CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 615-0 620-6 5-6 0.9% 612-0
High 625-0 623-0 -2-0 -0.3% 625-0
Low 615-0 618-0 3-0 0.5% 598-4
Close 622-6 621-2 -1-4 -0.2% 622-6
Range 10-0 5-0 -5-0 -50.0% 26-4
ATR 10-6 10-3 -0-3 -3.8% 0-0
Volume 7,464 6,553 -911 -12.2% 29,997
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 635-6 633-4 624-0
R3 630-6 628-4 622-5
R2 625-6 625-6 622-1
R1 623-4 623-4 621-6 624-5
PP 620-6 620-6 620-6 621-2
S1 618-4 618-4 620-6 619-5
S2 615-6 615-6 620-3
S3 610-6 613-4 619-7
S4 605-6 608-4 618-4
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 694-7 685-3 637-3
R3 668-3 658-7 630-0
R2 641-7 641-7 627-5
R1 632-3 632-3 625-1 637-1
PP 615-3 615-3 615-3 617-6
S1 605-7 605-7 620-3 610-5
S2 588-7 588-7 617-7
S3 562-3 579-3 615-4
S4 535-7 552-7 608-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 625-0 598-4 26-4 4.3% 10-5 1.7% 86% False False 7,310
10 625-0 574-4 50-4 8.1% 8-4 1.4% 93% False False 7,921
20 625-0 570-0 55-0 8.9% 8-0 1.3% 93% False False 5,148
40 625-0 524-0 101-0 16.3% 5-5 0.9% 96% False False 3,964
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 644-2
2.618 636-1
1.618 631-1
1.000 628-0
0.618 626-1
HIGH 623-0
0.618 621-1
0.500 620-4
0.382 619-7
LOW 618-0
0.618 614-7
1.000 613-0
1.618 609-7
2.618 604-7
4.250 596-6
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 621-0 618-1
PP 620-6 614-7
S1 620-4 611-6

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

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