CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 664-6 662-4 -2-2 -0.3% 666-0
High 667-2 669-4 2-2 0.3% 671-6
Low 653-2 661-0 7-6 1.2% 650-0
Close 654-4 670-0 15-4 2.4% 654-4
Range 14-0 8-4 -5-4 -39.3% 21-6
ATR 14-0 14-1 0-1 0.5% 0-0
Volume 50,327 42,289 -8,038 -16.0% 224,498
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 692-3 689-5 674-5
R3 683-7 681-1 672-3
R2 675-3 675-3 671-4
R1 672-5 672-5 670-6 674-0
PP 666-7 666-7 666-7 667-4
S1 664-1 664-1 669-2 665-4
S2 658-3 658-3 668-4
S3 649-7 655-5 667-5
S4 641-3 647-1 665-3
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 724-0 711-0 666-4
R3 702-2 689-2 660-4
R2 680-4 680-4 658-4
R1 667-4 667-4 656-4 663-1
PP 658-6 658-6 658-6 656-4
S1 645-6 645-6 652-4 641-3
S2 637-0 637-0 650-4
S3 615-2 624-0 648-4
S4 593-4 602-2 642-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 671-6 650-0 21-6 3.2% 10-4 1.6% 92% False False 46,701
10 675-0 639-0 36-0 5.4% 13-0 1.9% 86% False False 45,011
20 675-0 604-0 71-0 10.6% 12-3 1.8% 93% False False 40,516
40 675-0 565-2 109-6 16.4% 9-7 1.5% 95% False False 31,270
60 675-0 530-6 144-2 21.5% 10-1 1.5% 97% False False 28,235
80 675-0 506-4 168-4 25.1% 10-4 1.6% 97% False False 25,584
100 675-0 474-4 200-4 29.9% 10-3 1.5% 98% False False 23,398
120 675-0 428-2 246-6 36.8% 9-6 1.4% 98% False False 20,608
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 705-5
2.618 691-6
1.618 683-2
1.000 678-0
0.618 674-6
HIGH 669-4
0.618 666-2
0.500 665-2
0.382 664-2
LOW 661-0
0.618 655-6
1.000 652-4
1.618 647-2
2.618 638-6
4.250 624-7
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 668-3 667-1
PP 666-7 664-2
S1 665-2 661-3

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

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