CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
697-6 |
706-2 |
8-4 |
1.2% |
680-2 |
| High |
706-6 |
708-0 |
1-2 |
0.2% |
706-6 |
| Low |
696-2 |
695-4 |
-0-6 |
-0.1% |
668-6 |
| Close |
706-4 |
695-6 |
-10-6 |
-1.5% |
706-4 |
| Range |
10-4 |
12-4 |
2-0 |
19.0% |
38-0 |
| ATR |
13-7 |
13-6 |
-0-1 |
-0.7% |
0-0 |
| Volume |
177,238 |
155,668 |
-21,570 |
-12.2% |
957,595 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
737-2 |
729-0 |
702-5 |
|
| R3 |
724-6 |
716-4 |
699-2 |
|
| R2 |
712-2 |
712-2 |
698-0 |
|
| R1 |
704-0 |
704-0 |
696-7 |
701-7 |
| PP |
699-6 |
699-6 |
699-6 |
698-6 |
| S1 |
691-4 |
691-4 |
694-5 |
689-3 |
| S2 |
687-2 |
687-2 |
693-4 |
|
| S3 |
674-6 |
679-0 |
692-2 |
|
| S4 |
662-2 |
666-4 |
688-7 |
|
|
| 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 |
708-0 |
668-6 |
39-2 |
5.6% |
10-2 |
1.5% |
69% |
True |
False |
186,318 |
| 10 |
708-0 |
659-0 |
49-0 |
7.0% |
11-1 |
1.6% |
75% |
True |
False |
169,707 |
| 20 |
708-0 |
628-0 |
80-0 |
11.5% |
12-3 |
1.8% |
85% |
True |
False |
167,801 |
| 40 |
708-0 |
588-0 |
120-0 |
17.2% |
11-3 |
1.6% |
90% |
True |
False |
144,856 |
| 60 |
708-0 |
520-6 |
187-2 |
26.9% |
11-2 |
1.6% |
93% |
True |
False |
143,249 |
| 80 |
708-0 |
520-6 |
187-2 |
26.9% |
11-4 |
1.7% |
93% |
True |
False |
131,663 |
| 100 |
708-0 |
468-0 |
240-0 |
34.5% |
11-7 |
1.7% |
95% |
True |
False |
118,493 |
| 120 |
708-0 |
431-4 |
276-4 |
39.7% |
11-2 |
1.6% |
96% |
True |
False |
107,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
761-1 |
|
2.618 |
740-6 |
|
1.618 |
728-2 |
|
1.000 |
720-4 |
|
0.618 |
715-6 |
|
HIGH |
708-0 |
|
0.618 |
703-2 |
|
0.500 |
701-6 |
|
0.382 |
700-2 |
|
LOW |
695-4 |
|
0.618 |
687-6 |
|
1.000 |
683-0 |
|
1.618 |
675-2 |
|
2.618 |
662-6 |
|
4.250 |
642-3 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
701-6 |
701-6 |
| PP |
699-6 |
699-6 |
| S1 |
697-6 |
697-6 |
|