CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 713-4 712-4 -1-0 -0.1% 696-4
High 718-2 721-4 3-2 0.5% 721-4
Low 712-0 712-2 0-2 0.0% 686-6
Close 713-6 722-0 8-2 1.2% 722-0
Range 6-2 9-2 3-0 48.0% 34-6
ATR 12-5 12-3 -0-2 -1.9% 0-0
Volume 89,770 86,570 -3,200 -3.6% 326,022
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 746-3 743-3 727-1
R3 737-1 734-1 724-4
R2 727-7 727-7 723-6
R1 724-7 724-7 722-7 726-3
PP 718-5 718-5 718-5 719-2
S1 715-5 715-5 721-1 717-1
S2 709-3 709-3 720-2
S3 700-1 706-3 719-4
S4 690-7 697-1 716-7
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 814-3 802-7 741-1
R3 779-5 768-1 731-4
R2 744-7 744-7 728-3
R1 733-3 733-3 725-1 739-1
PP 710-1 710-1 710-1 713-0
S1 698-5 698-5 718-7 704-3
S2 675-3 675-3 715-5
S3 640-5 663-7 712-4
S4 605-7 629-1 702-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 721-4 686-6 34-6 4.8% 8-2 1.1% 101% True False 65,204
10 721-4 671-0 50-4 7.0% 8-7 1.2% 101% True False 49,519
20 721-4 642-0 79-4 11.0% 11-0 1.5% 101% True False 47,184
40 721-4 595-0 126-4 17.5% 9-5 1.3% 100% True False 38,018
60 721-4 534-6 186-6 25.9% 9-2 1.3% 100% True False 35,774
80 721-4 534-6 186-6 25.9% 9-6 1.4% 100% True False 35,819
100 721-4 479-0 242-4 33.6% 10-0 1.4% 100% True False 34,718
120 721-4 444-4 277-0 38.4% 9-3 1.3% 100% True False 32,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 760-6
2.618 745-6
1.618 736-4
1.000 730-6
0.618 727-2
HIGH 721-4
0.618 718-0
0.500 716-7
0.382 715-6
LOW 712-2
0.618 706-4
1.000 703-0
1.618 697-2
2.618 688-0
4.250 673-0
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 720-2 718-7
PP 718-5 715-5
S1 716-7 712-4

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

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