CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 570-4 582-4 12-0 2.1% 576-4
High 587-4 585-0 -2-4 -0.4% 593-0
Low 570-4 574-2 3-6 0.7% 576-4
Close 587-4 575-2 -12-2 -2.1% 595-4
Range 17-0 10-6 -6-2 -36.8% 16-4
ATR 9-1 9-4 0-2 3.2% 0-0
Volume 2,763 3,476 713 25.8% 10,086
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 610-3 603-5 581-1
R3 599-5 592-7 578-2
R2 588-7 588-7 577-2
R1 582-1 582-1 576-2 580-1
PP 578-1 578-1 578-1 577-2
S1 571-3 571-3 574-2 569-3
S2 567-3 567-3 573-2
S3 556-5 560-5 572-2
S4 545-7 549-7 569-3
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 637-7 633-1 604-5
R3 621-3 616-5 600-0
R2 604-7 604-7 598-4
R1 600-1 600-1 597-0 602-4
PP 588-3 588-3 588-3 589-4
S1 583-5 583-5 594-0 586-0
S2 571-7 571-7 592-4
S3 555-3 567-1 591-0
S4 538-7 550-5 586-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 596-0 570-4 25-4 4.4% 10-3 1.8% 19% False False 2,790
10 596-0 570-4 25-4 4.4% 7-4 1.3% 19% False False 2,425
20 596-0 546-4 49-4 8.6% 5-1 0.9% 58% False False 2,716
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 630-6
2.618 613-1
1.618 602-3
1.000 595-6
0.618 591-5
HIGH 585-0
0.618 580-7
0.500 579-5
0.382 578-3
LOW 574-2
0.618 567-5
1.000 563-4
1.618 556-7
2.618 546-1
4.250 528-4
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 579-5 579-0
PP 578-1 577-6
S1 576-6 576-4

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

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