CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 691-0 682-4 -8-4 -1.2% 662-4
High 692-0 685-4 -6-4 -0.9% 689-4
Low 682-0 680-0 -2-0 -0.3% 661-0
Close 685-6 684-6 -1-0 -0.1% 689-2
Range 10-0 5-4 -4-4 -45.0% 28-4
ATR 13-2 12-6 -0-4 -4.0% 0-0
Volume 45,157 113,543 68,386 151.4% 226,939
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 699-7 697-7 687-6
R3 694-3 692-3 686-2
R2 688-7 688-7 685-6
R1 686-7 686-7 685-2 687-7
PP 683-3 683-3 683-3 684-0
S1 681-3 681-3 684-2 682-3
S2 677-7 677-7 683-6
S3 672-3 675-7 683-2
S4 666-7 670-3 681-6
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 765-3 755-7 704-7
R3 736-7 727-3 697-1
R2 708-3 708-3 694-4
R1 698-7 698-7 691-7 703-5
PP 679-7 679-7 679-7 682-2
S1 670-3 670-3 686-5 675-1
S2 651-3 651-3 684-0
S3 622-7 641-7 681-3
S4 594-3 613-3 673-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 692-0 670-0 22-0 3.2% 10-6 1.6% 67% False False 59,776
10 692-0 653-2 38-6 5.7% 10-5 1.6% 81% False False 53,179
20 692-0 613-0 79-0 11.5% 11-4 1.7% 91% False False 49,023
40 692-0 590-0 102-0 14.9% 9-7 1.4% 93% False False 35,295
60 692-0 530-6 161-2 23.5% 10-1 1.5% 96% False False 31,568
80 692-0 530-6 161-2 23.5% 10-2 1.5% 96% False False 28,211
100 692-0 474-4 217-4 31.8% 10-5 1.5% 97% False False 26,039
120 692-0 438-0 254-0 37.1% 9-7 1.4% 97% False False 23,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-4
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 708-7
2.618 699-7
1.618 694-3
1.000 691-0
0.618 688-7
HIGH 685-4
0.618 683-3
0.500 682-6
0.382 682-1
LOW 680-0
0.618 676-5
1.000 674-4
1.618 671-1
2.618 665-5
4.250 656-5
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 684-1 683-6
PP 683-3 682-5
S1 682-6 681-5

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

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