CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
658-0 |
658-0 |
0-0 |
0.0% |
639-0 |
High |
662-4 |
661-6 |
-0-6 |
-0.1% |
662-6 |
Low |
658-0 |
658-0 |
0-0 |
0.0% |
639-0 |
Close |
660-0 |
663-2 |
3-2 |
0.5% |
663-2 |
Range |
4-4 |
3-6 |
-0-6 |
-16.7% |
23-6 |
ATR |
9-5 |
9-2 |
-0-3 |
-4.4% |
0-0 |
Volume |
10,359 |
7,527 |
-2,832 |
-27.3% |
31,194 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
672-2 |
671-4 |
665-2 |
|
R3 |
668-4 |
667-6 |
664-2 |
|
R2 |
664-6 |
664-6 |
664-0 |
|
R1 |
664-0 |
664-0 |
663-5 |
664-3 |
PP |
661-0 |
661-0 |
661-0 |
661-2 |
S1 |
660-2 |
660-2 |
662-7 |
660-5 |
S2 |
657-2 |
657-2 |
662-4 |
|
S3 |
653-4 |
656-4 |
662-2 |
|
S4 |
649-6 |
652-6 |
661-2 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
726-2 |
718-4 |
676-2 |
|
R3 |
702-4 |
694-6 |
669-6 |
|
R2 |
678-6 |
678-6 |
667-5 |
|
R1 |
671-0 |
671-0 |
665-3 |
674-7 |
PP |
655-0 |
655-0 |
655-0 |
657-0 |
S1 |
647-2 |
647-2 |
661-1 |
651-1 |
S2 |
631-2 |
631-2 |
658-7 |
|
S3 |
607-4 |
623-4 |
656-6 |
|
S4 |
583-6 |
599-6 |
650-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
662-6 |
639-0 |
23-6 |
3.6% |
4-4 |
0.7% |
102% |
False |
False |
6,238 |
10 |
662-6 |
617-0 |
45-6 |
6.9% |
5-6 |
0.9% |
101% |
False |
False |
4,734 |
20 |
662-6 |
598-4 |
64-2 |
9.7% |
7-2 |
1.1% |
101% |
False |
False |
5,618 |
40 |
662-6 |
550-0 |
112-6 |
17.0% |
6-3 |
1.0% |
100% |
False |
False |
4,685 |
60 |
662-6 |
502-0 |
160-6 |
24.2% |
6-0 |
0.9% |
100% |
False |
False |
4,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
677-6 |
2.618 |
671-5 |
1.618 |
667-7 |
1.000 |
665-4 |
0.618 |
664-1 |
HIGH |
661-6 |
0.618 |
660-3 |
0.500 |
659-7 |
0.382 |
659-3 |
LOW |
658-0 |
0.618 |
655-5 |
1.000 |
654-2 |
1.618 |
651-7 |
2.618 |
648-1 |
4.250 |
642-0 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
662-1 |
661-5 |
PP |
661-0 |
660-0 |
S1 |
659-7 |
658-3 |
|