CME Pit-Traded Corn Future July 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 719-4 713-4 -6-0 -0.8% 720-4
High 728-4 714-0 -14-4 -2.0% 728-4
Low 718-0 694-4 -23-4 -3.3% 694-4
Close 724-4 694-4 -30-0 -4.1% 724-4
Range 10-4 19-4 9-0 85.7% 34-0
ATR 12-7 14-1 1-2 9.4% 0-0
Volume 47,679 33,823 -13,856 -29.1% 285,230
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 759-4 746-4 705-2
R3 740-0 727-0 699-7
R2 720-4 720-4 698-1
R1 707-4 707-4 696-2 704-2
PP 701-0 701-0 701-0 699-3
S1 688-0 688-0 692-6 684-6
S2 681-4 681-4 690-7
S3 662-0 668-4 689-1
S4 642-4 649-0 683-6
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 4.9% 13-0 1.9% 0% False True 52,680
10 728-4 686-6 41-6 6.0% 11-0 1.6% 19% False False 60,605
20 728-4 654-4 74-0 10.7% 10-2 1.5% 54% False False 48,046
40 728-4 608-4 120-0 17.3% 10-5 1.5% 72% False False 42,835
60 728-4 555-4 173-0 24.9% 9-3 1.4% 80% False False 37,093
80 728-4 534-6 193-6 27.9% 9-6 1.4% 82% False False 37,313
100 728-4 479-0 249-4 35.9% 10-2 1.5% 86% False False 36,585
120 728-4 469-2 259-2 37.3% 9-7 1.4% 87% False False 34,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-3
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 796-7
2.618 765-0
1.618 745-4
1.000 733-4
0.618 726-0
HIGH 714-0
0.618 706-4
0.500 704-2
0.382 702-0
LOW 694-4
0.618 682-4
1.000 675-0
1.618 663-0
2.618 643-4
4.250 611-5
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 704-2 711-4
PP 701-0 705-7
S1 697-6 700-1

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

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