CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
717-2 |
705-4 |
-11-6 |
-1.6% |
691-0 |
| High |
717-4 |
706-2 |
-11-2 |
-1.6% |
717-4 |
| Low |
706-0 |
691-4 |
-14-4 |
-2.1% |
680-0 |
| Close |
706-4 |
701-0 |
-5-4 |
-0.8% |
717-2 |
| Range |
11-4 |
14-6 |
3-2 |
28.3% |
37-4 |
| ATR |
12-7 |
13-0 |
0-1 |
1.2% |
0-0 |
| Volume |
123,283 |
94,034 |
-29,249 |
-23.7% |
555,300 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743-7 |
737-1 |
709-1 |
|
| R3 |
729-1 |
722-3 |
705-0 |
|
| R2 |
714-3 |
714-3 |
703-6 |
|
| R1 |
707-5 |
707-5 |
702-3 |
703-5 |
| PP |
699-5 |
699-5 |
699-5 |
697-4 |
| S1 |
692-7 |
692-7 |
699-5 |
688-7 |
| S2 |
684-7 |
684-7 |
698-2 |
|
| S3 |
670-1 |
678-1 |
697-0 |
|
| S4 |
655-3 |
663-3 |
692-7 |
|
|
| 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 |
691-4 |
26-0 |
3.7% |
11-0 |
1.6% |
37% |
False |
True |
122,783 |
| 10 |
717-4 |
670-0 |
47-4 |
6.8% |
10-7 |
1.6% |
65% |
False |
False |
91,280 |
| 20 |
717-4 |
639-0 |
78-4 |
11.2% |
11-7 |
1.7% |
79% |
False |
False |
68,287 |
| 40 |
717-4 |
604-0 |
113-4 |
16.2% |
10-3 |
1.5% |
85% |
False |
False |
48,021 |
| 60 |
717-4 |
530-6 |
186-6 |
26.6% |
9-7 |
1.4% |
91% |
False |
False |
39,649 |
| 80 |
717-4 |
530-6 |
186-6 |
26.6% |
10-2 |
1.5% |
91% |
False |
False |
34,797 |
| 100 |
717-4 |
474-4 |
243-0 |
34.7% |
10-6 |
1.5% |
93% |
False |
False |
31,389 |
| 120 |
717-4 |
441-0 |
276-4 |
39.4% |
10-1 |
1.4% |
94% |
False |
False |
28,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
769-0 |
|
2.618 |
744-7 |
|
1.618 |
730-1 |
|
1.000 |
721-0 |
|
0.618 |
715-3 |
|
HIGH |
706-2 |
|
0.618 |
700-5 |
|
0.500 |
698-7 |
|
0.382 |
697-1 |
|
LOW |
691-4 |
|
0.618 |
682-3 |
|
1.000 |
676-6 |
|
1.618 |
667-5 |
|
2.618 |
652-7 |
|
4.250 |
628-6 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
700-2 |
704-4 |
| PP |
699-5 |
703-3 |
| S1 |
698-7 |
702-1 |
|