CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
676-0 |
699-2 |
23-2 |
3.4% |
717-2 |
High |
705-0 |
702-4 |
-2-4 |
-0.4% |
725-2 |
Low |
676-0 |
690-4 |
14-4 |
2.1% |
691-4 |
Close |
702-2 |
696-4 |
-5-6 |
-0.8% |
720-2 |
Range |
29-0 |
12-0 |
-17-0 |
-58.6% |
33-6 |
ATR |
15-5 |
15-3 |
-0-2 |
-1.7% |
0-0 |
Volume |
170,203 |
245,715 |
75,512 |
44.4% |
582,623 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
732-4 |
726-4 |
703-1 |
|
R3 |
720-4 |
714-4 |
699-6 |
|
R2 |
708-4 |
708-4 |
698-6 |
|
R1 |
702-4 |
702-4 |
697-5 |
699-4 |
PP |
696-4 |
696-4 |
696-4 |
695-0 |
S1 |
690-4 |
690-4 |
695-3 |
687-4 |
S2 |
684-4 |
684-4 |
694-2 |
|
S3 |
672-4 |
678-4 |
693-2 |
|
S4 |
660-4 |
666-4 |
689-7 |
|
|
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 |
7.1% |
17-2 |
2.5% |
42% |
False |
False |
147,615 |
10 |
725-2 |
676-0 |
49-2 |
7.1% |
14-0 |
2.0% |
42% |
False |
False |
142,077 |
20 |
725-2 |
653-2 |
72-0 |
10.3% |
12-2 |
1.8% |
60% |
False |
False |
99,366 |
40 |
725-2 |
604-0 |
121-2 |
17.4% |
12-0 |
1.7% |
76% |
False |
False |
67,598 |
60 |
725-2 |
551-2 |
174-0 |
25.0% |
10-5 |
1.5% |
83% |
False |
False |
52,482 |
80 |
725-2 |
530-6 |
194-4 |
27.9% |
10-5 |
1.5% |
85% |
False |
False |
44,737 |
100 |
725-2 |
474-4 |
250-6 |
36.0% |
10-6 |
1.5% |
89% |
False |
False |
39,390 |
120 |
725-2 |
466-4 |
258-6 |
37.2% |
10-5 |
1.5% |
89% |
False |
False |
35,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
753-4 |
2.618 |
733-7 |
1.618 |
721-7 |
1.000 |
714-4 |
0.618 |
709-7 |
HIGH |
702-4 |
0.618 |
697-7 |
0.500 |
696-4 |
0.382 |
695-1 |
LOW |
690-4 |
0.618 |
683-1 |
1.000 |
678-4 |
1.618 |
671-1 |
2.618 |
659-1 |
4.250 |
639-4 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
696-4 |
695-2 |
PP |
696-4 |
694-0 |
S1 |
696-4 |
692-6 |
|