CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 676-4 642-0 -34-4 -5.1% 614-0
High 677-4 668-0 -9-4 -1.4% 665-0
Low 653-0 642-0 -11-0 -1.7% 613-6
Close 655-4 668-0 12-4 1.9% 662-2
Range 24-4 26-0 1-4 6.1% 51-2
ATR 13-5 14-4 0-7 6.5% 0-0
Volume 46,736 55,597 8,861 19.0% 256,655
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 737-3 728-5 682-2
R3 711-3 702-5 675-1
R2 685-3 685-3 672-6
R1 676-5 676-5 670-3 681-0
PP 659-3 659-3 659-3 661-4
S1 650-5 650-5 665-5 655-0
S2 633-3 633-3 663-2
S3 607-3 624-5 660-7
S4 581-3 598-5 653-6
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 800-6 782-6 690-4
R3 749-4 731-4 676-3
R2 698-2 698-2 671-5
R1 680-2 680-2 667-0 689-2
PP 647-0 647-0 647-0 651-4
S1 629-0 629-0 657-4 638-0
S2 595-6 595-6 652-7
S3 544-4 577-6 648-1
S4 493-2 526-4 634-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 677-4 642-0 35-4 5.3% 16-3 2.4% 73% False True 54,972
10 677-4 608-4 69-0 10.3% 13-2 2.0% 86% False False 48,265
20 677-4 608-4 69-0 10.3% 10-4 1.6% 86% False False 34,422
40 677-4 534-6 142-6 21.4% 9-1 1.4% 93% False False 30,907
60 677-4 534-6 142-6 21.4% 9-6 1.5% 93% False False 32,968
80 677-4 479-0 198-4 29.7% 10-2 1.5% 95% False False 32,842
100 677-4 463-4 214-0 32.0% 9-5 1.4% 96% False False 31,282
120 677-4 427-4 250-0 37.4% 9-2 1.4% 96% False False 28,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 778-4
2.618 736-1
1.618 710-1
1.000 694-0
0.618 684-1
HIGH 668-0
0.618 658-1
0.500 655-0
0.382 651-7
LOW 642-0
0.618 625-7
1.000 616-0
1.618 599-7
2.618 573-7
4.250 531-4
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 663-5 665-2
PP 659-3 662-4
S1 655-0 659-6

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

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