CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 631-6 630-0 -1-6 -0.3% 617-0
High 631-6 642-0 10-2 1.6% 642-0
Low 631-6 629-0 -2-6 -0.4% 617-0
Close 629-0 644-0 15-0 2.4% 644-0
Range 0-0 13-0 13-0 25-0
ATR 9-7 10-1 0-2 2.2% 0-0
Volume 2,747 3,504 757 27.6% 16,152
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 677-3 673-5 651-1
R3 664-3 660-5 647-5
R2 651-3 651-3 646-3
R1 647-5 647-5 645-2 649-4
PP 638-3 638-3 638-3 639-2
S1 634-5 634-5 642-6 636-4
S2 625-3 625-3 641-5
S3 612-3 621-5 640-3
S4 599-3 608-5 636-7
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 709-3 701-5 657-6
R3 684-3 676-5 650-7
R2 659-3 659-3 648-5
R1 651-5 651-5 646-2 655-4
PP 634-3 634-3 634-3 636-2
S1 626-5 626-5 641-6 630-4
S2 609-3 609-3 639-3
S3 584-3 601-5 637-1
S4 559-3 576-5 630-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 642-0 617-0 25-0 3.9% 7-0 1.1% 108% True False 3,230
10 642-0 607-4 34-4 5.4% 6-5 1.0% 106% True False 4,270
20 642-0 570-0 72-0 11.2% 7-5 1.2% 103% True False 5,893
40 642-0 546-4 95-4 14.8% 6-3 1.0% 102% True False 4,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-1
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 697-2
2.618 676-0
1.618 663-0
1.000 655-0
0.618 650-0
HIGH 642-0
0.618 637-0
0.500 635-4
0.382 634-0
LOW 629-0
0.618 621-0
1.000 616-0
1.618 608-0
2.618 595-0
4.250 573-6
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 641-1 641-1
PP 638-3 638-3
S1 635-4 635-4

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

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