CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
698-4 |
666-0 |
-32-4 |
-4.7% |
706-2 |
| High |
699-0 |
693-4 |
-5-4 |
-0.8% |
715-4 |
| Low |
679-6 |
666-0 |
-13-6 |
-2.0% |
681-0 |
| Close |
679-6 |
691-4 |
11-6 |
1.7% |
709-6 |
| Range |
19-2 |
27-4 |
8-2 |
42.9% |
34-4 |
| ATR |
15-2 |
16-1 |
0-7 |
5.8% |
0-0 |
| Volume |
0 |
164,312 |
164,312 |
|
797,680 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
766-1 |
756-3 |
706-5 |
|
| R3 |
738-5 |
728-7 |
699-0 |
|
| R2 |
711-1 |
711-1 |
696-4 |
|
| R1 |
701-3 |
701-3 |
694-0 |
706-2 |
| PP |
683-5 |
683-5 |
683-5 |
686-1 |
| S1 |
673-7 |
673-7 |
689-0 |
678-6 |
| S2 |
656-1 |
656-1 |
686-4 |
|
| S3 |
628-5 |
646-3 |
684-0 |
|
| S4 |
601-1 |
618-7 |
676-3 |
|
|
| 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 |
666-0 |
49-4 |
7.2% |
16-2 |
2.4% |
52% |
False |
True |
118,500 |
| 10 |
715-4 |
666-0 |
49-4 |
7.2% |
14-1 |
2.0% |
52% |
False |
True |
158,570 |
| 20 |
715-4 |
642-4 |
73-0 |
10.6% |
12-6 |
1.8% |
67% |
False |
False |
153,734 |
| 40 |
715-4 |
595-0 |
120-4 |
17.4% |
12-6 |
1.8% |
80% |
False |
False |
151,833 |
| 60 |
715-4 |
543-4 |
172-0 |
24.9% |
11-5 |
1.7% |
86% |
False |
False |
141,512 |
| 80 |
715-4 |
520-6 |
194-6 |
28.2% |
11-7 |
1.7% |
88% |
False |
False |
137,137 |
| 100 |
715-4 |
468-0 |
247-4 |
35.8% |
12-0 |
1.7% |
90% |
False |
False |
123,690 |
| 120 |
715-4 |
456-6 |
258-6 |
37.4% |
11-6 |
1.7% |
91% |
False |
False |
112,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
810-3 |
|
2.618 |
765-4 |
|
1.618 |
738-0 |
|
1.000 |
721-0 |
|
0.618 |
710-4 |
|
HIGH |
693-4 |
|
0.618 |
683-0 |
|
0.500 |
679-6 |
|
0.382 |
676-4 |
|
LOW |
666-0 |
|
0.618 |
649-0 |
|
1.000 |
638-4 |
|
1.618 |
621-4 |
|
2.618 |
594-0 |
|
4.250 |
549-1 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
687-5 |
691-2 |
| PP |
683-5 |
691-0 |
| S1 |
679-6 |
690-6 |
|