CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
699-2 |
704-2 |
5-0 |
0.7% |
708-4 |
High |
702-4 |
726-4 |
24-0 |
3.4% |
726-4 |
Low |
690-4 |
704-2 |
13-6 |
2.0% |
676-0 |
Close |
696-4 |
722-0 |
25-4 |
3.7% |
722-0 |
Range |
12-0 |
22-2 |
10-2 |
85.4% |
50-4 |
ATR |
15-3 |
16-4 |
1-0 |
6.8% |
0-0 |
Volume |
245,715 |
205,085 |
-40,630 |
-16.5% |
726,582 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
784-3 |
775-3 |
734-2 |
|
R3 |
762-1 |
753-1 |
728-1 |
|
R2 |
739-7 |
739-7 |
726-1 |
|
R1 |
730-7 |
730-7 |
724-0 |
735-3 |
PP |
717-5 |
717-5 |
717-5 |
719-6 |
S1 |
708-5 |
708-5 |
720-0 |
713-1 |
S2 |
695-3 |
695-3 |
717-7 |
|
S3 |
673-1 |
686-3 |
715-7 |
|
S4 |
650-7 |
664-1 |
709-6 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
859-5 |
841-3 |
749-6 |
|
R3 |
809-1 |
790-7 |
735-7 |
|
R2 |
758-5 |
758-5 |
731-2 |
|
R1 |
740-3 |
740-3 |
726-5 |
749-4 |
PP |
708-1 |
708-1 |
708-1 |
712-6 |
S1 |
689-7 |
689-7 |
717-3 |
699-0 |
S2 |
657-5 |
657-5 |
712-6 |
|
S3 |
607-1 |
639-3 |
708-1 |
|
S4 |
556-5 |
588-7 |
694-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
726-4 |
676-0 |
50-4 |
7.0% |
19-0 |
2.6% |
91% |
True |
False |
162,542 |
10 |
726-4 |
676-0 |
50-4 |
7.0% |
15-4 |
2.1% |
91% |
True |
False |
149,052 |
20 |
726-4 |
653-2 |
73-2 |
10.1% |
12-6 |
1.8% |
94% |
True |
False |
107,088 |
40 |
726-4 |
604-0 |
122-4 |
17.0% |
12-3 |
1.7% |
96% |
True |
False |
72,261 |
60 |
726-4 |
562-4 |
164-0 |
22.7% |
10-7 |
1.5% |
97% |
True |
False |
55,610 |
80 |
726-4 |
530-6 |
195-6 |
27.1% |
10-6 |
1.5% |
98% |
True |
False |
47,155 |
100 |
726-4 |
497-0 |
229-4 |
31.8% |
10-7 |
1.5% |
98% |
True |
False |
41,250 |
120 |
726-4 |
474-4 |
252-0 |
34.9% |
10-5 |
1.5% |
98% |
True |
False |
36,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
821-0 |
2.618 |
784-6 |
1.618 |
762-4 |
1.000 |
748-6 |
0.618 |
740-2 |
HIGH |
726-4 |
0.618 |
718-0 |
0.500 |
715-3 |
0.382 |
712-6 |
LOW |
704-2 |
0.618 |
690-4 |
1.000 |
682-0 |
1.618 |
668-2 |
2.618 |
646-0 |
4.250 |
609-6 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
719-6 |
715-1 |
PP |
717-5 |
708-1 |
S1 |
715-3 |
701-2 |
|