CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 704-2 721-0 16-6 2.4% 708-4
High 726-4 731-4 5-0 0.7% 726-4
Low 704-2 717-0 12-6 1.8% 676-0
Close 722-0 731-0 9-0 1.2% 722-0
Range 22-2 14-4 -7-6 -34.8% 50-4
ATR 16-4 16-2 -0-1 -0.8% 0-0
Volume 205,085 239,007 33,922 16.5% 726,582
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 770-0 765-0 739-0
R3 755-4 750-4 735-0
R2 741-0 741-0 733-5
R1 736-0 736-0 732-3 738-4
PP 726-4 726-4 726-4 727-6
S1 721-4 721-4 729-5 724-0
S2 712-0 712-0 728-3
S3 697-4 707-0 727-0
S4 683-0 692-4 723-0
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
5 731-4 676-0 55-4 7.6% 19-3 2.7% 99% True False 193,117
10 731-4 676-0 55-4 7.6% 16-0 2.2% 99% True False 154,821
20 731-4 661-0 70-4 9.6% 12-7 1.8% 99% True False 116,522
40 731-4 604-0 127-4 17.4% 12-5 1.7% 100% True False 77,905
60 731-4 564-0 167-4 22.9% 11-0 1.5% 100% True False 59,324
80 731-4 530-6 200-6 27.5% 10-7 1.5% 100% True False 49,974
100 731-4 504-6 226-6 31.0% 10-7 1.5% 100% True False 43,526
120 731-4 474-4 257-0 35.2% 10-6 1.5% 100% True False 38,667
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 False
Stretch 1-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 793-1
2.618 769-4
1.618 755-0
1.000 746-0
0.618 740-4
HIGH 731-4
0.618 726-0
0.500 724-2
0.382 722-4
LOW 717-0
0.618 708-0
1.000 702-4
1.618 693-4
2.618 679-0
4.250 655-3
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 728-6 724-3
PP 726-4 717-5
S1 724-2 711-0

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

View Archives - Comment on this page... - Back to Index of Symbols