CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 685-0 680-0 -5-0 -0.7% 670-0
High 687-0 688-0 1-0 0.1% 675-0
Low 680-0 676-4 -3-4 -0.5% 654-4
Close 684-4 678-0 -6-4 -0.9% 659-6
Range 7-0 11-4 4-4 64.3% 20-4
ATR 12-6 12-6 -0-1 -0.7% 0-0
Volume 41,174 29,486 -11,688 -28.4% 192,027
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 715-3 708-1 684-3
R3 703-7 696-5 681-1
R2 692-3 692-3 680-1
R1 685-1 685-1 679-0 683-0
PP 680-7 680-7 680-7 679-6
S1 673-5 673-5 677-0 671-4
S2 669-3 669-3 675-7
S3 657-7 662-1 674-7
S4 646-3 650-5 671-5
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 724-5 712-5 671-0
R3 704-1 692-1 665-3
R2 683-5 683-5 663-4
R1 671-5 671-5 661-5 667-3
PP 663-1 663-1 663-1 661-0
S1 651-1 651-1 657-7 646-7
S2 642-5 642-5 656-0
S3 622-1 630-5 654-1
S4 601-5 610-1 648-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 688-0 659-0 29-0 4.3% 8-2 1.2% 66% True False 31,404
10 688-0 654-4 33-4 4.9% 8-6 1.3% 70% True False 38,411
20 688-0 608-4 79-4 11.7% 11-0 1.6% 87% True False 43,338
40 688-0 570-0 118-0 17.4% 9-3 1.4% 92% True False 32,622
60 688-0 534-6 153-2 22.6% 9-7 1.5% 93% True False 34,615
80 688-0 534-6 153-2 22.6% 9-7 1.5% 93% True False 33,970
100 688-0 479-0 209-0 30.8% 10-0 1.5% 95% True False 32,805
120 688-0 444-4 243-4 35.9% 9-2 1.4% 96% True False 30,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 736-7
2.618 718-1
1.618 706-5
1.000 699-4
0.618 695-1
HIGH 688-0
0.618 683-5
0.500 682-2
0.382 680-7
LOW 676-4
0.618 669-3
1.000 665-0
1.618 657-7
2.618 646-3
4.250 627-5
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 682-2 681-4
PP 680-7 680-3
S1 679-3 679-1

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

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