CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 699-4 710-4 11-0 1.6% 691-0
High 703-0 724-4 21-4 3.1% 717-4
Low 693-0 710-4 17-4 2.5% 680-0
Close 701-0 723-0 22-0 3.1% 717-2
Range 10-0 14-0 4-0 40.0% 37-4
ATR 12-6 13-4 0-6 6.0% 0-0
Volume 148,724 130,453 -18,271 -12.3% 555,300
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 761-3 756-1 730-6
R3 747-3 742-1 726-7
R2 733-3 733-3 725-5
R1 728-1 728-1 724-2 730-6
PP 719-3 719-3 719-3 720-5
S1 714-1 714-1 721-6 716-6
S2 705-3 705-3 720-3
S3 691-3 700-1 719-1
S4 677-3 686-1 715-2
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
5 724-4 691-4 33-0 4.6% 12-0 1.7% 95% True False 135,562
10 724-4 671-2 53-2 7.4% 11-2 1.6% 97% True False 110,373
20 724-4 650-0 74-4 10.3% 10-4 1.5% 98% True False 77,330
40 724-4 604-0 120-4 16.7% 10-6 1.5% 99% True False 53,990
60 724-4 530-6 193-6 26.8% 10-0 1.4% 99% True False 43,525
80 724-4 530-6 193-6 26.8% 10-2 1.4% 99% True False 37,864
100 724-4 474-4 250-0 34.6% 10-5 1.5% 99% True False 33,824
120 724-4 459-2 265-2 36.7% 10-1 1.4% 99% True False 30,335
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 784-0
2.618 761-1
1.618 747-1
1.000 738-4
0.618 733-1
HIGH 724-4
0.618 719-1
0.500 717-4
0.382 715-7
LOW 710-4
0.618 701-7
1.000 696-4
1.618 687-7
2.618 673-7
4.250 651-0
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 721-1 718-0
PP 719-3 713-0
S1 717-4 708-0

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

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