CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
719-4 |
713-4 |
-6-0 |
-0.8% |
720-4 |
High |
728-4 |
714-0 |
-14-4 |
-2.0% |
728-4 |
Low |
718-0 |
694-4 |
-23-4 |
-3.3% |
694-4 |
Close |
724-4 |
694-4 |
-30-0 |
-4.1% |
724-4 |
Range |
10-4 |
19-4 |
9-0 |
85.7% |
34-0 |
ATR |
12-7 |
14-1 |
1-2 |
9.4% |
0-0 |
Volume |
47,679 |
33,823 |
-13,856 |
-29.1% |
285,230 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
759-4 |
746-4 |
705-2 |
|
R3 |
740-0 |
727-0 |
699-7 |
|
R2 |
720-4 |
720-4 |
698-1 |
|
R1 |
707-4 |
707-4 |
696-2 |
704-2 |
PP |
701-0 |
701-0 |
701-0 |
699-3 |
S1 |
688-0 |
688-0 |
692-6 |
684-6 |
S2 |
681-4 |
681-4 |
690-7 |
|
S3 |
662-0 |
668-4 |
689-1 |
|
S4 |
642-4 |
649-0 |
683-6 |
|
|
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 |
4.9% |
13-0 |
1.9% |
0% |
False |
True |
52,680 |
10 |
728-4 |
686-6 |
41-6 |
6.0% |
11-0 |
1.6% |
19% |
False |
False |
60,605 |
20 |
728-4 |
654-4 |
74-0 |
10.7% |
10-2 |
1.5% |
54% |
False |
False |
48,046 |
40 |
728-4 |
608-4 |
120-0 |
17.3% |
10-5 |
1.5% |
72% |
False |
False |
42,835 |
60 |
728-4 |
555-4 |
173-0 |
24.9% |
9-3 |
1.4% |
80% |
False |
False |
37,093 |
80 |
728-4 |
534-6 |
193-6 |
27.9% |
9-6 |
1.4% |
82% |
False |
False |
37,313 |
100 |
728-4 |
479-0 |
249-4 |
35.9% |
10-2 |
1.5% |
86% |
False |
False |
36,585 |
120 |
728-4 |
469-2 |
259-2 |
37.3% |
9-7 |
1.4% |
87% |
False |
False |
34,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
796-7 |
2.618 |
765-0 |
1.618 |
745-4 |
1.000 |
733-4 |
0.618 |
726-0 |
HIGH |
714-0 |
0.618 |
706-4 |
0.500 |
704-2 |
0.382 |
702-0 |
LOW |
694-4 |
0.618 |
682-4 |
1.000 |
675-0 |
1.618 |
663-0 |
2.618 |
643-4 |
4.250 |
611-5 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
704-2 |
711-4 |
PP |
701-0 |
705-7 |
S1 |
697-6 |
700-1 |
|