CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
725-2 |
734-0 |
8-6 |
1.2% |
713-4 |
High |
733-4 |
738-4 |
5-0 |
0.7% |
731-0 |
Low |
723-4 |
728-0 |
4-4 |
0.6% |
672-2 |
Close |
733-2 |
738-2 |
5-0 |
0.7% |
726-6 |
Range |
10-0 |
10-4 |
0-4 |
5.0% |
58-6 |
ATR |
16-0 |
15-5 |
-0-3 |
-2.5% |
0-0 |
Volume |
75,231 |
77,717 |
2,486 |
3.3% |
225,262 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
766-3 |
762-7 |
744-0 |
|
R3 |
755-7 |
752-3 |
741-1 |
|
R2 |
745-3 |
745-3 |
740-1 |
|
R1 |
741-7 |
741-7 |
739-2 |
743-5 |
PP |
734-7 |
734-7 |
734-7 |
735-6 |
S1 |
731-3 |
731-3 |
737-2 |
733-1 |
S2 |
724-3 |
724-3 |
736-3 |
|
S3 |
713-7 |
720-7 |
735-3 |
|
S4 |
703-3 |
710-3 |
732-4 |
|
|
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 |
738-4 |
672-2 |
66-2 |
9.0% |
18-2 |
2.5% |
100% |
True |
False |
68,877 |
10 |
738-4 |
672-2 |
66-2 |
9.0% |
15-5 |
2.1% |
100% |
True |
False |
60,778 |
20 |
738-4 |
672-2 |
66-2 |
9.0% |
12-6 |
1.7% |
100% |
True |
False |
56,286 |
40 |
738-4 |
608-4 |
130-0 |
17.6% |
12-2 |
1.7% |
100% |
True |
False |
48,987 |
60 |
738-4 |
570-0 |
168-4 |
22.8% |
10-4 |
1.4% |
100% |
True |
False |
40,748 |
80 |
738-4 |
534-6 |
203-6 |
27.6% |
10-3 |
1.4% |
100% |
True |
False |
39,937 |
100 |
738-4 |
511-2 |
227-2 |
30.8% |
10-4 |
1.4% |
100% |
True |
False |
38,332 |
120 |
738-4 |
479-0 |
259-4 |
35.2% |
10-3 |
1.4% |
100% |
True |
False |
36,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
783-1 |
2.618 |
766-0 |
1.618 |
755-4 |
1.000 |
749-0 |
0.618 |
745-0 |
HIGH |
738-4 |
0.618 |
734-4 |
0.500 |
733-2 |
0.382 |
732-0 |
LOW |
728-0 |
0.618 |
721-4 |
1.000 |
717-4 |
1.618 |
711-0 |
2.618 |
700-4 |
4.250 |
683-3 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
736-5 |
733-2 |
PP |
734-7 |
728-2 |
S1 |
733-2 |
723-2 |
|