CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 635-0 656-0 21-0 3.3% 639-0
High 638-0 661-4 23-4 3.7% 662-6
Low 629-2 656-0 26-6 4.3% 639-0
Close 639-2 662-0 22-6 3.6% 663-2
Range 8-6 5-4 -3-2 -37.1% 23-6
ATR 10-0 10-7 0-7 8.7% 0-0
Volume 7,012 8,336 1,324 18.9% 31,194
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 676-3 674-5 665-0
R3 670-7 669-1 663-4
R2 665-3 665-3 663-0
R1 663-5 663-5 662-4 664-4
PP 659-7 659-7 659-7 660-2
S1 658-1 658-1 661-4 659-0
S2 654-3 654-3 661-0
S3 648-7 652-5 660-4
S4 643-3 647-1 659-0
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 726-2 718-4 676-2
R3 702-4 694-6 669-6
R2 678-6 678-6 667-5
R1 671-0 671-0 665-3 674-7
PP 655-0 655-0 655-0 657-0
S1 647-2 647-2 661-1 651-1
S2 631-2 631-2 658-7
S3 607-4 623-4 656-6
S4 583-6 599-6 650-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 662-0 629-2 32-6 4.9% 8-1 1.2% 100% False False 7,842
10 662-6 629-0 33-6 5.1% 7-2 1.1% 98% False False 6,638
20 662-6 607-4 55-2 8.3% 6-6 1.0% 99% False False 5,652
40 662-6 569-6 93-0 14.0% 7-2 1.1% 99% False False 5,176
60 662-6 502-0 160-6 24.3% 6-1 0.9% 100% False False 4,393
Crabel Price Patterns
NR True
NR4 True
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 1-0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 684-7
2.618 675-7
1.618 670-3
1.000 667-0
0.618 664-7
HIGH 661-4
0.618 659-3
0.500 658-6
0.382 658-1
LOW 656-0
0.618 652-5
1.000 650-4
1.618 647-1
2.618 641-5
4.250 632-5
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 660-7 656-4
PP 659-7 650-7
S1 658-6 645-3

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

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