CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 698-0 697-6 -0-2 0.0% 680-2
High 704-4 706-6 2-2 0.3% 706-6
Low 696-0 696-2 0-2 0.0% 668-6
Close 698-4 706-4 8-0 1.1% 706-4
Range 8-4 10-4 2-0 23.5% 38-0
ATR 14-1 13-7 -0-2 -1.8% 0-0
Volume 215,190 177,238 -37,952 -17.6% 957,595
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 734-5 731-1 712-2
R3 724-1 720-5 709-3
R2 713-5 713-5 708-3
R1 710-1 710-1 707-4 711-7
PP 703-1 703-1 703-1 704-0
S1 699-5 699-5 705-4 701-3
S2 692-5 692-5 704-5
S3 682-1 689-1 703-5
S4 671-5 678-5 700-6
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 808-0 795-2 727-3
R3 770-0 757-2 717-0
R2 732-0 732-0 713-4
R1 719-2 719-2 710-0 725-5
PP 694-0 694-0 694-0 697-2
S1 681-2 681-2 703-0 687-5
S2 656-0 656-0 699-4
S3 618-0 643-2 696-0
S4 580-0 605-2 685-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 706-6 668-6 38-0 5.4% 10-0 1.4% 99% True False 191,519
10 706-6 650-0 56-6 8.0% 10-6 1.5% 100% True False 168,167
20 706-6 628-0 78-6 11.1% 12-4 1.8% 100% True False 168,222
40 706-6 582-4 124-2 17.6% 11-2 1.6% 100% True False 143,105
60 706-6 520-6 186-0 26.3% 11-2 1.6% 100% True False 143,405
80 706-6 520-6 186-0 26.3% 11-5 1.6% 100% True False 130,828
100 706-6 468-0 238-6 33.8% 11-7 1.7% 100% True False 117,359
120 706-6 429-4 277-2 39.2% 11-2 1.6% 100% True False 106,264
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 751-3
2.618 734-2
1.618 723-6
1.000 717-2
0.618 713-2
HIGH 706-6
0.618 702-6
0.500 701-4
0.382 700-2
LOW 696-2
0.618 689-6
1.000 685-6
1.618 679-2
2.618 668-6
4.250 651-5
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 704-7 703-2
PP 703-1 700-1
S1 701-4 696-7

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

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