CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 610-6 617-4 6-6 1.1% 612-0
High 613-0 625-0 12-0 2.0% 625-0
Low 607-4 617-4 10-0 1.6% 598-4
Close 612-6 624-6 12-0 2.0% 622-6
Range 5-4 7-4 2-0 36.4% 26-4
ATR 10-5 10-6 0-1 1.1% 0-0
Volume 6,571 4,964 -1,607 -24.5% 29,997
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 644-7 642-3 628-7
R3 637-3 634-7 626-6
R2 629-7 629-7 626-1
R1 627-3 627-3 625-4 628-5
PP 622-3 622-3 622-3 623-0
S1 619-7 619-7 624-0 621-1
S2 614-7 614-7 623-3
S3 607-3 612-3 622-6
S4 599-7 604-7 620-5
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 4.2% 9-1 1.5% 99% True False 6,859
10 625-0 594-6 30-2 4.8% 8-5 1.4% 99% True False 7,701
20 625-0 570-0 55-0 8.8% 8-2 1.3% 100% True False 5,572
40 625-0 524-0 101-0 16.2% 6-0 1.0% 100% True False 4,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 656-7
2.618 644-5
1.618 637-1
1.000 632-4
0.618 629-5
HIGH 625-0
0.618 622-1
0.500 621-2
0.382 620-3
LOW 617-4
0.618 612-7
1.000 610-0
1.618 605-3
2.618 597-7
4.250 585-5
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 623-5 621-7
PP 622-3 619-1
S1 621-2 616-2

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

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