CME Pit-Traded Corn Future May 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 708-0 717-2 9-2 1.3% 691-0
High 717-4 717-4 0-0 0.0% 717-4
Low 708-0 706-0 -2-0 -0.3% 680-0
Close 717-2 706-4 -10-6 -1.5% 717-2
Range 9-4 11-4 2-0 21.1% 37-4
ATR 13-0 12-7 -0-1 -0.8% 0-0
Volume 181,320 123,283 -58,037 -32.0% 555,300
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 744-4 737-0 712-7
R3 733-0 725-4 709-5
R2 721-4 721-4 708-5
R1 714-0 714-0 707-4 712-0
PP 710-0 710-0 710-0 709-0
S1 702-4 702-4 705-4 700-4
S2 698-4 698-4 704-3
S3 687-0 691-0 703-3
S4 675-4 679-4 700-1
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 817-3 804-7 737-7
R3 779-7 767-3 727-4
R2 742-3 742-3 724-1
R1 729-7 729-7 720-6 736-1
PP 704-7 704-7 704-7 708-0
S1 692-3 692-3 713-6 698-5
S2 667-3 667-3 710-3
S3 629-7 654-7 707-0
S4 592-3 617-3 696-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 717-4 680-0 37-4 5.3% 9-2 1.3% 71% True False 126,685
10 717-4 670-0 47-4 6.7% 10-0 1.4% 77% True False 86,323
20 717-4 639-0 78-4 11.1% 11-4 1.6% 86% True False 65,667
40 717-4 596-0 121-4 17.2% 10-2 1.5% 91% True False 46,040
60 717-4 530-6 186-6 26.4% 9-6 1.4% 94% True False 38,612
80 717-4 530-6 186-6 26.4% 10-1 1.4% 94% True False 33,856
100 717-4 474-4 243-0 34.4% 10-5 1.5% 95% True False 30,640
120 717-4 441-0 276-4 39.1% 10-0 1.4% 96% True False 27,346
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 766-3
2.618 747-5
1.618 736-1
1.000 729-0
0.618 724-5
HIGH 717-4
0.618 713-1
0.500 711-6
0.382 710-3
LOW 706-0
0.618 698-7
1.000 694-4
1.618 687-3
2.618 675-7
4.250 657-1
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 711-6 711-6
PP 710-0 710-0
S1 708-2 708-2

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

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