CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
706-2 |
695-0 |
-11-2 |
-1.6% |
680-2 |
| High |
708-0 |
695-4 |
-12-4 |
-1.8% |
706-6 |
| Low |
695-4 |
681-0 |
-14-4 |
-2.1% |
668-6 |
| Close |
695-6 |
690-4 |
-5-2 |
-0.8% |
706-4 |
| Range |
12-4 |
14-4 |
2-0 |
16.0% |
38-0 |
| ATR |
13-6 |
13-7 |
0-1 |
0.5% |
0-0 |
| Volume |
155,668 |
213,820 |
58,152 |
37.4% |
957,595 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
732-4 |
726-0 |
698-4 |
|
| R3 |
718-0 |
711-4 |
694-4 |
|
| R2 |
703-4 |
703-4 |
693-1 |
|
| R1 |
697-0 |
697-0 |
691-7 |
693-0 |
| PP |
689-0 |
689-0 |
689-0 |
687-0 |
| S1 |
682-4 |
682-4 |
689-1 |
678-4 |
| S2 |
674-4 |
674-4 |
687-7 |
|
| S3 |
660-0 |
668-0 |
686-4 |
|
| S4 |
645-4 |
653-4 |
682-4 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
808-0 |
795-2 |
727-3 |
|
| R3 |
770-0 |
757-2 |
717-0 |
|
| R2 |
732-0 |
732-0 |
713-4 |
|
| R1 |
719-2 |
719-2 |
710-0 |
725-5 |
| PP |
694-0 |
694-0 |
694-0 |
697-2 |
| S1 |
681-2 |
681-2 |
703-0 |
687-5 |
| S2 |
656-0 |
656-0 |
699-4 |
|
| S3 |
618-0 |
643-2 |
696-0 |
|
| S4 |
580-0 |
605-2 |
685-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
708-0 |
681-0 |
27-0 |
3.9% |
11-7 |
1.7% |
35% |
False |
True |
198,640 |
| 10 |
708-0 |
659-0 |
49-0 |
7.1% |
11-7 |
1.7% |
64% |
False |
False |
177,800 |
| 20 |
708-0 |
628-0 |
80-0 |
11.6% |
12-5 |
1.8% |
78% |
False |
False |
169,927 |
| 40 |
708-0 |
595-0 |
113-0 |
16.4% |
11-4 |
1.7% |
85% |
False |
False |
147,327 |
| 60 |
708-0 |
520-6 |
187-2 |
27.1% |
11-3 |
1.7% |
91% |
False |
False |
143,692 |
| 80 |
708-0 |
520-6 |
187-2 |
27.1% |
11-5 |
1.7% |
91% |
False |
False |
133,369 |
| 100 |
708-0 |
468-0 |
240-0 |
34.8% |
12-0 |
1.7% |
93% |
False |
False |
120,063 |
| 120 |
708-0 |
439-0 |
269-0 |
39.0% |
11-3 |
1.6% |
93% |
False |
False |
108,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
757-1 |
|
2.618 |
733-4 |
|
1.618 |
719-0 |
|
1.000 |
710-0 |
|
0.618 |
704-4 |
|
HIGH |
695-4 |
|
0.618 |
690-0 |
|
0.500 |
688-2 |
|
0.382 |
686-4 |
|
LOW |
681-0 |
|
0.618 |
672-0 |
|
1.000 |
666-4 |
|
1.618 |
657-4 |
|
2.618 |
643-0 |
|
4.250 |
619-3 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
689-6 |
694-4 |
| PP |
689-0 |
693-1 |
| S1 |
688-2 |
691-7 |
|