CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 710-4 715-4 5-0 0.7% 717-2
High 724-4 725-2 0-6 0.1% 725-2
Low 710-4 713-0 2-4 0.4% 691-4
Close 723-0 720-2 -2-6 -0.4% 720-2
Range 14-0 12-2 -1-6 -12.5% 33-6
ATR 13-4 13-4 -0-1 -0.7% 0-0
Volume 130,453 86,129 -44,324 -34.0% 582,623
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 756-2 750-4 727-0
R3 744-0 738-2 723-5
R2 731-6 731-6 722-4
R1 726-0 726-0 721-3 728-7
PP 719-4 719-4 719-4 721-0
S1 713-6 713-6 719-1 716-5
S2 707-2 707-2 718-0
S3 695-0 701-4 716-7
S4 682-6 689-2 713-4
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 813-5 800-5 738-6
R3 779-7 766-7 729-4
R2 746-1 746-1 726-4
R1 733-1 733-1 723-3 739-5
PP 712-3 712-3 712-3 715-4
S1 699-3 699-3 717-1 705-7
S2 678-5 678-5 714-0
S3 644-7 665-5 711-0
S4 611-1 631-7 701-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 725-2 691-4 33-6 4.7% 12-4 1.7% 85% True False 116,524
10 725-2 680-0 45-2 6.3% 10-6 1.5% 89% True False 113,792
20 725-2 650-0 75-2 10.4% 10-5 1.5% 93% True False 79,468
40 725-2 604-0 121-2 16.8% 11-0 1.5% 96% True False 55,787
60 725-2 551-2 174-0 24.2% 9-6 1.4% 97% True False 44,675
80 725-2 530-6 194-4 27.0% 10-2 1.4% 97% True False 38,752
100 725-2 474-4 250-6 34.8% 10-6 1.5% 98% True False 34,560
120 725-2 459-2 266-0 36.9% 10-2 1.4% 98% True False 31,014
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1-5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 777-2
2.618 757-3
1.618 745-1
1.000 737-4
0.618 732-7
HIGH 725-2
0.618 720-5
0.500 719-1
0.382 717-5
LOW 713-0
0.618 705-3
1.000 700-6
1.618 693-1
2.618 680-7
4.250 661-0
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 719-7 716-4
PP 719-4 712-7
S1 719-1 709-1

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

View Archives - Comment on this page... - Back to Index of Symbols