CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 604-0 602-0 -2-0 -0.3% 574-4
High 608-6 609-4 0-6 0.1% 609-4
Low 603-6 602-0 -1-6 -0.3% 574-4
Close 608-0 609-4 1-4 0.2% 609-4
Range 5-0 7-4 2-4 50.0% 35-0
ATR 10-3 10-1 -0-2 -2.0% 0-0
Volume 10,722 8,465 -2,257 -21.1% 42,663
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 629-4 627-0 613-5
R3 622-0 619-4 611-4
R2 614-4 614-4 610-7
R1 612-0 612-0 610-2 613-2
PP 607-0 607-0 607-0 607-5
S1 604-4 604-4 608-6 605-6
S2 599-4 599-4 608-1
S3 592-0 597-0 607-4
S4 584-4 589-4 605-3
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 702-7 691-1 628-6
R3 667-7 656-1 619-1
R2 632-7 632-7 615-7
R1 621-1 621-1 612-6 627-0
PP 597-7 597-7 597-7 600-6
S1 586-1 586-1 606-2 592-0
S2 562-7 562-7 603-1
S3 527-7 551-1 599-7
S4 492-7 516-1 590-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 609-4 574-4 35-0 5.7% 6-3 1.0% 100% True False 8,532
10 609-4 570-0 39-4 6.5% 8-4 1.4% 100% True False 5,634
20 609-4 560-0 49-4 8.1% 6-0 1.0% 100% True False 4,001
40 609-4 502-0 107-4 17.6% 5-4 0.9% 100% True False 3,443
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 641-3
2.618 629-1
1.618 621-5
1.000 617-0
0.618 614-1
HIGH 609-4
0.618 606-5
0.500 605-6
0.382 604-7
LOW 602-0
0.618 597-3
1.000 594-4
1.618 589-7
2.618 582-3
4.250 570-1
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 608-2 607-0
PP 607-0 604-5
S1 605-6 602-1

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

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