CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
709-6 |
702-4 |
-7-2 |
-1.0% |
696-4 |
High |
709-6 |
705-4 |
-4-2 |
-0.6% |
721-4 |
Low |
694-4 |
697-0 |
2-4 |
0.4% |
686-6 |
Close |
704-2 |
704-4 |
0-2 |
0.0% |
722-0 |
Range |
15-2 |
8-4 |
-6-6 |
-44.3% |
34-6 |
ATR |
12-6 |
12-3 |
-0-2 |
-2.4% |
0-0 |
Volume |
52,556 |
68,080 |
15,524 |
29.5% |
326,022 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
727-7 |
724-5 |
709-1 |
|
R3 |
719-3 |
716-1 |
706-7 |
|
R2 |
710-7 |
710-7 |
706-0 |
|
R1 |
707-5 |
707-5 |
705-2 |
709-2 |
PP |
702-3 |
702-3 |
702-3 |
703-1 |
S1 |
699-1 |
699-1 |
703-6 |
700-6 |
S2 |
693-7 |
693-7 |
703-0 |
|
S3 |
685-3 |
690-5 |
702-1 |
|
S4 |
676-7 |
682-1 |
699-7 |
|
|
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% |
10-3 |
1.5% |
35% |
False |
False |
70,525 |
10 |
722-6 |
676-0 |
46-6 |
6.6% |
10-7 |
1.5% |
61% |
False |
False |
56,508 |
20 |
722-6 |
642-0 |
80-6 |
11.5% |
10-4 |
1.5% |
77% |
False |
False |
48,765 |
40 |
722-6 |
608-4 |
114-2 |
16.2% |
10-0 |
1.4% |
84% |
False |
False |
40,758 |
60 |
722-6 |
534-6 |
188-0 |
26.7% |
9-3 |
1.3% |
90% |
False |
False |
36,622 |
80 |
722-6 |
534-6 |
188-0 |
26.7% |
9-6 |
1.4% |
90% |
False |
False |
36,593 |
100 |
722-6 |
479-0 |
243-6 |
34.6% |
10-1 |
1.4% |
93% |
False |
False |
35,723 |
120 |
722-6 |
462-0 |
260-6 |
37.0% |
9-5 |
1.4% |
93% |
False |
False |
33,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
741-5 |
2.618 |
727-6 |
1.618 |
719-2 |
1.000 |
714-0 |
0.618 |
710-6 |
HIGH |
705-4 |
0.618 |
702-2 |
0.500 |
701-2 |
0.382 |
700-2 |
LOW |
697-0 |
0.618 |
691-6 |
1.000 |
688-4 |
1.618 |
683-2 |
2.618 |
674-6 |
4.250 |
660-7 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
703-3 |
708-5 |
PP |
702-3 |
707-2 |
S1 |
701-2 |
705-7 |
|