CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
702-4 |
715-0 |
12-4 |
1.8% |
696-4 |
High |
705-4 |
726-4 |
21-0 |
3.0% |
721-4 |
Low |
697-0 |
715-0 |
18-0 |
2.6% |
686-6 |
Close |
704-4 |
726-6 |
22-2 |
3.2% |
722-0 |
Range |
8-4 |
11-4 |
3-0 |
35.3% |
34-6 |
ATR |
12-3 |
13-1 |
0-5 |
5.5% |
0-0 |
Volume |
68,080 |
61,263 |
-6,817 |
-10.0% |
326,022 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
757-2 |
753-4 |
733-1 |
|
R3 |
745-6 |
742-0 |
729-7 |
|
R2 |
734-2 |
734-2 |
728-7 |
|
R1 |
730-4 |
730-4 |
727-6 |
732-3 |
PP |
722-6 |
722-6 |
722-6 |
723-6 |
S1 |
719-0 |
719-0 |
725-6 |
720-7 |
S2 |
711-2 |
711-2 |
724-5 |
|
S3 |
699-6 |
707-4 |
723-5 |
|
S4 |
688-2 |
696-0 |
720-3 |
|
|
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 |
726-4 |
694-4 |
32-0 |
4.4% |
11-4 |
1.6% |
101% |
True |
False |
64,824 |
10 |
726-4 |
676-0 |
50-4 |
6.9% |
10-7 |
1.5% |
100% |
True |
False |
59,685 |
20 |
726-4 |
654-4 |
72-0 |
9.9% |
9-6 |
1.3% |
100% |
True |
False |
49,048 |
40 |
726-4 |
608-4 |
118-0 |
16.2% |
10-1 |
1.4% |
100% |
True |
False |
41,735 |
60 |
726-4 |
534-6 |
191-6 |
26.4% |
9-3 |
1.3% |
100% |
True |
False |
36,954 |
80 |
726-4 |
534-6 |
191-6 |
26.4% |
9-6 |
1.3% |
100% |
True |
False |
36,988 |
100 |
726-4 |
479-0 |
247-4 |
34.1% |
10-1 |
1.4% |
100% |
True |
False |
36,084 |
120 |
726-4 |
463-4 |
263-0 |
36.2% |
9-5 |
1.3% |
100% |
True |
False |
34,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
775-3 |
2.618 |
756-5 |
1.618 |
745-1 |
1.000 |
738-0 |
0.618 |
733-5 |
HIGH |
726-4 |
0.618 |
722-1 |
0.500 |
720-6 |
0.382 |
719-3 |
LOW |
715-0 |
0.618 |
707-7 |
1.000 |
703-4 |
1.618 |
696-3 |
2.618 |
684-7 |
4.250 |
666-1 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
724-6 |
721-3 |
PP |
722-6 |
715-7 |
S1 |
720-6 |
710-4 |
|