CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 662-0 648-6 -13-2 -2.0% 639-0
High 662-0 648-6 -13-2 -2.0% 662-6
Low 655-4 632-4 -23-0 -3.5% 639-0
Close 652-2 640-4 -11-6 -1.8% 663-2
Range 6-4 16-2 9-6 150.0% 23-6
ATR 9-1 9-7 0-6 8.3% 0-0
Volume 10,021 6,314 -3,707 -37.0% 31,194
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 689-3 681-1 649-4
R3 673-1 664-7 645-0
R2 656-7 656-7 643-4
R1 648-5 648-5 642-0 644-5
PP 640-5 640-5 640-5 638-4
S1 632-3 632-3 639-0 628-3
S2 624-3 624-3 637-4
S3 608-1 616-1 636-0
S4 591-7 599-7 631-4
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 726-2 718-4 676-2
R3 702-4 694-6 669-6
R2 678-6 678-6 667-5
R1 671-0 671-0 665-3 674-7
PP 655-0 655-0 655-0 657-0
S1 647-2 647-2 661-1 651-1
S2 631-2 631-2 658-7
S3 607-4 623-4 656-6
S4 583-6 599-6 650-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-6 632-4 30-2 4.7% 8-0 1.2% 26% False True 7,881
10 662-6 629-0 33-6 5.3% 6-6 1.1% 34% False False 5,757
20 662-6 598-4 64-2 10.0% 7-6 1.2% 65% False False 5,678
40 662-6 562-4 100-2 15.7% 7-0 1.1% 78% False False 4,941
60 662-6 502-0 160-6 25.1% 6-2 1.0% 86% False False 4,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 717-6
2.618 691-2
1.618 675-0
1.000 665-0
0.618 658-6
HIGH 648-6
0.618 642-4
0.500 640-5
0.382 638-6
LOW 632-4
0.618 622-4
1.000 616-2
1.618 606-2
2.618 590-0
4.250 563-4
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 640-5 647-2
PP 640-5 645-0
S1 640-4 642-6

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

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