CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
704-2 |
721-0 |
16-6 |
2.4% |
708-4 |
| High |
726-4 |
731-4 |
5-0 |
0.7% |
726-4 |
| Low |
704-2 |
717-0 |
12-6 |
1.8% |
676-0 |
| Close |
722-0 |
731-0 |
9-0 |
1.2% |
722-0 |
| Range |
22-2 |
14-4 |
-7-6 |
-34.8% |
50-4 |
| ATR |
16-4 |
16-2 |
-0-1 |
-0.8% |
0-0 |
| Volume |
205,085 |
239,007 |
33,922 |
16.5% |
726,582 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
770-0 |
765-0 |
739-0 |
|
| R3 |
755-4 |
750-4 |
735-0 |
|
| R2 |
741-0 |
741-0 |
733-5 |
|
| R1 |
736-0 |
736-0 |
732-3 |
738-4 |
| PP |
726-4 |
726-4 |
726-4 |
727-6 |
| S1 |
721-4 |
721-4 |
729-5 |
724-0 |
| S2 |
712-0 |
712-0 |
728-3 |
|
| S3 |
697-4 |
707-0 |
727-0 |
|
| S4 |
683-0 |
692-4 |
723-0 |
|
|
| 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 |
731-4 |
676-0 |
55-4 |
7.6% |
19-3 |
2.7% |
99% |
True |
False |
193,117 |
| 10 |
731-4 |
676-0 |
55-4 |
7.6% |
16-0 |
2.2% |
99% |
True |
False |
154,821 |
| 20 |
731-4 |
661-0 |
70-4 |
9.6% |
12-7 |
1.8% |
99% |
True |
False |
116,522 |
| 40 |
731-4 |
604-0 |
127-4 |
17.4% |
12-5 |
1.7% |
100% |
True |
False |
77,905 |
| 60 |
731-4 |
564-0 |
167-4 |
22.9% |
11-0 |
1.5% |
100% |
True |
False |
59,324 |
| 80 |
731-4 |
530-6 |
200-6 |
27.5% |
10-7 |
1.5% |
100% |
True |
False |
49,974 |
| 100 |
731-4 |
504-6 |
226-6 |
31.0% |
10-7 |
1.5% |
100% |
True |
False |
43,526 |
| 120 |
731-4 |
474-4 |
257-0 |
35.2% |
10-6 |
1.5% |
100% |
True |
False |
38,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
793-1 |
|
2.618 |
769-4 |
|
1.618 |
755-0 |
|
1.000 |
746-0 |
|
0.618 |
740-4 |
|
HIGH |
731-4 |
|
0.618 |
726-0 |
|
0.500 |
724-2 |
|
0.382 |
722-4 |
|
LOW |
717-0 |
|
0.618 |
708-0 |
|
1.000 |
702-4 |
|
1.618 |
693-4 |
|
2.618 |
679-0 |
|
4.250 |
655-3 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
728-6 |
724-3 |
| PP |
726-4 |
717-5 |
| S1 |
724-2 |
711-0 |
|