CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 665-0 666-0 1-0 0.2% 651-0
High 673-2 678-6 5-4 0.8% 678-6
Low 659-0 659-4 0-4 0.1% 650-0
Close 662-4 678-4 16-0 2.4% 678-4
Range 14-2 19-2 5-0 35.1% 28-6
ATR 14-0 14-3 0-3 2.7% 0-0
Volume 161,056 151,614 -9,442 -5.9% 724,078
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 730-0 723-4 689-1
R3 710-6 704-2 683-6
R2 691-4 691-4 682-0
R1 685-0 685-0 680-2 688-2
PP 672-2 672-2 672-2 673-7
S1 665-6 665-6 676-6 669-0
S2 653-0 653-0 675-0
S3 633-6 646-4 673-2
S4 614-4 627-2 667-7
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 755-3 745-5 694-2
R3 726-5 716-7 686-3
R2 697-7 697-7 683-6
R1 688-1 688-1 681-1 693-0
PP 669-1 669-1 669-1 671-4
S1 659-3 659-3 675-7 664-2
S2 640-3 640-3 673-2
S3 611-5 630-5 670-5
S4 582-7 601-7 662-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 678-6 650-0 28-6 4.2% 11-4 1.7% 99% True False 144,815
10 678-6 639-4 39-2 5.8% 11-1 1.6% 99% True False 145,569
20 678-6 595-0 83-6 12.3% 12-7 1.9% 100% True False 164,874
40 678-6 567-4 111-2 16.4% 11-1 1.6% 100% True False 134,355
60 678-6 520-6 158-0 23.3% 11-6 1.7% 100% True False 140,487
80 678-6 520-6 158-0 23.3% 11-6 1.7% 100% True False 123,263
100 678-6 468-0 210-6 31.1% 11-7 1.7% 100% True False 111,142
120 678-6 429-4 249-2 36.7% 11-1 1.6% 100% True False 99,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 760-4
2.618 729-1
1.618 709-7
1.000 698-0
0.618 690-5
HIGH 678-6
0.618 671-3
0.500 669-1
0.382 666-7
LOW 659-4
0.618 647-5
1.000 640-2
1.618 628-3
2.618 609-1
4.250 577-6
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 675-3 675-2
PP 672-2 672-1
S1 669-1 668-7

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

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