CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
646-0 |
618-0 |
-28-0 |
-4.3% |
662-0 |
| High |
646-4 |
641-0 |
-5-4 |
-0.9% |
662-0 |
| Low |
629-2 |
618-0 |
-11-2 |
-1.8% |
629-2 |
| Close |
629-2 |
640-2 |
11-0 |
1.7% |
659-2 |
| Range |
17-2 |
23-0 |
5-6 |
33.3% |
32-6 |
| ATR |
11-6 |
12-4 |
0-6 |
6.9% |
0-0 |
| Volume |
5,127 |
4,641 |
-486 |
-9.5% |
37,407 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702-1 |
694-1 |
652-7 |
|
| R3 |
679-1 |
671-1 |
646-5 |
|
| R2 |
656-1 |
656-1 |
644-4 |
|
| R1 |
648-1 |
648-1 |
642-3 |
652-1 |
| PP |
633-1 |
633-1 |
633-1 |
635-0 |
| S1 |
625-1 |
625-1 |
638-1 |
629-1 |
| S2 |
610-1 |
610-1 |
636-0 |
|
| S3 |
587-1 |
602-1 |
633-7 |
|
| S4 |
564-1 |
579-1 |
627-5 |
|
|
| 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 |
738-6 |
|
2.618 |
701-2 |
|
1.618 |
678-2 |
|
1.000 |
664-0 |
|
0.618 |
655-2 |
|
HIGH |
641-0 |
|
0.618 |
632-2 |
|
0.500 |
629-4 |
|
0.382 |
626-6 |
|
LOW |
618-0 |
|
0.618 |
603-6 |
|
1.000 |
595-0 |
|
1.618 |
580-6 |
|
2.618 |
557-6 |
|
4.250 |
520-2 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
636-5 |
639-6 |
| PP |
633-1 |
639-1 |
| S1 |
629-4 |
638-5 |
|