CME Pit-Traded Corn Future July 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 696-4 687-6 -8-6 -1.3% 671-0
High 697-0 691-4 -5-4 -0.8% 695-0
Low 687-4 686-6 -0-6 -0.1% 671-0
Close 691-4 691-4 0-0 0.0% 694-2
Range 9-4 4-6 -4-6 -50.0% 24-0
ATR 12-7 12-3 -0-5 -4.5% 0-0
Volume 39,017 62,434 23,417 60.0% 169,175
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 704-1 702-5 694-1
R3 699-3 697-7 692-6
R2 694-5 694-5 692-3
R1 693-1 693-1 691-7 693-7
PP 689-7 689-7 689-7 690-2
S1 688-3 688-3 691-1 689-1
S2 685-1 685-1 690-5
S3 680-3 683-5 690-2
S4 675-5 678-7 688-7
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 758-6 750-4 707-4
R3 734-6 726-4 700-7
R2 710-6 710-6 698-5
R1 702-4 702-4 696-4 706-5
PP 686-6 686-6 686-6 688-6
S1 678-4 678-4 692-0 682-5
S2 662-6 662-6 689-7
S3 638-6 654-4 687-5
S4 614-6 630-4 681-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 697-0 676-0 21-0 3.0% 10-3 1.5% 74% False False 41,079
10 697-0 659-0 38-0 5.5% 9-3 1.4% 86% False False 37,261
20 697-0 619-4 77-4 11.2% 11-0 1.6% 93% False False 43,211
40 697-0 594-2 102-6 14.9% 9-3 1.4% 95% False False 34,099
60 697-0 534-6 162-2 23.5% 9-6 1.4% 97% False False 34,164
80 697-0 534-6 162-2 23.5% 9-5 1.4% 97% False False 33,813
100 697-0 479-0 218-0 31.5% 10-1 1.5% 97% False False 33,333
120 697-0 444-4 252-4 36.5% 9-3 1.4% 98% False False 31,244
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 711-6
2.618 703-7
1.618 699-1
1.000 696-2
0.618 694-3
HIGH 691-4
0.618 689-5
0.500 689-1
0.382 688-5
LOW 686-6
0.618 683-7
1.000 682-0
1.618 679-1
2.618 674-3
4.250 666-4
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 690-6 689-7
PP 689-7 688-1
S1 689-1 686-4

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

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