CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
701-0 |
715-4 |
14-4 |
2.1% |
706-2 |
High |
712-6 |
715-4 |
2-6 |
0.4% |
715-4 |
Low |
700-4 |
702-4 |
2-0 |
0.3% |
681-0 |
Close |
712-6 |
709-6 |
-3-0 |
-0.4% |
709-6 |
Range |
12-2 |
13-0 |
0-6 |
6.1% |
34-4 |
ATR |
14-1 |
14-1 |
-0-1 |
-0.6% |
0-0 |
Volume |
122,669 |
147,362 |
24,693 |
20.1% |
797,680 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
748-2 |
742-0 |
716-7 |
|
R3 |
735-2 |
729-0 |
713-3 |
|
R2 |
722-2 |
722-2 |
712-1 |
|
R1 |
716-0 |
716-0 |
711-0 |
712-5 |
PP |
709-2 |
709-2 |
709-2 |
707-4 |
S1 |
703-0 |
703-0 |
708-4 |
699-5 |
S2 |
696-2 |
696-2 |
707-3 |
|
S3 |
683-2 |
690-0 |
706-1 |
|
S4 |
670-2 |
677-0 |
702-5 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
805-5 |
792-1 |
728-6 |
|
R3 |
771-1 |
757-5 |
719-2 |
|
R2 |
736-5 |
736-5 |
716-1 |
|
R1 |
723-1 |
723-1 |
712-7 |
729-7 |
PP |
702-1 |
702-1 |
702-1 |
705-4 |
S1 |
688-5 |
688-5 |
706-5 |
695-3 |
S2 |
667-5 |
667-5 |
703-3 |
|
S3 |
633-1 |
654-1 |
700-2 |
|
S4 |
598-5 |
619-5 |
690-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
715-4 |
681-0 |
34-4 |
4.9% |
12-3 |
1.7% |
83% |
True |
False |
159,536 |
10 |
715-4 |
668-6 |
46-6 |
6.6% |
11-2 |
1.6% |
88% |
True |
False |
175,527 |
20 |
715-4 |
639-4 |
76-0 |
10.7% |
11-1 |
1.6% |
92% |
True |
False |
160,548 |
40 |
715-4 |
595-0 |
120-4 |
17.0% |
11-7 |
1.7% |
95% |
True |
False |
151,281 |
60 |
715-4 |
543-4 |
172-0 |
24.2% |
11-0 |
1.6% |
97% |
True |
False |
143,977 |
80 |
715-4 |
520-6 |
194-6 |
27.4% |
11-5 |
1.6% |
97% |
True |
False |
136,430 |
100 |
715-4 |
468-0 |
247-4 |
34.9% |
11-7 |
1.7% |
98% |
True |
False |
122,873 |
120 |
715-4 |
452-0 |
263-4 |
37.1% |
11-4 |
1.6% |
98% |
True |
False |
111,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
770-6 |
2.618 |
749-4 |
1.618 |
736-4 |
1.000 |
728-4 |
0.618 |
723-4 |
HIGH |
715-4 |
0.618 |
710-4 |
0.500 |
709-0 |
0.382 |
707-4 |
LOW |
702-4 |
0.618 |
694-4 |
1.000 |
689-4 |
1.618 |
681-4 |
2.618 |
668-4 |
4.250 |
647-2 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
709-4 |
706-2 |
PP |
709-2 |
702-6 |
S1 |
709-0 |
699-2 |
|