CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
640-6 |
647-2 |
6-4 |
1.0% |
646-0 |
| High |
657-0 |
649-0 |
-8-0 |
-1.2% |
657-0 |
| Low |
640-6 |
644-2 |
3-4 |
0.5% |
618-0 |
| Close |
646-0 |
650-2 |
4-2 |
0.7% |
646-0 |
| Range |
16-2 |
4-6 |
-11-4 |
-70.8% |
39-0 |
| ATR |
13-2 |
12-5 |
-0-5 |
-4.6% |
0-0 |
| Volume |
6,005 |
7,866 |
1,861 |
31.0% |
26,644 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
662-1 |
660-7 |
652-7 |
|
| R3 |
657-3 |
656-1 |
651-4 |
|
| R2 |
652-5 |
652-5 |
651-1 |
|
| R1 |
651-3 |
651-3 |
650-5 |
652-0 |
| PP |
647-7 |
647-7 |
647-7 |
648-1 |
| S1 |
646-5 |
646-5 |
649-7 |
647-2 |
| S2 |
643-1 |
643-1 |
649-3 |
|
| S3 |
638-3 |
641-7 |
649-0 |
|
| S4 |
633-5 |
637-1 |
647-5 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
757-3 |
740-5 |
667-4 |
|
| R3 |
718-3 |
701-5 |
656-6 |
|
| R2 |
679-3 |
679-3 |
653-1 |
|
| R1 |
662-5 |
662-5 |
649-5 |
665-4 |
| PP |
640-3 |
640-3 |
640-3 |
641-6 |
| S1 |
623-5 |
623-5 |
642-3 |
626-4 |
| S2 |
601-3 |
601-3 |
638-7 |
|
| S3 |
562-3 |
584-5 |
635-2 |
|
| S4 |
523-3 |
545-5 |
624-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
669-2 |
|
2.618 |
661-3 |
|
1.618 |
656-5 |
|
1.000 |
653-6 |
|
0.618 |
651-7 |
|
HIGH |
649-0 |
|
0.618 |
647-1 |
|
0.500 |
646-5 |
|
0.382 |
646-1 |
|
LOW |
644-2 |
|
0.618 |
641-3 |
|
1.000 |
639-4 |
|
1.618 |
636-5 |
|
2.618 |
631-7 |
|
4.250 |
624-0 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
649-0 |
648-2 |
| PP |
647-7 |
646-2 |
| S1 |
646-5 |
644-2 |
|