CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
688-4 |
701-0 |
12-4 |
1.8% |
680-2 |
High |
692-4 |
712-6 |
20-2 |
2.9% |
706-6 |
Low |
683-0 |
700-4 |
17-4 |
2.6% |
668-6 |
Close |
690-4 |
712-6 |
22-2 |
3.2% |
706-4 |
Range |
9-4 |
12-2 |
2-6 |
28.9% |
38-0 |
ATR |
13-4 |
14-1 |
0-5 |
4.6% |
0-0 |
Volume |
158,161 |
122,669 |
-35,492 |
-22.4% |
957,595 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
745-3 |
741-3 |
719-4 |
|
R3 |
733-1 |
729-1 |
716-1 |
|
R2 |
720-7 |
720-7 |
715-0 |
|
R1 |
716-7 |
716-7 |
713-7 |
718-7 |
PP |
708-5 |
708-5 |
708-5 |
709-6 |
S1 |
704-5 |
704-5 |
711-5 |
706-5 |
S2 |
696-3 |
696-3 |
710-4 |
|
S3 |
684-1 |
692-3 |
709-3 |
|
S4 |
671-7 |
680-1 |
706-0 |
|
|
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 |
712-6 |
681-0 |
31-6 |
4.5% |
11-7 |
1.7% |
100% |
True |
False |
165,511 |
10 |
712-6 |
659-4 |
53-2 |
7.5% |
11-7 |
1.7% |
100% |
True |
False |
175,952 |
20 |
712-6 |
639-4 |
73-2 |
10.3% |
11-1 |
1.6% |
100% |
True |
False |
162,565 |
40 |
712-6 |
595-0 |
117-6 |
16.5% |
11-5 |
1.6% |
100% |
True |
False |
150,091 |
60 |
712-6 |
520-6 |
192-0 |
26.9% |
11-2 |
1.6% |
100% |
True |
False |
143,914 |
80 |
712-6 |
520-6 |
192-0 |
26.9% |
11-5 |
1.6% |
100% |
True |
False |
135,368 |
100 |
712-6 |
468-0 |
244-6 |
34.3% |
11-7 |
1.7% |
100% |
True |
False |
121,900 |
120 |
712-6 |
452-0 |
260-6 |
36.6% |
11-3 |
1.6% |
100% |
True |
False |
110,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
764-6 |
2.618 |
744-7 |
1.618 |
732-5 |
1.000 |
725-0 |
0.618 |
720-3 |
HIGH |
712-6 |
0.618 |
708-1 |
0.500 |
706-5 |
0.382 |
705-1 |
LOW |
700-4 |
0.618 |
692-7 |
1.000 |
688-2 |
1.618 |
680-5 |
2.618 |
668-3 |
4.250 |
648-4 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
710-6 |
707-4 |
PP |
708-5 |
702-1 |
S1 |
706-5 |
696-7 |
|