CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
648-6 |
635-0 |
-13-6 |
-2.1% |
639-0 |
High |
648-6 |
638-0 |
-10-6 |
-1.7% |
662-6 |
Low |
632-4 |
629-2 |
-3-2 |
-0.5% |
639-0 |
Close |
640-4 |
639-2 |
-1-2 |
-0.2% |
663-2 |
Range |
16-2 |
8-6 |
-7-4 |
-46.2% |
23-6 |
ATR |
9-7 |
10-0 |
0-1 |
1.0% |
0-0 |
Volume |
6,314 |
7,012 |
698 |
11.1% |
31,194 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
661-6 |
659-2 |
644-0 |
|
R3 |
653-0 |
650-4 |
641-5 |
|
R2 |
644-2 |
644-2 |
640-7 |
|
R1 |
641-6 |
641-6 |
640-0 |
643-0 |
PP |
635-4 |
635-4 |
635-4 |
636-1 |
S1 |
633-0 |
633-0 |
638-4 |
634-2 |
S2 |
626-6 |
626-6 |
637-5 |
|
S3 |
618-0 |
624-2 |
636-7 |
|
S4 |
609-2 |
615-4 |
634-4 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
675-2 |
2.618 |
660-7 |
1.618 |
652-1 |
1.000 |
646-6 |
0.618 |
643-3 |
HIGH |
638-0 |
0.618 |
634-5 |
0.500 |
633-5 |
0.382 |
632-5 |
LOW |
629-2 |
0.618 |
623-7 |
1.000 |
620-4 |
1.618 |
615-1 |
2.618 |
606-3 |
4.250 |
592-0 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
637-3 |
645-5 |
PP |
635-4 |
643-4 |
S1 |
633-5 |
641-3 |
|