CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
659-2 |
646-0 |
-13-2 |
-2.0% |
662-0 |
High |
659-2 |
646-4 |
-12-6 |
-1.9% |
662-0 |
Low |
659-2 |
629-2 |
-30-0 |
-4.6% |
629-2 |
Close |
659-2 |
629-2 |
-30-0 |
-4.6% |
659-2 |
Range |
0-0 |
17-2 |
17-2 |
|
32-6 |
ATR |
10-2 |
11-6 |
1-3 |
13.7% |
0-0 |
Volume |
5,724 |
5,127 |
-597 |
-10.4% |
37,407 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
686-6 |
675-2 |
638-6 |
|
R3 |
669-4 |
658-0 |
634-0 |
|
R2 |
652-2 |
652-2 |
632-3 |
|
R1 |
640-6 |
640-6 |
630-7 |
637-7 |
PP |
635-0 |
635-0 |
635-0 |
633-4 |
S1 |
623-4 |
623-4 |
627-5 |
620-5 |
S2 |
617-6 |
617-6 |
626-1 |
|
S3 |
600-4 |
606-2 |
624-4 |
|
S4 |
583-2 |
589-0 |
619-6 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
748-3 |
736-5 |
677-2 |
|
R3 |
715-5 |
703-7 |
668-2 |
|
R2 |
682-7 |
682-7 |
665-2 |
|
R1 |
671-1 |
671-1 |
662-2 |
660-5 |
PP |
650-1 |
650-1 |
650-1 |
645-0 |
S1 |
638-3 |
638-3 |
656-2 |
627-7 |
S2 |
617-3 |
617-3 |
653-2 |
|
S3 |
584-5 |
605-5 |
650-2 |
|
S4 |
551-7 |
572-7 |
641-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
719-6 |
2.618 |
691-5 |
1.618 |
674-3 |
1.000 |
663-6 |
0.618 |
657-1 |
HIGH |
646-4 |
0.618 |
639-7 |
0.500 |
637-7 |
0.382 |
635-7 |
LOW |
629-2 |
0.618 |
618-5 |
1.000 |
612-0 |
1.618 |
601-3 |
2.618 |
584-1 |
4.250 |
556-0 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
637-7 |
645-3 |
PP |
635-0 |
640-0 |
S1 |
632-1 |
634-5 |
|