CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 648-6 635-0 -13-6 -2.1% 639-0
High 648-6 638-0 -10-6 -1.7% 662-6
Low 632-4 629-2 -3-2 -0.5% 639-0
Close 640-4 639-2 -1-2 -0.2% 663-2
Range 16-2 8-6 -7-4 -46.2% 23-6
ATR 9-7 10-0 0-1 1.0% 0-0
Volume 6,314 7,012 698 11.1% 31,194
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 661-6 659-2 644-0
R3 653-0 650-4 641-5
R2 644-2 644-2 640-7
R1 641-6 641-6 640-0 643-0
PP 635-4 635-4 635-4 636-1
S1 633-0 633-0 638-4 634-2
S2 626-6 626-6 637-5
S3 618-0 624-2 636-7
S4 609-2 615-4 634-4
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
5 662-4 629-2 33-2 5.2% 8-0 1.2% 30% False True 8,246
10 662-6 629-0 33-6 5.3% 6-5 1.0% 30% False False 6,079
20 662-6 598-4 64-2 10.1% 7-3 1.2% 63% False False 5,672
40 662-6 562-4 100-2 15.7% 7-2 1.1% 77% False False 5,005
60 662-6 502-0 160-6 25.1% 6-1 1.0% 85% False False 4,291
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 675-2
2.618 660-7
1.618 652-1
1.000 646-6
0.618 643-3
HIGH 638-0
0.618 634-5
0.500 633-5
0.382 632-5
LOW 629-2
0.618 623-7
1.000 620-4
1.618 615-1
2.618 606-3
4.250 592-0
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 637-3 645-5
PP 635-4 643-4
S1 633-5 641-3

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

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