CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 625-4 613-4 -12-0 -1.9% 624-0
High 627-4 631-4 4-0 0.6% 640-0
Low 616-6 613-4 -3-2 -0.5% 624-0
Close 620-6 631-6 11-0 1.8% 640-0
Range 10-6 18-0 7-2 67.4% 16-0
ATR 10-0 10-5 0-5 5.7% 0-0
Volume 22,367 30,103 7,736 34.6% 98,305
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 679-5 673-5 641-5
R3 661-5 655-5 636-6
R2 643-5 643-5 635-0
R1 637-5 637-5 633-3 640-5
PP 625-5 625-5 625-5 627-0
S1 619-5 619-5 630-1 622-5
S2 607-5 607-5 628-4
S3 589-5 601-5 626-6
S4 571-5 583-5 621-7
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 682-5 677-3 648-6
R3 666-5 661-3 644-3
R2 650-5 650-5 642-7
R1 645-3 645-3 641-4 648-0
PP 634-5 634-5 634-5 636-0
S1 629-3 629-3 638-4 632-0
S2 618-5 618-5 637-1
S3 602-5 613-3 635-5
S4 586-5 597-3 631-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 643-4 613-4 30-0 4.7% 10-0 1.6% 61% False True 21,587
10 643-4 613-4 30-0 4.7% 7-6 1.2% 61% False True 20,580
20 643-4 570-0 73-4 11.6% 7-5 1.2% 84% False False 21,906
40 643-4 534-6 108-6 17.2% 9-2 1.5% 89% False False 30,254
60 643-4 534-6 108-6 17.2% 9-4 1.5% 89% False False 30,848
80 643-4 479-0 164-4 26.0% 9-6 1.5% 93% False False 30,172
100 643-4 444-4 199-0 31.5% 8-7 1.4% 94% False False 27,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-4
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 708-0
2.618 678-5
1.618 660-5
1.000 649-4
0.618 642-5
HIGH 631-4
0.618 624-5
0.500 622-4
0.382 620-3
LOW 613-4
0.618 602-3
1.000 595-4
1.618 584-3
2.618 566-3
4.250 537-0
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 628-5 630-5
PP 625-5 629-5
S1 622-4 628-4

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

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