CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 711-4 713-4 2-0 0.3% 671-0
High 715-0 718-2 3-2 0.5% 695-0
Low 703-4 712-0 8-4 1.2% 671-0
Close 713-4 713-6 0-2 0.0% 694-2
Range 11-4 6-2 -5-2 -45.7% 24-0
ATR 13-1 12-5 -0-4 -3.7% 0-0
Volume 48,231 89,770 41,539 86.1% 169,175
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 733-3 729-7 717-2
R3 727-1 723-5 715-4
R2 720-7 720-7 714-7
R1 717-3 717-3 714-3 719-1
PP 714-5 714-5 714-5 715-4
S1 711-1 711-1 713-1 712-7
S2 708-3 708-3 712-5
S3 702-1 704-7 712-0
S4 695-7 698-5 710-2
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
5 718-2 676-0 42-2 5.9% 10-2 1.4% 89% True False 54,547
10 718-2 659-0 59-2 8.3% 9-2 1.3% 92% True False 42,976
20 718-2 642-0 76-2 10.7% 11-0 1.5% 94% True False 46,585
40 718-2 594-2 124-0 17.4% 9-5 1.3% 96% True False 36,335
60 718-2 534-6 183-4 25.7% 9-3 1.3% 98% True False 34,968
80 718-2 534-6 183-4 25.7% 9-6 1.4% 98% True False 34,923
100 718-2 479-0 239-2 33.5% 10-0 1.4% 98% True False 34,099
120 718-2 444-4 273-6 38.4% 9-3 1.3% 98% True False 32,092
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 2-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 744-6
2.618 734-5
1.618 728-3
1.000 724-4
0.618 722-1
HIGH 718-2
0.618 715-7
0.500 715-1
0.382 714-3
LOW 712-0
0.618 708-1
1.000 705-6
1.618 701-7
2.618 695-5
4.250 685-4
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 715-1 710-0
PP 714-5 706-2
S1 714-2 702-4

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

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