CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 639-0 640-4 1-4 0.2% 617-0
High 639-0 644-2 5-2 0.8% 642-0
Low 639-0 639-0 0-0 0.0% 617-0
Close 643-6 644-2 0-4 0.1% 644-0
Range 0-0 5-2 5-2 25-0
ATR 9-6 9-3 -0-3 -3.3% 0-0
Volume 3,880 4,240 360 9.3% 16,152
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 658-2 656-4 647-1
R3 653-0 651-2 645-6
R2 647-6 647-6 645-2
R1 646-0 646-0 644-6 646-7
PP 642-4 642-4 642-4 643-0
S1 640-6 640-6 643-6 641-5
S2 637-2 637-2 643-2
S3 632-0 635-4 642-6
S4 626-6 630-2 641-3
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
5 644-2 629-0 15-2 2.4% 5-5 0.9% 100% True False 3,632
10 644-2 612-0 32-2 5.0% 6-1 1.0% 100% True False 3,770
20 644-2 580-4 63-6 9.9% 7-2 1.1% 100% True False 5,798
40 644-2 547-2 97-0 15.1% 6-4 1.0% 100% True False 4,342
60 644-2 502-0 142-2 22.1% 6-3 1.0% 100% True False 3,957
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 666-4
2.618 658-0
1.618 652-6
1.000 649-4
0.618 647-4
HIGH 644-2
0.618 642-2
0.500 641-5
0.382 641-0
LOW 639-0
0.618 635-6
1.000 633-6
1.618 630-4
2.618 625-2
4.250 616-6
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 643-3 641-6
PP 642-4 639-1
S1 641-5 636-5

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

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