CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 661-0 665-4 4-4 0.7% 667-4
High 661-4 675-0 13-4 2.0% 680-4
Low 654-4 663-0 8-4 1.3% 642-0
Close 659-0 672-6 13-6 2.1% 671-2
Range 7-0 12-0 5-0 71.4% 38-4
ATR 14-0 14-1 0-1 1.1% 0-0
Volume 44,705 37,873 -6,832 -15.3% 202,086
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 706-2 701-4 679-3
R3 694-2 689-4 676-0
R2 682-2 682-2 675-0
R1 677-4 677-4 673-7 679-7
PP 670-2 670-2 670-2 671-4
S1 665-4 665-4 671-5 667-7
S2 658-2 658-2 670-4
S3 646-2 653-4 669-4
S4 634-2 641-4 666-1
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 780-1 764-1 692-3
R3 741-5 725-5 681-7
R2 703-1 703-1 678-2
R1 687-1 687-1 674-6 695-1
PP 664-5 664-5 664-5 668-4
S1 648-5 648-5 667-6 656-5
S2 626-1 626-1 664-2
S3 587-5 610-1 660-5
S4 549-1 571-5 650-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 680-4 642-0 38-4 5.7% 13-0 1.9% 80% False False 47,941
10 680-4 640-0 40-4 6.0% 13-0 1.9% 81% False False 49,251
20 680-4 608-4 72-0 10.7% 11-4 1.7% 89% False False 39,965
40 680-4 555-4 125-0 18.6% 9-2 1.4% 94% False False 32,536
60 680-4 534-6 145-6 21.7% 9-5 1.4% 95% False False 34,139
80 680-4 479-0 201-4 30.0% 10-0 1.5% 96% False False 34,027
100 680-4 473-0 207-4 30.8% 9-7 1.5% 96% False False 32,540
120 680-4 436-0 244-4 36.3% 9-2 1.4% 97% False False 29,640
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 0-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 726-0
2.618 706-3
1.618 694-3
1.000 687-0
0.618 682-3
HIGH 675-0
0.618 670-3
0.500 669-0
0.382 667-5
LOW 663-0
0.618 655-5
1.000 651-0
1.618 643-5
2.618 631-5
4.250 612-0
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 671-4 670-1
PP 670-2 667-3
S1 669-0 664-6

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

View Archives - Comment on this page... - Back to Index of Symbols