CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 699-2 704-2 5-0 0.7% 708-4
High 702-4 726-4 24-0 3.4% 726-4
Low 690-4 704-2 13-6 2.0% 676-0
Close 696-4 722-0 25-4 3.7% 722-0
Range 12-0 22-2 10-2 85.4% 50-4
ATR 15-3 16-4 1-0 6.8% 0-0
Volume 245,715 205,085 -40,630 -16.5% 726,582
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 784-3 775-3 734-2
R3 762-1 753-1 728-1
R2 739-7 739-7 726-1
R1 730-7 730-7 724-0 735-3
PP 717-5 717-5 717-5 719-6
S1 708-5 708-5 720-0 713-1
S2 695-3 695-3 717-7
S3 673-1 686-3 715-7
S4 650-7 664-1 709-6
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 859-5 841-3 749-6
R3 809-1 790-7 735-7
R2 758-5 758-5 731-2
R1 740-3 740-3 726-5 749-4
PP 708-1 708-1 708-1 712-6
S1 689-7 689-7 717-3 699-0
S2 657-5 657-5 712-6
S3 607-1 639-3 708-1
S4 556-5 588-7 694-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 726-4 676-0 50-4 7.0% 19-0 2.6% 91% True False 162,542
10 726-4 676-0 50-4 7.0% 15-4 2.1% 91% True False 149,052
20 726-4 653-2 73-2 10.1% 12-6 1.8% 94% True False 107,088
40 726-4 604-0 122-4 17.0% 12-3 1.7% 96% True False 72,261
60 726-4 562-4 164-0 22.7% 10-7 1.5% 97% True False 55,610
80 726-4 530-6 195-6 27.1% 10-6 1.5% 98% True False 47,155
100 726-4 497-0 229-4 31.8% 10-7 1.5% 98% True False 41,250
120 726-4 474-4 252-0 34.9% 10-5 1.5% 98% True False 36,859
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 1-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 821-0
2.618 784-6
1.618 762-4
1.000 748-6
0.618 740-2
HIGH 726-4
0.618 718-0
0.500 715-3
0.382 712-6
LOW 704-2
0.618 690-4
1.000 682-0
1.618 668-2
2.618 646-0
4.250 609-6
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 719-6 715-1
PP 717-5 708-1
S1 715-3 701-2

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

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