CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 662-4 671-2 8-6 1.3% 666-0
High 669-4 677-2 7-6 1.2% 671-6
Low 661-0 671-2 10-2 1.6% 650-0
Close 670-0 676-4 6-4 1.0% 654-4
Range 8-4 6-0 -2-4 -29.4% 21-6
ATR 14-1 13-5 -0-4 -3.5% 0-0
Volume 42,289 44,467 2,178 5.2% 224,498
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 693-0 690-6 679-6
R3 687-0 684-6 678-1
R2 681-0 681-0 677-5
R1 678-6 678-6 677-0 679-7
PP 675-0 675-0 675-0 675-4
S1 672-6 672-6 676-0 673-7
S2 669-0 669-0 675-3
S3 663-0 666-6 674-7
S4 657-0 660-6 673-2
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 724-0 711-0 666-4
R3 702-2 689-2 660-4
R2 680-4 680-4 658-4
R1 667-4 667-4 656-4 663-1
PP 658-6 658-6 658-6 656-4
S1 645-6 645-6 652-4 641-3
S2 637-0 637-0 650-4
S3 615-2 624-0 648-4
S4 593-4 602-2 642-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 677-2 653-2 24-0 3.5% 10-4 1.6% 97% True False 46,582
10 677-2 639-0 38-2 5.7% 12-6 1.9% 98% True False 45,294
20 677-2 604-0 73-2 10.8% 12-0 1.8% 99% True False 41,730
40 677-2 565-2 112-0 16.6% 9-7 1.5% 99% True False 31,483
60 677-2 530-6 146-4 21.7% 10-1 1.5% 99% True False 28,762
80 677-2 530-6 146-4 21.7% 10-3 1.5% 99% True False 25,998
100 677-2 474-4 202-6 30.0% 10-3 1.5% 100% True False 23,722
120 677-2 435-4 241-6 35.7% 9-6 1.4% 100% True False 20,910
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1-3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 702-6
2.618 693-0
1.618 687-0
1.000 683-2
0.618 681-0
HIGH 677-2
0.618 675-0
0.500 674-2
0.382 673-4
LOW 671-2
0.618 667-4
1.000 665-2
1.618 661-4
2.618 655-4
4.250 645-6
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 675-6 672-6
PP 675-0 669-0
S1 674-2 665-2

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

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