CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
693-0 |
711-4 |
18-4 |
2.7% |
698-4 |
| High |
716-4 |
723-4 |
7-0 |
1.0% |
716-4 |
| Low |
693-0 |
707-4 |
14-4 |
2.1% |
666-0 |
| Close |
712-0 |
722-4 |
10-4 |
1.5% |
712-0 |
| Range |
23-4 |
16-0 |
-7-4 |
-31.9% |
50-4 |
| ATR |
16-6 |
16-6 |
0-0 |
-0.3% |
0-0 |
| Volume |
114,970 |
37,074 |
-77,896 |
-67.8% |
398,429 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
765-7 |
760-1 |
731-2 |
|
| R3 |
749-7 |
744-1 |
726-7 |
|
| R2 |
733-7 |
733-7 |
725-3 |
|
| R1 |
728-1 |
728-1 |
724-0 |
731-0 |
| PP |
717-7 |
717-7 |
717-7 |
719-2 |
| S1 |
712-1 |
712-1 |
721-0 |
715-0 |
| S2 |
701-7 |
701-7 |
719-5 |
|
| S3 |
685-7 |
696-1 |
718-1 |
|
| S4 |
669-7 |
680-1 |
713-6 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849-5 |
831-3 |
739-6 |
|
| R3 |
799-1 |
780-7 |
725-7 |
|
| R2 |
748-5 |
748-5 |
721-2 |
|
| R1 |
730-3 |
730-3 |
716-5 |
739-4 |
| PP |
698-1 |
698-1 |
698-1 |
702-6 |
| S1 |
679-7 |
679-7 |
707-3 |
689-0 |
| S2 |
647-5 |
647-5 |
702-6 |
|
| S3 |
597-1 |
629-3 |
698-1 |
|
| S4 |
546-5 |
578-7 |
684-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
723-4 |
666-0 |
57-4 |
8.0% |
19-3 |
2.7% |
98% |
True |
False |
87,100 |
| 10 |
723-4 |
666-0 |
57-4 |
8.0% |
15-7 |
2.2% |
98% |
True |
False |
123,318 |
| 20 |
723-4 |
650-0 |
73-4 |
10.2% |
13-3 |
1.8% |
99% |
True |
False |
145,742 |
| 40 |
723-4 |
595-0 |
128-4 |
17.8% |
13-3 |
1.9% |
99% |
True |
False |
154,700 |
| 60 |
723-4 |
555-2 |
168-2 |
23.3% |
12-0 |
1.7% |
99% |
True |
False |
138,900 |
| 80 |
723-4 |
520-6 |
202-6 |
28.1% |
12-1 |
1.7% |
100% |
True |
False |
137,758 |
| 100 |
723-4 |
498-2 |
225-2 |
31.2% |
12-0 |
1.7% |
100% |
True |
False |
124,112 |
| 120 |
723-4 |
468-0 |
255-4 |
35.4% |
12-0 |
1.7% |
100% |
True |
False |
113,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
791-4 |
|
2.618 |
765-3 |
|
1.618 |
749-3 |
|
1.000 |
739-4 |
|
0.618 |
733-3 |
|
HIGH |
723-4 |
|
0.618 |
717-3 |
|
0.500 |
715-4 |
|
0.382 |
713-5 |
|
LOW |
707-4 |
|
0.618 |
697-5 |
|
1.000 |
691-4 |
|
1.618 |
681-5 |
|
2.618 |
665-5 |
|
4.250 |
639-4 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
720-1 |
715-6 |
| PP |
717-7 |
709-0 |
| S1 |
715-4 |
702-2 |
|