CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 715-4 708-4 -7-0 -1.0% 717-2
High 725-2 709-4 -15-6 -2.2% 725-2
Low 713-0 690-2 -22-6 -3.2% 691-4
Close 720-2 690-2 -30-0 -4.2% 720-2
Range 12-2 19-2 7-0 57.1% 33-6
ATR 13-4 14-5 1-1 8.8% 0-0
Volume 86,129 105,579 19,450 22.6% 582,623
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 754-3 741-5 700-7
R3 735-1 722-3 695-4
R2 715-7 715-7 693-6
R1 703-1 703-1 692-0 699-7
PP 696-5 696-5 696-5 695-0
S1 683-7 683-7 688-4 680-5
S2 677-3 677-3 686-6
S3 658-1 664-5 685-0
S4 638-7 645-3 679-5
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
5 725-2 690-2 35-0 5.1% 14-0 2.0% 0% False True 112,983
10 725-2 680-0 45-2 6.6% 11-5 1.7% 23% False False 119,834
20 725-2 650-0 75-2 10.9% 11-1 1.6% 53% False False 83,082
40 725-2 604-0 121-2 17.6% 11-2 1.6% 71% False False 57,840
60 725-2 551-2 174-0 25.2% 10-0 1.5% 80% False False 46,100
80 725-2 530-6 194-4 28.2% 10-3 1.5% 82% False False 39,863
100 725-2 474-4 250-6 36.3% 10-6 1.6% 86% False False 35,539
120 725-2 464-0 261-2 37.8% 10-3 1.5% 87% False False 31,854
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 1-5
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 791-2
2.618 759-7
1.618 740-5
1.000 728-6
0.618 721-3
HIGH 709-4
0.618 702-1
0.500 699-7
0.382 697-5
LOW 690-2
0.618 678-3
1.000 671-0
1.618 659-1
2.618 639-7
4.250 608-4
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 699-7 707-6
PP 696-5 701-7
S1 693-4 696-1

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

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