CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 702-4 715-0 12-4 1.8% 696-4
High 705-4 726-4 21-0 3.0% 721-4
Low 697-0 715-0 18-0 2.6% 686-6
Close 704-4 726-6 22-2 3.2% 722-0
Range 8-4 11-4 3-0 35.3% 34-6
ATR 12-3 13-1 0-5 5.5% 0-0
Volume 68,080 61,263 -6,817 -10.0% 326,022
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 757-2 753-4 733-1
R3 745-6 742-0 729-7
R2 734-2 734-2 728-7
R1 730-4 730-4 727-6 732-3
PP 722-6 722-6 722-6 723-6
S1 719-0 719-0 725-6 720-7
S2 711-2 711-2 724-5
S3 699-6 707-4 723-5
S4 688-2 696-0 720-3
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
5 726-4 694-4 32-0 4.4% 11-4 1.6% 101% True False 64,824
10 726-4 676-0 50-4 6.9% 10-7 1.5% 100% True False 59,685
20 726-4 654-4 72-0 9.9% 9-6 1.3% 100% True False 49,048
40 726-4 608-4 118-0 16.2% 10-1 1.4% 100% True False 41,735
60 726-4 534-6 191-6 26.4% 9-3 1.3% 100% True False 36,954
80 726-4 534-6 191-6 26.4% 9-6 1.3% 100% True False 36,988
100 726-4 479-0 247-4 34.1% 10-1 1.4% 100% True False 36,084
120 726-4 463-4 263-0 36.2% 9-5 1.3% 100% True False 34,243
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 False
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
4.250 775-3
2.618 756-5
1.618 745-1
1.000 738-0
0.618 733-5
HIGH 726-4
0.618 722-1
0.500 720-6
0.382 719-3
LOW 715-0
0.618 707-7
1.000 703-4
1.618 696-3
2.618 684-7
4.250 666-1
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 724-6 721-3
PP 722-6 715-7
S1 720-6 710-4

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

View Archives - Comment on this page... - Back to Index of Symbols