CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 725-2 734-0 8-6 1.2% 713-4
High 733-4 738-4 5-0 0.7% 731-0
Low 723-4 728-0 4-4 0.6% 672-2
Close 733-2 738-2 5-0 0.7% 726-6
Range 10-0 10-4 0-4 5.0% 58-6
ATR 16-0 15-5 -0-3 -2.5% 0-0
Volume 75,231 77,717 2,486 3.3% 225,262
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 766-3 762-7 744-0
R3 755-7 752-3 741-1
R2 745-3 745-3 740-1
R1 741-7 741-7 739-2 743-5
PP 734-7 734-7 734-7 735-6
S1 731-3 731-3 737-2 733-1
S2 724-3 724-3 736-3
S3 713-7 720-7 735-3
S4 703-3 710-3 732-4
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 886-2 865-2 759-0
R3 827-4 806-4 742-7
R2 768-6 768-6 737-4
R1 747-6 747-6 732-1 758-2
PP 710-0 710-0 710-0 715-2
S1 689-0 689-0 721-3 699-4
S2 651-2 651-2 716-0
S3 592-4 630-2 710-5
S4 533-6 571-4 694-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 738-4 672-2 66-2 9.0% 18-2 2.5% 100% True False 68,877
10 738-4 672-2 66-2 9.0% 15-5 2.1% 100% True False 60,778
20 738-4 672-2 66-2 9.0% 12-6 1.7% 100% True False 56,286
40 738-4 608-4 130-0 17.6% 12-2 1.7% 100% True False 48,987
60 738-4 570-0 168-4 22.8% 10-4 1.4% 100% True False 40,748
80 738-4 534-6 203-6 27.6% 10-3 1.4% 100% True False 39,937
100 738-4 511-2 227-2 30.8% 10-4 1.4% 100% True False 38,332
120 738-4 479-0 259-4 35.2% 10-3 1.4% 100% True False 36,579
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 2-2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 783-1
2.618 766-0
1.618 755-4
1.000 749-0
0.618 745-0
HIGH 738-4
0.618 734-4
0.500 733-2
0.382 732-0
LOW 728-0
0.618 721-4
1.000 717-4
1.618 711-0
2.618 700-4
4.250 683-3
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 736-5 733-2
PP 734-7 728-2
S1 733-2 723-2

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

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