CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 631-4 640-6 9-2 1.5% 646-0
High 631-4 657-0 25-4 4.0% 657-0
Low 631-4 640-6 9-2 1.5% 618-0
Close 630-0 646-0 16-0 2.5% 646-0
Range 0-0 16-2 16-2 39-0
ATR 12-2 13-2 1-0 8.6% 0-0
Volume 10,871 6,005 -4,866 -44.8% 26,644
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 696-5 687-5 655-0
R3 680-3 671-3 650-4
R2 664-1 664-1 649-0
R1 655-1 655-1 647-4 659-5
PP 647-7 647-7 647-7 650-2
S1 638-7 638-7 644-4 643-3
S2 631-5 631-5 643-0
S3 615-3 622-5 641-4
S4 599-1 606-3 637-0
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 757-3 740-5 667-4
R3 718-3 701-5 656-6
R2 679-3 679-3 653-1
R1 662-5 662-5 649-5 665-4
PP 640-3 640-3 640-3 641-6
S1 623-5 623-5 642-3 626-4
S2 601-3 601-3 638-7
S3 562-3 584-5 635-2
S4 523-3 545-5 624-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 659-2 618-0 41-2 6.4% 11-2 1.7% 68% False False 6,473
10 662-0 618-0 44-0 6.8% 9-6 1.5% 64% False False 7,157
20 662-6 612-0 50-6 7.9% 8-1 1.3% 67% False False 5,726
40 662-6 570-0 92-6 14.4% 8-0 1.2% 82% False False 5,726
60 662-6 533-2 129-4 20.0% 6-6 1.0% 87% False False 4,765
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 726-0
2.618 699-4
1.618 683-2
1.000 673-2
0.618 667-0
HIGH 657-0
0.618 650-6
0.500 648-7
0.382 647-0
LOW 640-6
0.618 630-6
1.000 624-4
1.618 614-4
2.618 598-2
4.250 571-6
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 648-7 643-1
PP 647-7 640-3
S1 647-0 637-4

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

View Archives - Comment on this page... - Back to Index of Symbols