 610-4
0.618 608-0
0.500 607-2
0.382 606-4
LOW 604-0
0.618 600-0
1.000 597-4
1.618 593-4
2.618 587-0
4.250 576-3
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 607-2 616-0
PP 606-1 611-7
S1 604-7 607-7

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

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