CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 582-4 570-0 -12-4 -2.1% 596-0
High 585-0 576-0 -9-0 -1.5% 596-0
Low 574-2 570-0 -4-2 -0.7% 570-0
Close 575-2 569-4 -5-6 -1.0% 569-4
Range 10-6 6-0 -4-6 -44.2% 26-0
ATR 9-4 9-2 -0-2 -2.6% 0-0
Volume 3,476 2,513 -963 -27.7% 13,677
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 589-7 585-5 572-6
R3 583-7 579-5 571-1
R2 577-7 577-7 570-5
R1 573-5 573-5 570-0 572-6
PP 571-7 571-7 571-7 571-3
S1 567-5 567-5 569-0 566-6
S2 565-7 565-7 568-3
S3 559-7 561-5 567-7
S4 553-7 555-5 566-2
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 656-4 639-0 583-6
R3 630-4 613-0 576-5
R2 604-4 604-4 574-2
R1 587-0 587-0 571-7 582-6
PP 578-4 578-4 578-4 576-3
S1 561-0 561-0 567-1 556-6
S2 552-4 552-4 564-6
S3 526-4 535-0 562-3
S4 500-4 509-0 555-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 596-0 570-0 26-0 4.6% 10-6 1.9% -2% False True 2,735
10 596-0 570-0 26-0 4.6% 7-4 1.3% -2% False True 2,376
20 596-0 547-2 48-6 8.6% 5-3 0.9% 46% False False 2,693
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 601-4
2.618 591-6
1.618 585-6
1.000 582-0
0.618 579-6
HIGH 576-0
0.618 573-6
0.500 573-0
0.382 572-2
LOW 570-0
0.618 566-2
1.000 564-0
1.618 560-2
2.618 554-2
4.250 544-4
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 573-0 578-6
PP 571-7 575-5
S1 570-5 572-5

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

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