CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 708-4 676-0 -32-4 -4.6% 717-2
High 709-4 705-0 -4-4 -0.6% 725-2
Low 690-2 676-0 -14-2 -2.1% 691-4
Close 690-2 702-2 12-0 1.7% 720-2
Range 19-2 29-0 9-6 50.6% 33-6
ATR 14-5 15-5 1-0 7.0% 0-0
Volume 105,579 170,203 64,624 61.2% 582,623
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 781-3 770-7 718-2
R3 752-3 741-7 710-2
R2 723-3 723-3 707-5
R1 712-7 712-7 704-7 718-1
PP 694-3 694-3 694-3 697-0
S1 683-7 683-7 699-5 689-1
S2 665-3 665-3 696-7
S3 636-3 654-7 694-2
S4 607-3 625-7 686-2
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
5 725-2 676-0 49-2 7.0% 16-7 2.4% 53% False True 128,217
10 725-2 676-0 49-2 7.0% 14-0 2.0% 53% False True 125,500
20 725-2 653-2 72-0 10.3% 12-2 1.8% 68% False False 89,340
40 725-2 604-0 121-2 17.3% 11-7 1.7% 81% False False 61,736
60 725-2 551-2 174-0 24.8% 10-4 1.5% 87% False False 48,518
80 725-2 530-6 194-4 27.7% 10-5 1.5% 88% False False 41,861
100 725-2 474-4 250-6 35.7% 10-7 1.5% 91% False False 37,109
120 725-2 464-0 261-2 37.2% 10-4 1.5% 91% False False 33,221
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 1-3
Widest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 828-2
2.618 780-7
1.618 751-7
1.000 734-0
0.618 722-7
HIGH 705-0
0.618 693-7
0.500 690-4
0.382 687-1
LOW 676-0
0.618 658-1
1.000 647-0
1.618 629-1
2.618 600-1
4.250 552-6
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 698-3 701-6
PP 694-3 701-1
S1 690-4 700-5

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

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