CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 676-4 676-0 -0-4 -0.1% 662-4
High 684-0 689-4 5-4 0.8% 689-4
Low 670-0 671-2 1-2 0.2% 661-0
Close 673-2 689-2 16-0 2.4% 689-2
Range 14-0 18-2 4-2 30.4% 28-4
ATR 13-1 13-4 0-3 2.8% 0-0
Volume 39,460 51,945 12,485 31.6% 226,939
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 738-1 731-7 699-2
R3 719-7 713-5 694-2
R2 701-5 701-5 692-5
R1 695-3 695-3 690-7 698-4
PP 683-3 683-3 683-3 684-7
S1 677-1 677-1 687-5 680-2
S2 665-1 665-1 685-7
S3 646-7 658-7 684-2
S4 628-5 640-5 679-2
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 765-3 755-7 704-7
R3 736-7 727-3 697-1
R2 708-3 708-3 694-4
R1 698-7 698-7 691-7 703-5
PP 679-7 679-7 679-7 682-2
S1 670-3 670-3 686-5 675-1
S2 651-3 651-3 684-0
S3 622-7 641-7 681-3
S4 594-3 613-3 673-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 689-4 661-0 28-4 4.1% 10-4 1.5% 99% True False 45,387
10 689-4 650-0 39-4 5.7% 10-4 1.5% 99% True False 45,143
20 689-4 604-0 85-4 12.4% 11-6 1.7% 100% True False 44,930
40 689-4 576-0 113-4 16.5% 9-7 1.4% 100% True False 32,855
60 689-4 530-6 158-6 23.0% 10-2 1.5% 100% True False 30,012
80 689-4 530-6 158-6 23.0% 10-3 1.5% 100% True False 26,867
100 689-4 474-4 215-0 31.2% 10-4 1.5% 100% True False 24,769
120 689-4 438-0 251-4 36.5% 9-7 1.4% 100% True False 21,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-3
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 767-0
2.618 737-2
1.618 719-0
1.000 707-6
0.618 700-6
HIGH 689-4
0.618 682-4
0.500 680-3
0.382 678-2
LOW 671-2
0.618 660-0
1.000 653-0
1.618 641-6
2.618 623-4
4.250 593-6
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 686-2 686-1
PP 683-3 682-7
S1 680-3 679-6

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

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