CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
666-0 |
689-2 |
23-2 |
3.5% |
706-2 |
| High |
693-4 |
691-4 |
-2-0 |
-0.3% |
715-4 |
| Low |
666-0 |
681-0 |
15-0 |
2.3% |
681-0 |
| Close |
691-4 |
685-6 |
-5-6 |
-0.8% |
709-6 |
| Range |
27-4 |
10-4 |
-17-0 |
-61.8% |
34-4 |
| ATR |
16-1 |
15-6 |
-0-3 |
-2.5% |
0-0 |
| Volume |
164,312 |
119,147 |
-45,165 |
-27.5% |
797,680 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
717-5 |
712-1 |
691-4 |
|
| R3 |
707-1 |
701-5 |
688-5 |
|
| R2 |
696-5 |
696-5 |
687-5 |
|
| R1 |
691-1 |
691-1 |
686-6 |
688-5 |
| PP |
686-1 |
686-1 |
686-1 |
684-6 |
| S1 |
680-5 |
680-5 |
684-6 |
678-1 |
| S2 |
675-5 |
675-5 |
683-7 |
|
| S3 |
665-1 |
670-1 |
682-7 |
|
| S4 |
654-5 |
659-5 |
680-0 |
|
|
| 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% |
16-4 |
2.4% |
40% |
False |
False |
110,698 |
| 10 |
715-4 |
666-0 |
49-4 |
7.2% |
13-6 |
2.0% |
40% |
False |
False |
147,356 |
| 20 |
715-4 |
642-4 |
73-0 |
10.6% |
12-4 |
1.8% |
59% |
False |
False |
152,654 |
| 40 |
715-4 |
595-0 |
120-4 |
17.6% |
12-7 |
1.9% |
75% |
False |
False |
152,996 |
| 60 |
715-4 |
543-4 |
172-0 |
25.1% |
11-6 |
1.7% |
83% |
False |
False |
142,200 |
| 80 |
715-4 |
520-6 |
194-6 |
28.4% |
11-7 |
1.7% |
85% |
False |
False |
137,317 |
| 100 |
715-4 |
468-0 |
247-4 |
36.1% |
11-7 |
1.7% |
88% |
False |
False |
124,102 |
| 120 |
715-4 |
460-6 |
254-6 |
37.1% |
11-7 |
1.7% |
88% |
False |
False |
113,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
736-1 |
|
2.618 |
719-0 |
|
1.618 |
708-4 |
|
1.000 |
702-0 |
|
0.618 |
698-0 |
|
HIGH |
691-4 |
|
0.618 |
687-4 |
|
0.500 |
686-2 |
|
0.382 |
685-0 |
|
LOW |
681-0 |
|
0.618 |
674-4 |
|
1.000 |
670-4 |
|
1.618 |
664-0 |
|
2.618 |
653-4 |
|
4.250 |
636-3 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
686-2 |
684-5 |
| PP |
686-1 |
683-5 |
| S1 |
685-7 |
682-4 |
|