CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 670-4 669-0 -1-4 -0.2% 670-0
High 670-6 672-0 1-2 0.2% 675-0
Low 663-2 659-0 -4-2 -0.6% 654-4
Close 666-0 659-6 -6-2 -0.9% 659-6
Range 7-4 13-0 5-4 73.3% 20-4
ATR 13-6 13-6 0-0 -0.4% 0-0
Volume 42,977 21,134 -21,843 -50.8% 192,027
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 702-5 694-1 666-7
R3 689-5 681-1 663-3
R2 676-5 676-5 662-1
R1 668-1 668-1 661-0 665-7
PP 663-5 663-5 663-5 662-4
S1 655-1 655-1 658-4 652-7
S2 650-5 650-5 657-3
S3 637-5 642-1 656-1
S4 624-5 629-1 652-5
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 724-5 712-5 671-0
R3 704-1 692-1 665-3
R2 683-5 683-5 663-4
R1 671-5 671-5 661-5 667-3
PP 663-1 663-1 663-1 661-0
S1 651-1 651-1 657-7 646-7
S2 642-5 642-5 656-0
S3 622-1 630-5 654-1
S4 601-5 610-1 648-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 675-0 654-4 20-4 3.1% 9-2 1.4% 26% False False 38,405
10 680-4 642-0 38-4 5.8% 13-1 2.0% 46% False False 44,849
20 680-4 608-4 72-0 10.9% 11-6 1.8% 71% False False 41,128
40 680-4 568-4 112-0 17.0% 9-4 1.4% 81% False False 32,989
60 680-4 534-6 145-6 22.1% 9-6 1.5% 86% False False 34,435
80 680-4 509-2 171-2 26.0% 9-7 1.5% 88% False False 33,849
100 680-4 479-0 201-4 30.5% 9-7 1.5% 90% False False 32,538
120 680-4 436-0 244-4 37.1% 9-2 1.4% 92% False False 29,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 727-2
2.618 706-0
1.618 693-0
1.000 685-0
0.618 680-0
HIGH 672-0
0.618 667-0
0.500 665-4
0.382 664-0
LOW 659-0
0.618 651-0
1.000 646-0
1.618 638-0
2.618 625-0
4.250 603-6
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 665-4 667-0
PP 663-5 664-5
S1 661-5 662-1

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

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