CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 646-0 618-0 -28-0 -4.3% 662-0
High 646-4 641-0 -5-4 -0.9% 662-0
Low 629-2 618-0 -11-2 -1.8% 629-2
Close 629-2 640-2 11-0 1.7% 659-2
Range 17-2 23-0 5-6 33.3% 32-6
ATR 11-6 12-4 0-6 6.9% 0-0
Volume 5,127 4,641 -486 -9.5% 37,407
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 702-1 694-1 652-7
R3 679-1 671-1 646-5
R2 656-1 656-1 644-4
R1 648-1 648-1 642-3 652-1
PP 633-1 633-1 633-1 635-0
S1 625-1 625-1 638-1 629-1
S2 610-1 610-1 636-0
S3 587-1 602-1 633-7
S4 564-1 579-1 627-5
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 748-3 736-5 677-2
R3 715-5 703-7 668-2
R2 682-7 682-7 665-2
R1 671-1 671-1 662-2 660-5
PP 650-1 650-1 650-1 645-0
S1 638-3 638-3 656-2 627-7
S2 617-3 617-3 653-2
S3 584-5 605-5 650-2
S4 551-7 572-7 641-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 661-4 618-0 43-4 6.8% 10-7 1.7% 51% False True 6,168
10 662-6 618-0 44-6 7.0% 9-3 1.5% 50% False True 7,024
20 662-6 612-0 50-6 7.9% 7-6 1.2% 56% False False 5,397
40 662-6 570-0 92-6 14.5% 7-7 1.2% 76% False False 5,383
60 662-6 524-0 138-6 21.7% 6-4 1.0% 84% False False 4,522
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 0-6
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 738-6
2.618 701-2
1.618 678-2
1.000 664-0
0.618 655-2
HIGH 641-0
0.618 632-2
0.500 629-4
0.382 626-6
LOW 618-0
0.618 603-6
1.000 595-0
1.618 580-6
2.618 557-6
4.250 520-2
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 636-5 639-6
PP 633-1 639-1
S1 629-4 638-5

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

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