CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 635-6 631-6 -4-0 -0.6% 620-6
High 639-0 631-6 -7-2 -1.1% 625-0
Low 629-2 631-6 2-4 0.4% 607-4
Close 635-6 629-0 -6-6 -1.1% 611-6
Range 9-6 0-0 -9-6 -100.0% 17-4
ATR 10-3 9-7 -0-4 -4.4% 0-0
Volume 3,791 2,747 -1,044 -27.5% 26,553
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 630-7 629-7 629-0
R3 630-7 629-7 629-0
R2 630-7 630-7 629-0
R1 629-7 629-7 629-0 630-3
PP 630-7 630-7 630-7 631-0
S1 629-7 629-7 629-0 630-3
S2 630-7 630-7 629-0
S3 630-7 629-7 629-0
S4 630-7 629-7 629-0
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 667-2 657-0 621-3
R3 649-6 639-4 616-4
R2 632-2 632-2 615-0
R1 622-0 622-0 613-3 618-3
PP 614-6 614-6 614-6 613-0
S1 604-4 604-4 610-1 600-7
S2 597-2 597-2 608-4
S3 579-6 587-0 607-0
S4 562-2 569-4 602-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 639-0 612-0 27-0 4.3% 6-5 1.1% 63% False False 3,156
10 639-0 607-4 31-4 5.0% 6-3 1.0% 68% False False 4,666
20 639-0 570-0 69-0 11.0% 7-4 1.2% 86% False False 5,892
40 639-0 541-2 97-6 15.5% 6-1 1.0% 90% False False 4,316
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1-0
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 631-6
2.618 631-6
1.618 631-6
1.000 631-6
0.618 631-6
HIGH 631-6
0.618 631-6
0.500 631-6
0.382 631-6
LOW 631-6
0.618 631-6
1.000 631-6
1.618 631-6
2.618 631-6
4.250 631-6
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 631-6 633-7
PP 630-7 632-2
S1 629-7 630-5

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

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