CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 613-4 614-0 0-4 0.1% 642-4
High 616-0 626-0 10-0 1.6% 643-4
Low 608-4 613-6 5-2 0.9% 608-4
Close 608-4 620-2 11-6 1.9% 608-4
Range 7-4 12-2 4-6 63.3% 35-0
ATR 10-6 11-2 0-4 4.4% 0-0
Volume 43,981 57,165 13,184 30.0% 150,105
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 656-6 650-6 627-0
R3 644-4 638-4 623-5
R2 632-2 632-2 622-4
R1 626-2 626-2 621-3 629-2
PP 620-0 620-0 620-0 621-4
S1 614-0 614-0 619-1 617-0
S2 607-6 607-6 618-0
S3 595-4 601-6 616-7
S4 583-2 589-4 613-4
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 725-1 701-7 627-6
R3 690-1 666-7 618-1
R2 655-1 655-1 614-7
R1 631-7 631-7 611-6 626-0
PP 620-1 620-1 620-1 617-2
S1 596-7 596-7 605-2 591-0
S2 585-1 585-1 602-1
S3 550-1 561-7 598-7
S4 515-1 526-7 589-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 631-4 608-4 23-0 3.7% 12-4 2.0% 51% False False 37,947
10 643-4 608-4 35-0 5.6% 9-5 1.5% 34% False False 28,483
20 643-4 594-2 49-2 7.9% 7-6 1.3% 53% False False 24,986
40 643-4 534-6 108-6 17.5% 9-0 1.5% 79% False False 29,641
60 643-4 534-6 108-6 17.5% 9-1 1.5% 79% False False 30,680
80 643-4 479-0 164-4 26.5% 9-7 1.6% 86% False False 30,864
100 643-4 444-4 199-0 32.1% 9-1 1.5% 88% False False 28,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 678-0
2.618 658-1
1.618 645-7
1.000 638-2
0.618 633-5
HIGH 626-0
0.618 621-3
0.500 619-7
0.382 618-3
LOW 613-6
0.618 606-1
1.000 601-4
1.618 593-7
2.618 581-5
4.250 561-6
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 620-1 619-6
PP 620-0 619-2
S1 619-7 618-6

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

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