CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 715-0 719-4 4-4 0.6% 720-4
High 726-4 728-4 2-0 0.3% 728-4
Low 715-0 718-0 3-0 0.4% 694-4
Close 726-6 724-4 -2-2 -0.3% 724-4
Range 11-4 10-4 -1-0 -8.7% 34-0
ATR 13-1 12-7 -0-1 -1.4% 0-0
Volume 61,263 47,679 -13,584 -22.2% 285,230
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 755-1 750-3 730-2
R3 744-5 739-7 727-3
R2 734-1 734-1 726-3
R1 729-3 729-3 725-4 731-6
PP 723-5 723-5 723-5 724-7
S1 718-7 718-7 723-4 721-2
S2 713-1 713-1 722-5
S3 702-5 708-3 721-5
S4 692-1 697-7 718-6
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 817-7 805-1 743-2
R3 783-7 771-1 733-7
R2 749-7 749-7 730-6
R1 737-1 737-1 727-5 743-4
PP 715-7 715-7 715-7 719-0
S1 703-1 703-1 721-3 709-4
S2 681-7 681-7 718-2
S3 647-7 669-1 715-1
S4 613-7 635-1 705-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 728-4 694-4 34-0 4.7% 11-6 1.6% 88% True False 57,046
10 728-4 686-6 41-6 5.8% 10-0 1.4% 90% True False 61,125
20 728-4 654-4 74-0 10.2% 9-5 1.3% 95% True False 48,622
40 728-4 608-4 120-0 16.6% 10-2 1.4% 97% True False 42,603
60 728-4 555-4 173-0 23.9% 9-1 1.3% 98% True False 37,065
80 728-4 534-6 193-6 26.7% 9-6 1.3% 98% True False 37,242
100 728-4 479-0 249-4 34.4% 10-1 1.4% 98% True False 36,406
120 728-4 463-4 265-0 36.6% 9-6 1.3% 98% True False 34,544
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 1-3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 773-1
2.618 756-0
1.618 745-4
1.000 739-0
0.618 735-0
HIGH 728-4
0.618 724-4
0.500 723-2
0.382 722-0
LOW 718-0
0.618 711-4
1.000 707-4
1.618 701-0
2.618 690-4
4.250 673-3
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 724-1 720-5
PP 723-5 716-5
S1 723-2 712-6

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

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