CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
699-4 |
710-4 |
11-0 |
1.6% |
691-0 |
| High |
703-0 |
724-4 |
21-4 |
3.1% |
717-4 |
| Low |
693-0 |
710-4 |
17-4 |
2.5% |
680-0 |
| Close |
701-0 |
723-0 |
22-0 |
3.1% |
717-2 |
| Range |
10-0 |
14-0 |
4-0 |
40.0% |
37-4 |
| ATR |
12-6 |
13-4 |
0-6 |
6.0% |
0-0 |
| Volume |
148,724 |
130,453 |
-18,271 |
-12.3% |
555,300 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
761-3 |
756-1 |
730-6 |
|
| R3 |
747-3 |
742-1 |
726-7 |
|
| R2 |
733-3 |
733-3 |
725-5 |
|
| R1 |
728-1 |
728-1 |
724-2 |
730-6 |
| PP |
719-3 |
719-3 |
719-3 |
720-5 |
| S1 |
714-1 |
714-1 |
721-6 |
716-6 |
| S2 |
705-3 |
705-3 |
720-3 |
|
| S3 |
691-3 |
700-1 |
719-1 |
|
| S4 |
677-3 |
686-1 |
715-2 |
|
|
| 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 |
724-4 |
691-4 |
33-0 |
4.6% |
12-0 |
1.7% |
95% |
True |
False |
135,562 |
| 10 |
724-4 |
671-2 |
53-2 |
7.4% |
11-2 |
1.6% |
97% |
True |
False |
110,373 |
| 20 |
724-4 |
650-0 |
74-4 |
10.3% |
10-4 |
1.5% |
98% |
True |
False |
77,330 |
| 40 |
724-4 |
604-0 |
120-4 |
16.7% |
10-6 |
1.5% |
99% |
True |
False |
53,990 |
| 60 |
724-4 |
530-6 |
193-6 |
26.8% |
10-0 |
1.4% |
99% |
True |
False |
43,525 |
| 80 |
724-4 |
530-6 |
193-6 |
26.8% |
10-2 |
1.4% |
99% |
True |
False |
37,864 |
| 100 |
724-4 |
474-4 |
250-0 |
34.6% |
10-5 |
1.5% |
99% |
True |
False |
33,824 |
| 120 |
724-4 |
459-2 |
265-2 |
36.7% |
10-1 |
1.4% |
99% |
True |
False |
30,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
784-0 |
|
2.618 |
761-1 |
|
1.618 |
747-1 |
|
1.000 |
738-4 |
|
0.618 |
733-1 |
|
HIGH |
724-4 |
|
0.618 |
719-1 |
|
0.500 |
717-4 |
|
0.382 |
715-7 |
|
LOW |
710-4 |
|
0.618 |
701-7 |
|
1.000 |
696-4 |
|
1.618 |
687-7 |
|
2.618 |
673-7 |
|
4.250 |
651-0 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
721-1 |
718-0 |
| PP |
719-3 |
713-0 |
| S1 |
717-4 |
708-0 |
|