CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 676-0 691-0 15-0 2.2% 662-4
High 689-4 692-0 2-4 0.4% 689-4
Low 671-2 682-0 10-6 1.6% 661-0
Close 689-2 685-6 -3-4 -0.5% 689-2
Range 18-2 10-0 -8-2 -45.2% 28-4
ATR 13-4 13-2 -0-2 -1.9% 0-0
Volume 51,945 45,157 -6,788 -13.1% 226,939
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 716-5 711-1 691-2
R3 706-5 701-1 688-4
R2 696-5 696-5 687-5
R1 691-1 691-1 686-5 688-7
PP 686-5 686-5 686-5 685-4
S1 681-1 681-1 684-7 678-7
S2 676-5 676-5 683-7
S3 666-5 671-1 683-0
S4 656-5 661-1 680-2
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
5 692-0 670-0 22-0 3.2% 10-7 1.6% 72% True False 45,961
10 692-0 650-0 42-0 6.1% 10-6 1.6% 85% True False 46,331
20 692-0 609-2 82-6 12.1% 11-7 1.7% 92% True False 45,053
40 692-0 576-0 116-0 16.9% 10-0 1.5% 95% True False 33,269
60 692-0 530-6 161-2 23.5% 10-2 1.5% 96% True False 30,043
80 692-0 530-6 161-2 23.5% 10-2 1.5% 96% True False 27,139
100 692-0 474-4 217-4 31.7% 10-5 1.5% 97% True False 25,039
120 692-0 438-0 254-0 37.0% 9-7 1.4% 98% True False 22,270
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 2-2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 734-4
2.618 718-1
1.618 708-1
1.000 702-0
0.618 698-1
HIGH 692-0
0.618 688-1
0.500 687-0
0.382 685-7
LOW 682-0
0.618 675-7
1.000 672-0
1.618 665-7
2.618 655-7
4.250 639-4
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 687-0 684-1
PP 686-5 682-5
S1 686-1 681-0

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

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