CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 675-0 685-0 10-0 1.5% 670-0
High 681-4 687-0 5-4 0.8% 675-0
Low 675-0 680-0 5-0 0.7% 654-4
Close 681-0 684-4 3-4 0.5% 659-6
Range 6-4 7-0 0-4 7.7% 20-4
ATR 13-2 12-6 -0-4 -3.4% 0-0
Volume 32,320 41,174 8,854 27.4% 192,027
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 704-7 701-5 688-3
R3 697-7 694-5 686-3
R2 690-7 690-7 685-6
R1 687-5 687-5 685-1 685-6
PP 683-7 683-7 683-7 682-7
S1 680-5 680-5 683-7 678-6
S2 676-7 676-7 683-2
S3 669-7 673-5 682-5
S4 662-7 666-5 680-5
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 724-5 712-5 671-0
R3 704-1 692-1 665-3
R2 683-5 683-5 663-4
R1 671-5 671-5 661-5 667-3
PP 663-1 663-1 663-1 661-0
S1 651-1 651-1 657-7 646-7
S2 642-5 642-5 656-0
S3 622-1 630-5 654-1
S4 601-5 610-1 648-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 687-0 659-0 28-0 4.1% 7-4 1.1% 91% True False 34,102
10 687-0 642-0 45-0 6.6% 10-2 1.5% 94% True False 41,022
20 687-0 608-4 78-4 11.5% 11-3 1.7% 97% True False 43,368
40 687-0 570-0 117-0 17.1% 9-3 1.4% 98% True False 32,550
60 687-0 534-6 152-2 22.2% 9-6 1.4% 98% True False 34,640
80 687-0 534-6 152-2 22.2% 10-0 1.5% 98% True False 34,058
100 687-0 479-0 208-0 30.4% 9-7 1.4% 99% True False 32,818
120 687-0 444-4 242-4 35.4% 9-2 1.3% 99% True False 30,351
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 1-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 716-6
2.618 705-3
1.618 698-3
1.000 694-0
0.618 691-3
HIGH 687-0
0.618 684-3
0.500 683-4
0.382 682-5
LOW 680-0
0.618 675-5
1.000 673-0
1.618 668-5
2.618 661-5
4.250 650-2
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 684-1 682-5
PP 683-7 680-7
S1 683-4 679-0

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

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