CME Pit-Traded Corn Future July 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 708-4 725-2 16-6 2.4% 713-4
High 731-0 733-4 2-4 0.3% 731-0
Low 708-0 723-4 15-4 2.2% 672-2
Close 726-6 733-2 6-4 0.9% 726-6
Range 23-0 10-0 -13-0 -56.5% 58-6
ATR 16-4 16-0 -0-4 -2.8% 0-0
Volume 50,591 75,231 24,640 48.7% 225,262
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 760-1 756-5 738-6
R3 750-1 746-5 736-0
R2 740-1 740-1 735-1
R1 736-5 736-5 734-1 738-3
PP 730-1 730-1 730-1 731-0
S1 726-5 726-5 732-3 728-3
S2 720-1 720-1 731-3
S3 710-1 716-5 730-4
S4 700-1 706-5 727-6
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 886-2 865-2 759-0
R3 827-4 806-4 742-7
R2 768-6 768-6 737-4
R1 747-6 747-6 732-1 758-2
PP 710-0 710-0 710-0 715-2
S1 689-0 689-0 721-3 699-4
S2 651-2 651-2 716-0
S3 592-4 630-2 710-5
S4 533-6 571-4 694-4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 733-4 672-2 61-2 8.4% 20-1 2.7% 100% True False 60,098
10 733-4 672-2 61-2 8.4% 15-7 2.2% 100% True False 58,572
20 733-4 671-0 62-4 8.5% 12-3 1.7% 100% True False 54,046
40 733-4 608-4 125-0 17.0% 12-1 1.6% 100% True False 47,587
60 733-4 568-4 165-0 22.5% 10-4 1.4% 100% True False 40,008
80 733-4 534-6 198-6 27.1% 10-3 1.4% 100% True False 39,338
100 733-4 509-2 224-2 30.6% 10-3 1.4% 100% True False 37,889
120 733-4 479-0 254-4 34.7% 10-2 1.4% 100% True False 36,123
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2-0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 776-0
2.618 759-5
1.618 749-5
1.000 743-4
0.618 739-5
HIGH 733-4
0.618 729-5
0.500 728-4
0.382 727-3
LOW 723-4
0.618 717-3
1.000 713-4
1.618 707-3
2.618 697-3
4.250 681-0
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 731-5 727-0
PP 730-1 720-5
S1 728-4 714-3

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

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