CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
708-4 |
725-2 |
16-6 |
2.4% |
713-4 |
| High |
731-0 |
733-4 |
2-4 |
0.3% |
731-0 |
| Low |
708-0 |
723-4 |
15-4 |
2.2% |
672-2 |
| Close |
726-6 |
733-2 |
6-4 |
0.9% |
726-6 |
| Range |
23-0 |
10-0 |
-13-0 |
-56.5% |
58-6 |
| ATR |
16-4 |
16-0 |
-0-4 |
-2.8% |
0-0 |
| Volume |
50,591 |
75,231 |
24,640 |
48.7% |
225,262 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
760-1 |
756-5 |
738-6 |
|
| R3 |
750-1 |
746-5 |
736-0 |
|
| R2 |
740-1 |
740-1 |
735-1 |
|
| R1 |
736-5 |
736-5 |
734-1 |
738-3 |
| PP |
730-1 |
730-1 |
730-1 |
731-0 |
| S1 |
726-5 |
726-5 |
732-3 |
728-3 |
| S2 |
720-1 |
720-1 |
731-3 |
|
| S3 |
710-1 |
716-5 |
730-4 |
|
| S4 |
700-1 |
706-5 |
727-6 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886-2 |
865-2 |
759-0 |
|
| R3 |
827-4 |
806-4 |
742-7 |
|
| R2 |
768-6 |
768-6 |
737-4 |
|
| R1 |
747-6 |
747-6 |
732-1 |
758-2 |
| PP |
710-0 |
710-0 |
710-0 |
715-2 |
| S1 |
689-0 |
689-0 |
721-3 |
699-4 |
| S2 |
651-2 |
651-2 |
716-0 |
|
| S3 |
592-4 |
630-2 |
710-5 |
|
| S4 |
533-6 |
571-4 |
694-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
733-4 |
672-2 |
61-2 |
8.4% |
20-1 |
2.7% |
100% |
True |
False |
60,098 |
| 10 |
733-4 |
672-2 |
61-2 |
8.4% |
15-7 |
2.2% |
100% |
True |
False |
58,572 |
| 20 |
733-4 |
671-0 |
62-4 |
8.5% |
12-3 |
1.7% |
100% |
True |
False |
54,046 |
| 40 |
733-4 |
608-4 |
125-0 |
17.0% |
12-1 |
1.6% |
100% |
True |
False |
47,587 |
| 60 |
733-4 |
568-4 |
165-0 |
22.5% |
10-4 |
1.4% |
100% |
True |
False |
40,008 |
| 80 |
733-4 |
534-6 |
198-6 |
27.1% |
10-3 |
1.4% |
100% |
True |
False |
39,338 |
| 100 |
733-4 |
509-2 |
224-2 |
30.6% |
10-3 |
1.4% |
100% |
True |
False |
37,889 |
| 120 |
733-4 |
479-0 |
254-4 |
34.7% |
10-2 |
1.4% |
100% |
True |
False |
36,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
776-0 |
|
2.618 |
759-5 |
|
1.618 |
749-5 |
|
1.000 |
743-4 |
|
0.618 |
739-5 |
|
HIGH |
733-4 |
|
0.618 |
729-5 |
|
0.500 |
728-4 |
|
0.382 |
727-3 |
|
LOW |
723-4 |
|
0.618 |
717-3 |
|
1.000 |
713-4 |
|
1.618 |
707-3 |
|
2.618 |
697-3 |
|
4.250 |
681-0 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
731-5 |
727-0 |
| PP |
730-1 |
720-5 |
| S1 |
728-4 |
714-3 |
|