CME Pit-Traded Corn Future December 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	618-0	614-0	-4-0	-0.6%	582-4
High	619-2	618-4	-0-6	-0.1%	601-0
Low	609-2	613-0	3-6	0.6%	582-4
Close	614-4	614-4	0-0	0.0%	601-6
Range	10-0	5-4	-4-4	-45.0%	18-4
ATR
Volume	35,209	53,679	18,470	52.5%	155,412

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	631-7	628-5	617-4
R3	626-3	623-1	616-0
R2	620-7	620-7	615-4
R1	617-5	617-5	615-0	619-2
PP	615-3	615-3	615-3	616-1
S1	612-1	612-1	614-0	613-6
S2	609-7	609-7	613-4
S3	604-3	606-5	613-0
S4	598-7	601-1	611-4

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	590-0	29-2	4.8%	7-2	1.2%	84%	False	False	35,634
10	619-2	575-4	43-6	7.1%	8-2	1.3%	89%	False	False	32,479

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	1-6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	641-7
2.618	632-7
1.618	627-3
1.000	624-0
0.618	621-7
HIGH	618-4
0.618	616-3
0.500	615-6
0.382	615-1
LOW	613-0
0.618	609-5
1.000	607-4
1.618	604-1
2.618	598-5
4.250	589-5

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	615-6	612-4
PP	615-3	610-5
S1	614-7	608-5

Download as Excel Spreadsheet

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

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