CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 23-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
713-4 |
681-0 |
-32-4 |
-4.6% |
720-4 |
High |
714-0 |
708-6 |
-5-2 |
-0.7% |
728-4 |
Low |
694-4 |
672-2 |
-22-2 |
-3.2% |
694-4 |
Close |
694-4 |
707-0 |
12-4 |
1.8% |
724-4 |
Range |
19-4 |
36-4 |
17-0 |
87.2% |
34-0 |
ATR |
14-1 |
15-6 |
1-5 |
11.3% |
0-0 |
Volume |
33,823 |
64,722 |
30,899 |
91.4% |
285,230 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
805-4 |
792-6 |
727-1 |
|
R3 |
769-0 |
756-2 |
717-0 |
|
R2 |
732-4 |
732-4 |
713-6 |
|
R1 |
719-6 |
719-6 |
710-3 |
726-1 |
PP |
696-0 |
696-0 |
696-0 |
699-2 |
S1 |
683-2 |
683-2 |
703-5 |
689-5 |
S2 |
659-4 |
659-4 |
700-2 |
|
S3 |
623-0 |
646-6 |
697-0 |
|
S4 |
586-4 |
610-2 |
686-7 |
|
|
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 |
672-2 |
56-2 |
8.0% |
17-2 |
2.4% |
62% |
False |
True |
55,113 |
10 |
728-4 |
672-2 |
56-2 |
8.0% |
14-1 |
2.0% |
62% |
False |
True |
60,834 |
20 |
728-4 |
659-0 |
69-4 |
9.8% |
11-6 |
1.7% |
69% |
False |
False |
49,047 |
40 |
728-4 |
608-4 |
120-0 |
17.0% |
11-4 |
1.6% |
82% |
False |
False |
43,935 |
60 |
728-4 |
555-4 |
173-0 |
24.5% |
10-0 |
1.4% |
88% |
False |
False |
37,592 |
80 |
728-4 |
534-6 |
193-6 |
27.4% |
10-1 |
1.4% |
89% |
False |
False |
37,772 |
100 |
728-4 |
479-0 |
249-4 |
35.3% |
10-3 |
1.5% |
91% |
False |
False |
37,025 |
120 |
728-4 |
470-0 |
258-4 |
36.6% |
10-1 |
1.4% |
92% |
False |
False |
35,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
863-7 |
2.618 |
804-2 |
1.618 |
767-6 |
1.000 |
745-2 |
0.618 |
731-2 |
HIGH |
708-6 |
0.618 |
694-6 |
0.500 |
690-4 |
0.382 |
686-2 |
LOW |
672-2 |
0.618 |
649-6 |
1.000 |
635-6 |
1.618 |
613-2 |
2.618 |
576-6 |
4.250 |
517-1 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
701-4 |
704-6 |
PP |
696-0 |
702-5 |
S1 |
690-4 |
700-3 |
|