CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
698-0 |
697-6 |
-0-2 |
0.0% |
680-2 |
| High |
704-4 |
706-6 |
2-2 |
0.3% |
706-6 |
| Low |
696-0 |
696-2 |
0-2 |
0.0% |
668-6 |
| Close |
698-4 |
706-4 |
8-0 |
1.1% |
706-4 |
| Range |
8-4 |
10-4 |
2-0 |
23.5% |
38-0 |
| ATR |
14-1 |
13-7 |
-0-2 |
-1.8% |
0-0 |
| Volume |
215,190 |
177,238 |
-37,952 |
-17.6% |
957,595 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
734-5 |
731-1 |
712-2 |
|
| R3 |
724-1 |
720-5 |
709-3 |
|
| R2 |
713-5 |
713-5 |
708-3 |
|
| R1 |
710-1 |
710-1 |
707-4 |
711-7 |
| PP |
703-1 |
703-1 |
703-1 |
704-0 |
| S1 |
699-5 |
699-5 |
705-4 |
701-3 |
| S2 |
692-5 |
692-5 |
704-5 |
|
| S3 |
682-1 |
689-1 |
703-5 |
|
| S4 |
671-5 |
678-5 |
700-6 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
808-0 |
795-2 |
727-3 |
|
| R3 |
770-0 |
757-2 |
717-0 |
|
| R2 |
732-0 |
732-0 |
713-4 |
|
| R1 |
719-2 |
719-2 |
710-0 |
725-5 |
| PP |
694-0 |
694-0 |
694-0 |
697-2 |
| S1 |
681-2 |
681-2 |
703-0 |
687-5 |
| S2 |
656-0 |
656-0 |
699-4 |
|
| S3 |
618-0 |
643-2 |
696-0 |
|
| S4 |
580-0 |
605-2 |
685-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
706-6 |
668-6 |
38-0 |
5.4% |
10-0 |
1.4% |
99% |
True |
False |
191,519 |
| 10 |
706-6 |
650-0 |
56-6 |
8.0% |
10-6 |
1.5% |
100% |
True |
False |
168,167 |
| 20 |
706-6 |
628-0 |
78-6 |
11.1% |
12-4 |
1.8% |
100% |
True |
False |
168,222 |
| 40 |
706-6 |
582-4 |
124-2 |
17.6% |
11-2 |
1.6% |
100% |
True |
False |
143,105 |
| 60 |
706-6 |
520-6 |
186-0 |
26.3% |
11-2 |
1.6% |
100% |
True |
False |
143,405 |
| 80 |
706-6 |
520-6 |
186-0 |
26.3% |
11-5 |
1.6% |
100% |
True |
False |
130,828 |
| 100 |
706-6 |
468-0 |
238-6 |
33.8% |
11-7 |
1.7% |
100% |
True |
False |
117,359 |
| 120 |
706-6 |
429-4 |
277-2 |
39.2% |
11-2 |
1.6% |
100% |
True |
False |
106,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
751-3 |
|
2.618 |
734-2 |
|
1.618 |
723-6 |
|
1.000 |
717-2 |
|
0.618 |
713-2 |
|
HIGH |
706-6 |
|
0.618 |
702-6 |
|
0.500 |
701-4 |
|
0.382 |
700-2 |
|
LOW |
696-2 |
|
0.618 |
689-6 |
|
1.000 |
685-6 |
|
1.618 |
679-2 |
|
2.618 |
668-6 |
|
4.250 |
651-5 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
704-7 |
703-2 |
| PP |
703-1 |
700-1 |
| S1 |
701-4 |
696-7 |
|