CME Pit-Traded Corn Future September 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 618-0 631-4 13-4 2.2% 662-0
High 641-0 631-4 -9-4 -1.5% 662-0
Low 618-0 631-4 13-4 2.2% 629-2
Close 640-2 630-0 -10-2 -1.6% 659-2
Range 23-0 0-0 -23-0 -100.0% 32-6
ATR 12-4 12-2 -0-2 -2.1% 0-0
Volume 4,641 10,871 6,230 134.2% 37,407
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 631-0 630-4 630-0
R3 631-0 630-4 630-0
R2 631-0 631-0 630-0
R1 630-4 630-4 630-0 630-6
PP 631-0 631-0 631-0 631-1
S1 630-4 630-4 630-0 630-6
S2 631-0 631-0 630-0
S3 631-0 630-4 630-0
S4 631-0 630-4 630-0
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 6.9% 9-1 1.5% 28% False False 6,939
10 662-4 618-0 44-4 7.1% 8-4 1.4% 27% False False 7,593
20 662-6 612-0 50-6 8.1% 7-3 1.2% 35% False False 5,692
40 662-6 570-0 92-6 14.7% 7-6 1.2% 65% False False 5,632
60 662-6 524-0 138-6 22.0% 6-4 1.0% 76% False False 4,687
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 631-4
2.618 631-4
1.618 631-4
1.000 631-4
0.618 631-4
HIGH 631-4
0.618 631-4
0.500 631-4
0.382 631-4
LOW 631-4
0.618 631-4
1.000 631-4
1.618 631-4
2.618 631-4
4.250 631-4
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 631-4 632-2
PP 631-0 631-4
S1 630-4 630-6

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

View Archives - Comment on this page... - Back to Index of Symbols