CME Pit-Traded Corn Future March 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 680-2 671-4 -8-6 -1.3% 651-0
High 681-2 675-0 -6-2 -0.9% 678-6
Low 669-6 668-6 -1-0 -0.1% 650-0
Close 674-6 673-6 -1-0 -0.1% 678-4
Range 11-4 6-2 -5-2 -45.7% 28-6
ATR 14-2 13-5 -0-5 -4.0% 0-0
Volume 181,670 152,210 -29,460 -16.2% 724,078
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 691-2 688-6 677-2
R3 685-0 682-4 675-4
R2 678-6 678-6 674-7
R1 676-2 676-2 674-3 677-4
PP 672-4 672-4 672-4 673-1
S1 670-0 670-0 673-1 671-2
S2 666-2 666-2 672-5
S3 660-0 663-6 672-0
S4 653-6 657-4 670-2
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 755-3 745-5 694-2
R3 726-5 716-7 686-3
R2 697-7 697-7 683-6
R1 688-1 688-1 681-1 693-0
PP 669-1 669-1 669-1 671-4
S1 659-3 659-3 675-7 664-2
S2 640-3 640-3 673-2
S3 611-5 630-5 670-5
S4 582-7 601-7 662-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 681-2 659-0 22-2 3.3% 12-0 1.8% 66% False False 156,959
10 681-2 642-4 38-6 5.8% 11-3 1.7% 81% False False 148,898
20 681-2 603-4 77-6 11.5% 12-4 1.9% 90% False False 165,332
40 681-2 579-4 101-6 15.1% 11-1 1.6% 93% False False 136,554
60 681-2 520-6 160-4 23.8% 11-6 1.7% 95% False False 140,476
80 681-2 520-6 160-4 23.8% 11-4 1.7% 95% False False 125,062
100 681-2 468-0 213-2 31.7% 11-7 1.8% 96% False False 113,334
120 681-2 429-4 251-6 37.4% 11-2 1.7% 97% False False 101,693
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 2-6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 701-4
2.618 691-3
1.618 685-1
1.000 681-2
0.618 678-7
HIGH 675-0
0.618 672-5
0.500 671-7
0.382 671-1
LOW 668-6
0.618 664-7
1.000 662-4
1.618 658-5
2.618 652-3
4.250 642-2
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 673-1 672-5
PP 672-4 671-4
S1 671-7 670-3

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

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