CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 720-4 709-6 -10-6 -1.5% 696-4
High 722-6 709-6 -13-0 -1.8% 721-4
Low 710-0 694-4 -15-4 -2.2% 686-6
Close 711-2 704-2 -7-0 -1.0% 722-0
Range 12-6 15-2 2-4 19.6% 34-6
ATR 12-3 12-6 0-2 2.5% 0-0
Volume 55,652 52,556 -3,096 -5.6% 326,022
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 748-5 741-5 712-5
R3 733-3 726-3 708-4
R2 718-1 718-1 707-0
R1 711-1 711-1 705-5 707-0
PP 702-7 702-7 702-7 700-6
S1 695-7 695-7 702-7 691-6
S2 687-5 687-5 701-4
S3 672-3 680-5 700-0
S4 657-1 665-3 695-7
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
5 722-6 694-4 28-2 4.0% 11-0 1.6% 35% False True 66,555
10 722-6 676-0 46-6 6.6% 10-5 1.5% 60% False False 53,817
20 722-6 642-0 80-6 11.5% 11-3 1.6% 77% False False 47,697
40 722-6 608-4 114-2 16.2% 9-7 1.4% 84% False False 39,700
60 722-6 534-6 188-0 26.7% 9-4 1.3% 90% False False 36,079
80 722-6 534-6 188-0 26.7% 9-6 1.4% 90% False False 36,135
100 722-6 479-0 243-6 34.6% 10-1 1.4% 92% False False 35,280
120 722-6 454-6 268-0 38.1% 9-5 1.4% 93% False False 33,322
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 1-7
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 774-4
2.618 749-5
1.618 734-3
1.000 725-0
0.618 719-1
HIGH 709-6
0.618 703-7
0.500 702-1
0.382 700-3
LOW 694-4
0.618 685-1
1.000 679-2
1.618 669-7
2.618 654-5
4.250 629-6
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 703-4 708-5
PP 702-7 707-1
S1 702-1 705-6

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

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