CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
689-2 |
693-0 |
3-6 |
0.5% |
698-4 |
| High |
691-4 |
716-4 |
25-0 |
3.6% |
716-4 |
| Low |
681-0 |
693-0 |
12-0 |
1.8% |
666-0 |
| Close |
685-6 |
712-0 |
26-2 |
3.8% |
712-0 |
| Range |
10-4 |
23-4 |
13-0 |
123.8% |
50-4 |
| ATR |
15-6 |
16-6 |
1-1 |
6.9% |
0-0 |
| Volume |
119,147 |
114,970 |
-4,177 |
-3.5% |
398,429 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
777-5 |
768-3 |
724-7 |
|
| R3 |
754-1 |
744-7 |
718-4 |
|
| R2 |
730-5 |
730-5 |
716-2 |
|
| R1 |
721-3 |
721-3 |
714-1 |
726-0 |
| PP |
707-1 |
707-1 |
707-1 |
709-4 |
| S1 |
697-7 |
697-7 |
709-7 |
702-4 |
| S2 |
683-5 |
683-5 |
707-6 |
|
| S3 |
660-1 |
674-3 |
705-4 |
|
| S4 |
636-5 |
650-7 |
699-1 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849-5 |
831-3 |
739-6 |
|
| R3 |
799-1 |
780-7 |
725-7 |
|
| R2 |
748-5 |
748-5 |
721-2 |
|
| R1 |
730-3 |
730-3 |
716-5 |
739-4 |
| PP |
698-1 |
698-1 |
698-1 |
702-6 |
| S1 |
679-7 |
679-7 |
707-3 |
689-0 |
| S2 |
647-5 |
647-5 |
702-6 |
|
| S3 |
597-1 |
629-3 |
698-1 |
|
| S4 |
546-5 |
578-7 |
684-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
716-4 |
666-0 |
50-4 |
7.1% |
18-6 |
2.6% |
91% |
True |
False |
109,158 |
| 10 |
716-4 |
666-0 |
50-4 |
7.1% |
15-2 |
2.1% |
91% |
True |
False |
137,334 |
| 20 |
716-4 |
642-4 |
74-0 |
10.4% |
13-2 |
1.9% |
94% |
True |
False |
151,417 |
| 40 |
716-4 |
595-0 |
121-4 |
17.1% |
13-2 |
1.9% |
96% |
True |
False |
154,219 |
| 60 |
716-4 |
554-0 |
162-4 |
22.8% |
12-0 |
1.7% |
97% |
True |
False |
140,755 |
| 80 |
716-4 |
520-6 |
195-6 |
27.5% |
12-1 |
1.7% |
98% |
True |
False |
138,150 |
| 100 |
716-4 |
490-0 |
226-4 |
31.8% |
12-0 |
1.7% |
98% |
True |
False |
124,341 |
| 120 |
716-4 |
468-0 |
248-4 |
34.9% |
11-7 |
1.7% |
98% |
True |
False |
113,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
816-3 |
|
2.618 |
778-0 |
|
1.618 |
754-4 |
|
1.000 |
740-0 |
|
0.618 |
731-0 |
|
HIGH |
716-4 |
|
0.618 |
707-4 |
|
0.500 |
704-6 |
|
0.382 |
702-0 |
|
LOW |
693-0 |
|
0.618 |
678-4 |
|
1.000 |
669-4 |
|
1.618 |
655-0 |
|
2.618 |
631-4 |
|
4.250 |
593-1 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
709-5 |
705-1 |
| PP |
707-1 |
698-1 |
| S1 |
704-6 |
691-2 |
|