CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
618-0 |
631-4 |
13-4 |
2.2% |
662-0 |
High |
641-0 |
631-4 |
-9-4 |
-1.5% |
662-0 |
Low |
618-0 |
631-4 |
13-4 |
2.2% |
629-2 |
Close |
640-2 |
630-0 |
-10-2 |
-1.6% |
659-2 |
Range |
23-0 |
0-0 |
-23-0 |
-100.0% |
32-6 |
ATR |
12-4 |
12-2 |
-0-2 |
-2.1% |
0-0 |
Volume |
4,641 |
10,871 |
6,230 |
134.2% |
37,407 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
631-0 |
630-4 |
630-0 |
|
R3 |
631-0 |
630-4 |
630-0 |
|
R2 |
631-0 |
631-0 |
630-0 |
|
R1 |
630-4 |
630-4 |
630-0 |
630-6 |
PP |
631-0 |
631-0 |
631-0 |
631-1 |
S1 |
630-4 |
630-4 |
630-0 |
630-6 |
S2 |
631-0 |
631-0 |
630-0 |
|
S3 |
631-0 |
630-4 |
630-0 |
|
S4 |
631-0 |
630-4 |
630-0 |
|
|
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 |
631-4 |
2.618 |
631-4 |
1.618 |
631-4 |
1.000 |
631-4 |
0.618 |
631-4 |
HIGH |
631-4 |
0.618 |
631-4 |
0.500 |
631-4 |
0.382 |
631-4 |
LOW |
631-4 |
0.618 |
631-4 |
1.000 |
631-4 |
1.618 |
631-4 |
2.618 |
631-4 |
4.250 |
631-4 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
631-4 |
632-2 |
PP |
631-0 |
631-4 |
S1 |
630-4 |
630-6 |
|