CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
708-0 |
717-2 |
9-2 |
1.3% |
691-0 |
| High |
717-4 |
717-4 |
0-0 |
0.0% |
717-4 |
| Low |
708-0 |
706-0 |
-2-0 |
-0.3% |
680-0 |
| Close |
717-2 |
706-4 |
-10-6 |
-1.5% |
717-2 |
| Range |
9-4 |
11-4 |
2-0 |
21.1% |
37-4 |
| ATR |
13-0 |
12-7 |
-0-1 |
-0.8% |
0-0 |
| Volume |
181,320 |
123,283 |
-58,037 |
-32.0% |
555,300 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
744-4 |
737-0 |
712-7 |
|
| R3 |
733-0 |
725-4 |
709-5 |
|
| R2 |
721-4 |
721-4 |
708-5 |
|
| R1 |
714-0 |
714-0 |
707-4 |
712-0 |
| PP |
710-0 |
710-0 |
710-0 |
709-0 |
| S1 |
702-4 |
702-4 |
705-4 |
700-4 |
| S2 |
698-4 |
698-4 |
704-3 |
|
| S3 |
687-0 |
691-0 |
703-3 |
|
| S4 |
675-4 |
679-4 |
700-1 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817-3 |
804-7 |
737-7 |
|
| R3 |
779-7 |
767-3 |
727-4 |
|
| R2 |
742-3 |
742-3 |
724-1 |
|
| R1 |
729-7 |
729-7 |
720-6 |
736-1 |
| PP |
704-7 |
704-7 |
704-7 |
708-0 |
| S1 |
692-3 |
692-3 |
713-6 |
698-5 |
| S2 |
667-3 |
667-3 |
710-3 |
|
| S3 |
629-7 |
654-7 |
707-0 |
|
| S4 |
592-3 |
617-3 |
696-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
717-4 |
680-0 |
37-4 |
5.3% |
9-2 |
1.3% |
71% |
True |
False |
126,685 |
| 10 |
717-4 |
670-0 |
47-4 |
6.7% |
10-0 |
1.4% |
77% |
True |
False |
86,323 |
| 20 |
717-4 |
639-0 |
78-4 |
11.1% |
11-4 |
1.6% |
86% |
True |
False |
65,667 |
| 40 |
717-4 |
596-0 |
121-4 |
17.2% |
10-2 |
1.5% |
91% |
True |
False |
46,040 |
| 60 |
717-4 |
530-6 |
186-6 |
26.4% |
9-6 |
1.4% |
94% |
True |
False |
38,612 |
| 80 |
717-4 |
530-6 |
186-6 |
26.4% |
10-1 |
1.4% |
94% |
True |
False |
33,856 |
| 100 |
717-4 |
474-4 |
243-0 |
34.4% |
10-5 |
1.5% |
95% |
True |
False |
30,640 |
| 120 |
717-4 |
441-0 |
276-4 |
39.1% |
10-0 |
1.4% |
96% |
True |
False |
27,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
766-3 |
|
2.618 |
747-5 |
|
1.618 |
736-1 |
|
1.000 |
729-0 |
|
0.618 |
724-5 |
|
HIGH |
717-4 |
|
0.618 |
713-1 |
|
0.500 |
711-6 |
|
0.382 |
710-3 |
|
LOW |
706-0 |
|
0.618 |
698-7 |
|
1.000 |
694-4 |
|
1.618 |
687-3 |
|
2.618 |
675-7 |
|
4.250 |
657-1 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
711-6 |
711-6 |
| PP |
710-0 |
710-0 |
| S1 |
708-2 |
708-2 |
|