CME Pit-Traded Corn Future December 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 599-2 618-0 18-6 3.1% 582-4
High 604-0 619-2 15-2 2.5% 601-0
Low 598-0 609-2 11-2 1.9% 582-4
Close 604-4 614-4 10-0 1.7% 601-6
Range 6-0 10-0 4-0 66.7% 18-4
ATR
Volume 29,924 35,209 5,285 17.7% 155,412
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 644-3 639-3 620-0
R3 634-3 629-3 617-2
R2 624-3 624-3 616-3
R1 619-3 619-3 615-3 616-7
PP 614-3 614-3 614-3 613-0
S1 609-3 609-3 613-5 606-7
S2 604-3 604-3 612-5
S3 594-3 599-3 611-6
S4 584-3 589-3 609-0
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 650-5 644-5 611-7
R3 632-1 626-1 606-7
R2 613-5 613-5 605-1
R1 607-5 607-5 603-4 610-5
PP 595-1 595-1 595-1 596-4
S1 589-1 589-1 600-0 592-1
S2 576-5 576-5 598-3
S3 558-1 570-5 596-5
S4 539-5 552-1 591-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 619-2 588-0 31-2 5.1% 8-4 1.4% 85% True False 31,998
10 619-2 575-4 43-6 7.1% 8-2 1.4% 89% True False 29,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 661-6
2.618 645-3
1.618 635-3
1.000 629-2
0.618 625-3
HIGH 619-2
0.618 615-3
0.500 614-2
0.382 613-1
LOW 609-2
0.618 603-1
1.000 599-2
1.618 593-1
2.618 583-1
4.250 566-6
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 614-3 612-4
PP 614-3 610-5
S1 614-2 608-5

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

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