CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
695-0 |
688-4 |
-6-4 |
-0.9% |
680-2 |
| High |
695-4 |
692-4 |
-3-0 |
-0.4% |
706-6 |
| Low |
681-0 |
683-0 |
2-0 |
0.3% |
668-6 |
| Close |
690-4 |
690-4 |
0-0 |
0.0% |
706-4 |
| Range |
14-4 |
9-4 |
-5-0 |
-34.5% |
38-0 |
| ATR |
13-7 |
13-4 |
-0-2 |
-2.2% |
0-0 |
| Volume |
213,820 |
158,161 |
-55,659 |
-26.0% |
957,595 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
717-1 |
713-3 |
695-6 |
|
| R3 |
707-5 |
703-7 |
693-1 |
|
| R2 |
698-1 |
698-1 |
692-2 |
|
| R1 |
694-3 |
694-3 |
691-3 |
696-2 |
| PP |
688-5 |
688-5 |
688-5 |
689-5 |
| S1 |
684-7 |
684-7 |
689-5 |
686-6 |
| S2 |
679-1 |
679-1 |
688-6 |
|
| S3 |
669-5 |
675-3 |
687-7 |
|
| S4 |
660-1 |
665-7 |
685-2 |
|
|
| 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% |
11-1 |
1.6% |
35% |
False |
False |
184,015 |
| 10 |
708-0 |
659-0 |
49-0 |
7.1% |
12-0 |
1.7% |
64% |
False |
False |
179,791 |
| 20 |
708-0 |
628-0 |
80-0 |
11.6% |
11-7 |
1.7% |
78% |
False |
False |
166,443 |
| 40 |
708-0 |
595-0 |
113-0 |
16.4% |
11-4 |
1.7% |
85% |
False |
False |
148,938 |
| 60 |
708-0 |
520-6 |
187-2 |
27.1% |
11-2 |
1.6% |
91% |
False |
False |
144,321 |
| 80 |
708-0 |
520-6 |
187-2 |
27.1% |
11-5 |
1.7% |
91% |
False |
False |
134,465 |
| 100 |
708-0 |
468-0 |
240-0 |
34.8% |
11-7 |
1.7% |
93% |
False |
False |
121,214 |
| 120 |
708-0 |
448-4 |
259-4 |
37.6% |
11-3 |
1.6% |
93% |
False |
False |
109,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
732-7 |
|
2.618 |
717-3 |
|
1.618 |
707-7 |
|
1.000 |
702-0 |
|
0.618 |
698-3 |
|
HIGH |
692-4 |
|
0.618 |
688-7 |
|
0.500 |
687-6 |
|
0.382 |
686-5 |
|
LOW |
683-0 |
|
0.618 |
677-1 |
|
1.000 |
673-4 |
|
1.618 |
667-5 |
|
2.618 |
658-1 |
|
4.250 |
642-5 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
689-5 |
694-4 |
| PP |
688-5 |
693-1 |
| S1 |
687-6 |
691-7 |
|