CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 741-0 729-6 -11-2 -1.5% 713-4
High 741-4 740-0 -1-4 -0.2% 731-0
Low 714-0 729-6 15-6 2.2% 672-2
Close 725-2 740-2 15-0 2.1% 726-6
Range 27-4 10-2 -17-2 -62.7% 58-6
ATR 16-4 16-3 -0-1 -0.7% 0-0
Volume 57,525 76,565 19,040 33.1% 225,262
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 767-3 764-1 745-7
R3 757-1 753-7 743-1
R2 746-7 746-7 742-1
R1 743-5 743-5 741-2 745-2
PP 736-5 736-5 736-5 737-4
S1 733-3 733-3 739-2 735-0
S2 726-3 726-3 738-3
S3 716-1 723-1 737-3
S4 705-7 712-7 734-5
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
5 741-4 708-0 33-4 4.5% 16-2 2.2% 96% False False 67,525
10 741-4 672-2 69-2 9.4% 17-1 2.3% 98% False False 62,124
20 741-4 672-2 69-2 9.4% 14-0 1.9% 98% False False 59,316
40 741-4 608-4 133-0 18.0% 12-5 1.7% 99% False False 51,342
60 741-4 570-0 171-4 23.2% 10-7 1.5% 99% False False 41,472
80 741-4 534-6 206-6 27.9% 10-6 1.5% 99% False False 40,809
100 741-4 534-6 206-6 27.9% 10-6 1.5% 99% False False 39,109
120 741-4 479-0 262-4 35.5% 10-4 1.4% 100% False False 37,234
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 783-4
2.618 766-7
1.618 756-5
1.000 750-2
0.618 746-3
HIGH 740-0
0.618 736-1
0.500 734-7
0.382 733-5
LOW 729-6
0.618 723-3
1.000 719-4
1.618 713-1
2.618 702-7
4.250 686-2
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 738-4 736-1
PP 736-5 731-7
S1 734-7 727-6

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

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