CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
635-0 |
656-0 |
21-0 |
3.3% |
639-0 |
High |
638-0 |
661-4 |
23-4 |
3.7% |
662-6 |
Low |
629-2 |
656-0 |
26-6 |
4.3% |
639-0 |
Close |
639-2 |
662-0 |
22-6 |
3.6% |
663-2 |
Range |
8-6 |
5-4 |
-3-2 |
-37.1% |
23-6 |
ATR |
10-0 |
10-7 |
0-7 |
8.7% |
0-0 |
Volume |
7,012 |
8,336 |
1,324 |
18.9% |
31,194 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
676-3 |
674-5 |
665-0 |
|
R3 |
670-7 |
669-1 |
663-4 |
|
R2 |
665-3 |
665-3 |
663-0 |
|
R1 |
663-5 |
663-5 |
662-4 |
664-4 |
PP |
659-7 |
659-7 |
659-7 |
660-2 |
S1 |
658-1 |
658-1 |
661-4 |
659-0 |
S2 |
654-3 |
654-3 |
661-0 |
|
S3 |
648-7 |
652-5 |
660-4 |
|
S4 |
643-3 |
647-1 |
659-0 |
|
|
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 |
662-0 |
629-2 |
32-6 |
4.9% |
8-1 |
1.2% |
100% |
False |
False |
7,842 |
10 |
662-6 |
629-0 |
33-6 |
5.1% |
7-2 |
1.1% |
98% |
False |
False |
6,638 |
20 |
662-6 |
607-4 |
55-2 |
8.3% |
6-6 |
1.0% |
99% |
False |
False |
5,652 |
40 |
662-6 |
569-6 |
93-0 |
14.0% |
7-2 |
1.1% |
99% |
False |
False |
5,176 |
60 |
662-6 |
502-0 |
160-6 |
24.3% |
6-1 |
0.9% |
100% |
False |
False |
4,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
684-7 |
2.618 |
675-7 |
1.618 |
670-3 |
1.000 |
667-0 |
0.618 |
664-7 |
HIGH |
661-4 |
0.618 |
659-3 |
0.500 |
658-6 |
0.382 |
658-1 |
LOW |
656-0 |
0.618 |
652-5 |
1.000 |
650-4 |
1.618 |
647-1 |
2.618 |
641-5 |
4.250 |
632-5 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
660-7 |
656-4 |
PP |
659-7 |
650-7 |
S1 |
658-6 |
645-3 |
|