CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 23-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
708-4 |
676-0 |
-32-4 |
-4.6% |
717-2 |
High |
709-4 |
705-0 |
-4-4 |
-0.6% |
725-2 |
Low |
690-2 |
676-0 |
-14-2 |
-2.1% |
691-4 |
Close |
690-2 |
702-2 |
12-0 |
1.7% |
720-2 |
Range |
19-2 |
29-0 |
9-6 |
50.6% |
33-6 |
ATR |
14-5 |
15-5 |
1-0 |
7.0% |
0-0 |
Volume |
105,579 |
170,203 |
64,624 |
61.2% |
582,623 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
781-3 |
770-7 |
718-2 |
|
R3 |
752-3 |
741-7 |
710-2 |
|
R2 |
723-3 |
723-3 |
707-5 |
|
R1 |
712-7 |
712-7 |
704-7 |
718-1 |
PP |
694-3 |
694-3 |
694-3 |
697-0 |
S1 |
683-7 |
683-7 |
699-5 |
689-1 |
S2 |
665-3 |
665-3 |
696-7 |
|
S3 |
636-3 |
654-7 |
694-2 |
|
S4 |
607-3 |
625-7 |
686-2 |
|
|
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 |
676-0 |
49-2 |
7.0% |
16-7 |
2.4% |
53% |
False |
True |
128,217 |
10 |
725-2 |
676-0 |
49-2 |
7.0% |
14-0 |
2.0% |
53% |
False |
True |
125,500 |
20 |
725-2 |
653-2 |
72-0 |
10.3% |
12-2 |
1.8% |
68% |
False |
False |
89,340 |
40 |
725-2 |
604-0 |
121-2 |
17.3% |
11-7 |
1.7% |
81% |
False |
False |
61,736 |
60 |
725-2 |
551-2 |
174-0 |
24.8% |
10-4 |
1.5% |
87% |
False |
False |
48,518 |
80 |
725-2 |
530-6 |
194-4 |
27.7% |
10-5 |
1.5% |
88% |
False |
False |
41,861 |
100 |
725-2 |
474-4 |
250-6 |
35.7% |
10-7 |
1.5% |
91% |
False |
False |
37,109 |
120 |
725-2 |
464-0 |
261-2 |
37.2% |
10-4 |
1.5% |
91% |
False |
False |
33,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
828-2 |
2.618 |
780-7 |
1.618 |
751-7 |
1.000 |
734-0 |
0.618 |
722-7 |
HIGH |
705-0 |
0.618 |
693-7 |
0.500 |
690-4 |
0.382 |
687-1 |
LOW |
676-0 |
0.618 |
658-1 |
1.000 |
647-0 |
1.618 |
629-1 |
2.618 |
600-1 |
4.250 |
552-6 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
698-3 |
701-6 |
PP |
694-3 |
701-1 |
S1 |
690-4 |
700-5 |
|