CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
715-0 |
719-4 |
4-4 |
0.6% |
720-4 |
| High |
726-4 |
728-4 |
2-0 |
0.3% |
728-4 |
| Low |
715-0 |
718-0 |
3-0 |
0.4% |
694-4 |
| Close |
726-6 |
724-4 |
-2-2 |
-0.3% |
724-4 |
| Range |
11-4 |
10-4 |
-1-0 |
-8.7% |
34-0 |
| ATR |
13-1 |
12-7 |
-0-1 |
-1.4% |
0-0 |
| Volume |
61,263 |
47,679 |
-13,584 |
-22.2% |
285,230 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
755-1 |
750-3 |
730-2 |
|
| R3 |
744-5 |
739-7 |
727-3 |
|
| R2 |
734-1 |
734-1 |
726-3 |
|
| R1 |
729-3 |
729-3 |
725-4 |
731-6 |
| PP |
723-5 |
723-5 |
723-5 |
724-7 |
| S1 |
718-7 |
718-7 |
723-4 |
721-2 |
| S2 |
713-1 |
713-1 |
722-5 |
|
| S3 |
702-5 |
708-3 |
721-5 |
|
| S4 |
692-1 |
697-7 |
718-6 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817-7 |
805-1 |
743-2 |
|
| R3 |
783-7 |
771-1 |
733-7 |
|
| R2 |
749-7 |
749-7 |
730-6 |
|
| R1 |
737-1 |
737-1 |
727-5 |
743-4 |
| PP |
715-7 |
715-7 |
715-7 |
719-0 |
| S1 |
703-1 |
703-1 |
721-3 |
709-4 |
| S2 |
681-7 |
681-7 |
718-2 |
|
| S3 |
647-7 |
669-1 |
715-1 |
|
| S4 |
613-7 |
635-1 |
705-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
728-4 |
694-4 |
34-0 |
4.7% |
11-6 |
1.6% |
88% |
True |
False |
57,046 |
| 10 |
728-4 |
686-6 |
41-6 |
5.8% |
10-0 |
1.4% |
90% |
True |
False |
61,125 |
| 20 |
728-4 |
654-4 |
74-0 |
10.2% |
9-5 |
1.3% |
95% |
True |
False |
48,622 |
| 40 |
728-4 |
608-4 |
120-0 |
16.6% |
10-2 |
1.4% |
97% |
True |
False |
42,603 |
| 60 |
728-4 |
555-4 |
173-0 |
23.9% |
9-1 |
1.3% |
98% |
True |
False |
37,065 |
| 80 |
728-4 |
534-6 |
193-6 |
26.7% |
9-6 |
1.3% |
98% |
True |
False |
37,242 |
| 100 |
728-4 |
479-0 |
249-4 |
34.4% |
10-1 |
1.4% |
98% |
True |
False |
36,406 |
| 120 |
728-4 |
463-4 |
265-0 |
36.6% |
9-6 |
1.3% |
98% |
True |
False |
34,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
773-1 |
|
2.618 |
756-0 |
|
1.618 |
745-4 |
|
1.000 |
739-0 |
|
0.618 |
735-0 |
|
HIGH |
728-4 |
|
0.618 |
724-4 |
|
0.500 |
723-2 |
|
0.382 |
722-0 |
|
LOW |
718-0 |
|
0.618 |
711-4 |
|
1.000 |
707-4 |
|
1.618 |
701-0 |
|
2.618 |
690-4 |
|
4.250 |
673-3 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
724-1 |
720-5 |
| PP |
723-5 |
716-5 |
| S1 |
723-2 |
712-6 |
|