CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 709-6 702-4 -7-2 -1.0% 696-4
High 709-6 705-4 -4-2 -0.6% 721-4
Low 694-4 697-0 2-4 0.4% 686-6
Close 704-2 704-4 0-2 0.0% 722-0
Range 15-2 8-4 -6-6 -44.3% 34-6
ATR 12-6 12-3 -0-2 -2.4% 0-0
Volume 52,556 68,080 15,524 29.5% 326,022
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 727-7 724-5 709-1
R3 719-3 716-1 706-7
R2 710-7 710-7 706-0
R1 707-5 707-5 705-2 709-2
PP 702-3 702-3 702-3 703-1
S1 699-1 699-1 703-6 700-6
S2 693-7 693-7 703-0
S3 685-3 690-5 702-1
S4 676-7 682-1 699-7
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% 10-3 1.5% 35% False False 70,525
10 722-6 676-0 46-6 6.6% 10-7 1.5% 61% False False 56,508
20 722-6 642-0 80-6 11.5% 10-4 1.5% 77% False False 48,765
40 722-6 608-4 114-2 16.2% 10-0 1.4% 84% False False 40,758
60 722-6 534-6 188-0 26.7% 9-3 1.3% 90% False False 36,622
80 722-6 534-6 188-0 26.7% 9-6 1.4% 90% False False 36,593
100 722-6 479-0 243-6 34.6% 10-1 1.4% 93% False False 35,723
120 722-6 462-0 260-6 37.0% 9-5 1.4% 93% False False 33,816
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 741-5
2.618 727-6
1.618 719-2
1.000 714-0
0.618 710-6
HIGH 705-4
0.618 702-2
0.500 701-2
0.382 700-2
LOW 697-0
0.618 691-6
1.000 688-4
1.618 683-2
2.618 674-6
4.250 660-7
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 703-3 708-5
PP 702-3 707-2
S1 701-2 705-7

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

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