CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
681-0 |
705-0 |
24-0 |
3.5% |
720-4 |
| High |
708-6 |
706-6 |
-2-0 |
-0.3% |
728-4 |
| Low |
672-2 |
695-2 |
23-0 |
3.4% |
694-4 |
| Close |
707-0 |
701-0 |
-6-0 |
-0.8% |
724-4 |
| Range |
36-4 |
11-4 |
-25-0 |
-68.5% |
34-0 |
| ATR |
15-6 |
15-4 |
-0-2 |
-1.8% |
0-0 |
| Volume |
64,722 |
76,126 |
11,404 |
17.6% |
285,230 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
735-4 |
729-6 |
707-3 |
|
| R3 |
724-0 |
718-2 |
704-1 |
|
| R2 |
712-4 |
712-4 |
703-1 |
|
| R1 |
706-6 |
706-6 |
702-0 |
703-7 |
| PP |
701-0 |
701-0 |
701-0 |
699-4 |
| S1 |
695-2 |
695-2 |
700-0 |
692-3 |
| S2 |
689-4 |
689-4 |
698-7 |
|
| S3 |
678-0 |
683-6 |
697-7 |
|
| S4 |
666-4 |
672-2 |
694-5 |
|
|
| 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% |
17-7 |
2.6% |
51% |
False |
False |
56,722 |
| 10 |
728-4 |
672-2 |
56-2 |
8.0% |
14-1 |
2.0% |
51% |
False |
False |
63,624 |
| 20 |
728-4 |
659-0 |
69-4 |
9.9% |
11-6 |
1.7% |
60% |
False |
False |
50,960 |
| 40 |
728-4 |
608-4 |
120-0 |
17.1% |
11-5 |
1.7% |
77% |
False |
False |
45,462 |
| 60 |
728-4 |
555-4 |
173-0 |
24.7% |
10-1 |
1.4% |
84% |
False |
False |
38,677 |
| 80 |
728-4 |
534-6 |
193-6 |
27.6% |
10-2 |
1.5% |
86% |
False |
False |
38,344 |
| 100 |
728-4 |
479-0 |
249-4 |
35.6% |
10-2 |
1.5% |
89% |
False |
False |
37,413 |
| 120 |
728-4 |
473-0 |
255-4 |
36.4% |
10-2 |
1.5% |
89% |
False |
False |
35,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
755-5 |
|
2.618 |
736-7 |
|
1.618 |
725-3 |
|
1.000 |
718-2 |
|
0.618 |
713-7 |
|
HIGH |
706-6 |
|
0.618 |
702-3 |
|
0.500 |
701-0 |
|
0.382 |
699-5 |
|
LOW |
695-2 |
|
0.618 |
688-1 |
|
1.000 |
683-6 |
|
1.618 |
676-5 |
|
2.618 |
665-1 |
|
4.250 |
646-3 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
701-0 |
698-3 |
| PP |
701-0 |
695-6 |
| S1 |
701-0 |
693-1 |
|