CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
715-4 |
708-4 |
-7-0 |
-1.0% |
717-2 |
High |
725-2 |
709-4 |
-15-6 |
-2.2% |
725-2 |
Low |
713-0 |
690-2 |
-22-6 |
-3.2% |
691-4 |
Close |
720-2 |
690-2 |
-30-0 |
-4.2% |
720-2 |
Range |
12-2 |
19-2 |
7-0 |
57.1% |
33-6 |
ATR |
13-4 |
14-5 |
1-1 |
8.8% |
0-0 |
Volume |
86,129 |
105,579 |
19,450 |
22.6% |
582,623 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
754-3 |
741-5 |
700-7 |
|
R3 |
735-1 |
722-3 |
695-4 |
|
R2 |
715-7 |
715-7 |
693-6 |
|
R1 |
703-1 |
703-1 |
692-0 |
699-7 |
PP |
696-5 |
696-5 |
696-5 |
695-0 |
S1 |
683-7 |
683-7 |
688-4 |
680-5 |
S2 |
677-3 |
677-3 |
686-6 |
|
S3 |
658-1 |
664-5 |
685-0 |
|
S4 |
638-7 |
645-3 |
679-5 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
813-5 |
800-5 |
738-6 |
|
R3 |
779-7 |
766-7 |
729-4 |
|
R2 |
746-1 |
746-1 |
726-4 |
|
R1 |
733-1 |
733-1 |
723-3 |
739-5 |
PP |
712-3 |
712-3 |
712-3 |
715-4 |
S1 |
699-3 |
699-3 |
717-1 |
705-7 |
S2 |
678-5 |
678-5 |
714-0 |
|
S3 |
644-7 |
665-5 |
711-0 |
|
S4 |
611-1 |
631-7 |
701-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
725-2 |
690-2 |
35-0 |
5.1% |
14-0 |
2.0% |
0% |
False |
True |
112,983 |
10 |
725-2 |
680-0 |
45-2 |
6.6% |
11-5 |
1.7% |
23% |
False |
False |
119,834 |
20 |
725-2 |
650-0 |
75-2 |
10.9% |
11-1 |
1.6% |
53% |
False |
False |
83,082 |
40 |
725-2 |
604-0 |
121-2 |
17.6% |
11-2 |
1.6% |
71% |
False |
False |
57,840 |
60 |
725-2 |
551-2 |
174-0 |
25.2% |
10-0 |
1.5% |
80% |
False |
False |
46,100 |
80 |
725-2 |
530-6 |
194-4 |
28.2% |
10-3 |
1.5% |
82% |
False |
False |
39,863 |
100 |
725-2 |
474-4 |
250-6 |
36.3% |
10-6 |
1.6% |
86% |
False |
False |
35,539 |
120 |
725-2 |
464-0 |
261-2 |
37.8% |
10-3 |
1.5% |
87% |
False |
False |
31,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
791-2 |
2.618 |
759-7 |
1.618 |
740-5 |
1.000 |
728-6 |
0.618 |
721-3 |
HIGH |
709-4 |
0.618 |
702-1 |
0.500 |
699-7 |
0.382 |
697-5 |
LOW |
690-2 |
0.618 |
678-3 |
1.000 |
671-0 |
1.618 |
659-1 |
2.618 |
639-7 |
4.250 |
608-4 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
699-7 |
707-6 |
PP |
696-5 |
701-7 |
S1 |
693-4 |
696-1 |
|