CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
710-4 |
715-4 |
5-0 |
0.7% |
717-2 |
| High |
724-4 |
725-2 |
0-6 |
0.1% |
725-2 |
| Low |
710-4 |
713-0 |
2-4 |
0.4% |
691-4 |
| Close |
723-0 |
720-2 |
-2-6 |
-0.4% |
720-2 |
| Range |
14-0 |
12-2 |
-1-6 |
-12.5% |
33-6 |
| ATR |
13-4 |
13-4 |
-0-1 |
-0.7% |
0-0 |
| Volume |
130,453 |
86,129 |
-44,324 |
-34.0% |
582,623 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
756-2 |
750-4 |
727-0 |
|
| R3 |
744-0 |
738-2 |
723-5 |
|
| R2 |
731-6 |
731-6 |
722-4 |
|
| R1 |
726-0 |
726-0 |
721-3 |
728-7 |
| PP |
719-4 |
719-4 |
719-4 |
721-0 |
| S1 |
713-6 |
713-6 |
719-1 |
716-5 |
| S2 |
707-2 |
707-2 |
718-0 |
|
| S3 |
695-0 |
701-4 |
716-7 |
|
| S4 |
682-6 |
689-2 |
713-4 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
813-5 |
800-5 |
738-6 |
|
| R3 |
779-7 |
766-7 |
729-4 |
|
| R2 |
746-1 |
746-1 |
726-4 |
|
| R1 |
733-1 |
733-1 |
723-3 |
739-5 |
| PP |
712-3 |
712-3 |
712-3 |
715-4 |
| S1 |
699-3 |
699-3 |
717-1 |
705-7 |
| S2 |
678-5 |
678-5 |
714-0 |
|
| S3 |
644-7 |
665-5 |
711-0 |
|
| S4 |
611-1 |
631-7 |
701-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
725-2 |
691-4 |
33-6 |
4.7% |
12-4 |
1.7% |
85% |
True |
False |
116,524 |
| 10 |
725-2 |
680-0 |
45-2 |
6.3% |
10-6 |
1.5% |
89% |
True |
False |
113,792 |
| 20 |
725-2 |
650-0 |
75-2 |
10.4% |
10-5 |
1.5% |
93% |
True |
False |
79,468 |
| 40 |
725-2 |
604-0 |
121-2 |
16.8% |
11-0 |
1.5% |
96% |
True |
False |
55,787 |
| 60 |
725-2 |
551-2 |
174-0 |
24.2% |
9-6 |
1.4% |
97% |
True |
False |
44,675 |
| 80 |
725-2 |
530-6 |
194-4 |
27.0% |
10-2 |
1.4% |
97% |
True |
False |
38,752 |
| 100 |
725-2 |
474-4 |
250-6 |
34.8% |
10-6 |
1.5% |
98% |
True |
False |
34,560 |
| 120 |
725-2 |
459-2 |
266-0 |
36.9% |
10-2 |
1.4% |
98% |
True |
False |
31,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
777-2 |
|
2.618 |
757-3 |
|
1.618 |
745-1 |
|
1.000 |
737-4 |
|
0.618 |
732-7 |
|
HIGH |
725-2 |
|
0.618 |
720-5 |
|
0.500 |
719-1 |
|
0.382 |
717-5 |
|
LOW |
713-0 |
|
0.618 |
705-3 |
|
1.000 |
700-6 |
|
1.618 |
693-1 |
|
2.618 |
680-7 |
|
4.250 |
661-0 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
719-7 |
716-4 |
| PP |
719-4 |
712-7 |
| S1 |
719-1 |
709-1 |
|