CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
715-4 |
698-4 |
-17-0 |
-2.4% |
706-2 |
| High |
715-4 |
699-0 |
-16-4 |
-2.3% |
715-4 |
| Low |
702-4 |
679-6 |
-22-6 |
-3.2% |
681-0 |
| Close |
709-6 |
679-6 |
-30-0 |
-4.2% |
709-6 |
| Range |
13-0 |
19-2 |
6-2 |
48.1% |
34-4 |
| ATR |
14-1 |
15-2 |
1-1 |
8.1% |
0-0 |
| Volume |
147,362 |
0 |
-147,362 |
-100.0% |
797,680 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
743-7 |
731-1 |
690-3 |
|
| R3 |
724-5 |
711-7 |
685-0 |
|
| R2 |
705-3 |
705-3 |
683-2 |
|
| R1 |
692-5 |
692-5 |
681-4 |
689-3 |
| PP |
686-1 |
686-1 |
686-1 |
684-4 |
| S1 |
673-3 |
673-3 |
678-0 |
670-1 |
| S2 |
666-7 |
666-7 |
676-2 |
|
| S3 |
647-5 |
654-1 |
674-4 |
|
| S4 |
628-3 |
634-7 |
669-1 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
805-5 |
792-1 |
728-6 |
|
| R3 |
771-1 |
757-5 |
719-2 |
|
| R2 |
736-5 |
736-5 |
716-1 |
|
| R1 |
723-1 |
723-1 |
712-7 |
729-7 |
| PP |
702-1 |
702-1 |
702-1 |
705-4 |
| S1 |
688-5 |
688-5 |
706-5 |
695-3 |
| S2 |
667-5 |
667-5 |
703-3 |
|
| S3 |
633-1 |
654-1 |
700-2 |
|
| S4 |
598-5 |
619-5 |
690-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
715-4 |
679-6 |
35-6 |
5.3% |
13-6 |
2.0% |
0% |
False |
True |
128,402 |
| 10 |
715-4 |
668-6 |
46-6 |
6.9% |
12-0 |
1.8% |
24% |
False |
False |
157,360 |
| 20 |
715-4 |
639-4 |
76-0 |
11.2% |
11-6 |
1.7% |
53% |
False |
False |
154,030 |
| 40 |
715-4 |
595-0 |
120-4 |
17.7% |
12-1 |
1.8% |
70% |
False |
False |
149,267 |
| 60 |
715-4 |
543-4 |
172-0 |
25.3% |
11-2 |
1.7% |
79% |
False |
False |
140,988 |
| 80 |
715-4 |
520-6 |
194-6 |
28.7% |
11-5 |
1.7% |
82% |
False |
False |
135,708 |
| 100 |
715-4 |
468-0 |
247-4 |
36.4% |
11-7 |
1.8% |
86% |
False |
False |
122,520 |
| 120 |
715-4 |
455-2 |
260-2 |
38.3% |
11-5 |
1.7% |
86% |
False |
False |
111,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
780-6 |
|
2.618 |
749-3 |
|
1.618 |
730-1 |
|
1.000 |
718-2 |
|
0.618 |
710-7 |
|
HIGH |
699-0 |
|
0.618 |
691-5 |
|
0.500 |
689-3 |
|
0.382 |
687-1 |
|
LOW |
679-6 |
|
0.618 |
667-7 |
|
1.000 |
660-4 |
|
1.618 |
648-5 |
|
2.618 |
629-3 |
|
4.250 |
598-0 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
689-3 |
697-5 |
| PP |
686-1 |
691-5 |
| S1 |
683-0 |
685-6 |
|