CME Pit-Traded Corn Future March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 697-6 706-2 8-4 1.2% 680-2
High 706-6 708-0 1-2 0.2% 706-6
Low 696-2 695-4 -0-6 -0.1% 668-6
Close 706-4 695-6 -10-6 -1.5% 706-4
Range 10-4 12-4 2-0 19.0% 38-0
ATR 13-7 13-6 -0-1 -0.7% 0-0
Volume 177,238 155,668 -21,570 -12.2% 957,595
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 737-2 729-0 702-5
R3 724-6 716-4 699-2
R2 712-2 712-2 698-0
R1 704-0 704-0 696-7 701-7
PP 699-6 699-6 699-6 698-6
S1 691-4 691-4 694-5 689-3
S2 687-2 687-2 693-4
S3 674-6 679-0 692-2
S4 662-2 666-4 688-7
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
5 708-0 668-6 39-2 5.6% 10-2 1.5% 69% True False 186,318
10 708-0 659-0 49-0 7.0% 11-1 1.6% 75% True False 169,707
20 708-0 628-0 80-0 11.5% 12-3 1.8% 85% True False 167,801
40 708-0 588-0 120-0 17.2% 11-3 1.6% 90% True False 144,856
60 708-0 520-6 187-2 26.9% 11-2 1.6% 93% True False 143,249
80 708-0 520-6 187-2 26.9% 11-4 1.7% 93% True False 131,663
100 708-0 468-0 240-0 34.5% 11-7 1.7% 95% True False 118,493
120 708-0 431-4 276-4 39.7% 11-2 1.6% 96% True False 107,343
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 761-1
2.618 740-6
1.618 728-2
1.000 720-4
0.618 715-6
HIGH 708-0
0.618 703-2
0.500 701-6
0.382 700-2
LOW 695-4
0.618 687-6
1.000 683-0
1.618 675-2
2.618 662-6
4.250 642-3
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 701-6 701-6
PP 699-6 699-6
S1 697-6 697-6

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

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