CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
720-4 |
709-6 |
-10-6 |
-1.5% |
696-4 |
High |
722-6 |
709-6 |
-13-0 |
-1.8% |
721-4 |
Low |
710-0 |
694-4 |
-15-4 |
-2.2% |
686-6 |
Close |
711-2 |
704-2 |
-7-0 |
-1.0% |
722-0 |
Range |
12-6 |
15-2 |
2-4 |
19.6% |
34-6 |
ATR |
12-3 |
12-6 |
0-2 |
2.5% |
0-0 |
Volume |
55,652 |
52,556 |
-3,096 |
-5.6% |
326,022 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
748-5 |
741-5 |
712-5 |
|
R3 |
733-3 |
726-3 |
708-4 |
|
R2 |
718-1 |
718-1 |
707-0 |
|
R1 |
711-1 |
711-1 |
705-5 |
707-0 |
PP |
702-7 |
702-7 |
702-7 |
700-6 |
S1 |
695-7 |
695-7 |
702-7 |
691-6 |
S2 |
687-5 |
687-5 |
701-4 |
|
S3 |
672-3 |
680-5 |
700-0 |
|
S4 |
657-1 |
665-3 |
695-7 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
814-3 |
802-7 |
741-1 |
|
R3 |
779-5 |
768-1 |
731-4 |
|
R2 |
744-7 |
744-7 |
728-3 |
|
R1 |
733-3 |
733-3 |
725-1 |
739-1 |
PP |
710-1 |
710-1 |
710-1 |
713-0 |
S1 |
698-5 |
698-5 |
718-7 |
704-3 |
S2 |
675-3 |
675-3 |
715-5 |
|
S3 |
640-5 |
663-7 |
712-4 |
|
S4 |
605-7 |
629-1 |
702-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
722-6 |
694-4 |
28-2 |
4.0% |
11-0 |
1.6% |
35% |
False |
True |
66,555 |
10 |
722-6 |
676-0 |
46-6 |
6.6% |
10-5 |
1.5% |
60% |
False |
False |
53,817 |
20 |
722-6 |
642-0 |
80-6 |
11.5% |
11-3 |
1.6% |
77% |
False |
False |
47,697 |
40 |
722-6 |
608-4 |
114-2 |
16.2% |
9-7 |
1.4% |
84% |
False |
False |
39,700 |
60 |
722-6 |
534-6 |
188-0 |
26.7% |
9-4 |
1.3% |
90% |
False |
False |
36,079 |
80 |
722-6 |
534-6 |
188-0 |
26.7% |
9-6 |
1.4% |
90% |
False |
False |
36,135 |
100 |
722-6 |
479-0 |
243-6 |
34.6% |
10-1 |
1.4% |
92% |
False |
False |
35,280 |
120 |
722-6 |
454-6 |
268-0 |
38.1% |
9-5 |
1.4% |
93% |
False |
False |
33,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
774-4 |
2.618 |
749-5 |
1.618 |
734-3 |
1.000 |
725-0 |
0.618 |
719-1 |
HIGH |
709-6 |
0.618 |
703-7 |
0.500 |
702-1 |
0.382 |
700-3 |
LOW |
694-4 |
0.618 |
685-1 |
1.000 |
679-2 |
1.618 |
669-7 |
2.618 |
654-5 |
4.250 |
629-6 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
703-4 |
708-5 |
PP |
702-7 |
707-1 |
S1 |
702-1 |
705-6 |
|