CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
712-4 |
720-4 |
8-0 |
1.1% |
696-4 |
| High |
721-4 |
722-6 |
1-2 |
0.2% |
721-4 |
| Low |
712-2 |
710-0 |
-2-2 |
-0.3% |
686-6 |
| Close |
722-0 |
711-2 |
-10-6 |
-1.5% |
722-0 |
| Range |
9-2 |
12-6 |
3-4 |
37.8% |
34-6 |
| ATR |
12-3 |
12-3 |
0-0 |
0.2% |
0-0 |
| Volume |
86,570 |
55,652 |
-30,918 |
-35.7% |
326,022 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
752-7 |
744-7 |
718-2 |
|
| R3 |
740-1 |
732-1 |
714-6 |
|
| R2 |
727-3 |
727-3 |
713-5 |
|
| R1 |
719-3 |
719-3 |
712-3 |
717-0 |
| PP |
714-5 |
714-5 |
714-5 |
713-4 |
| S1 |
706-5 |
706-5 |
710-1 |
704-2 |
| S2 |
701-7 |
701-7 |
708-7 |
|
| S3 |
689-1 |
693-7 |
707-6 |
|
| S4 |
676-3 |
681-1 |
704-2 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814-3 |
802-7 |
741-1 |
|
| R3 |
779-5 |
768-1 |
731-4 |
|
| R2 |
744-7 |
744-7 |
728-3 |
|
| R1 |
733-3 |
733-3 |
725-1 |
739-1 |
| PP |
710-1 |
710-1 |
710-1 |
713-0 |
| S1 |
698-5 |
698-5 |
718-7 |
704-3 |
| S2 |
675-3 |
675-3 |
715-5 |
|
| S3 |
640-5 |
663-7 |
712-4 |
|
| S4 |
605-7 |
629-1 |
702-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
722-6 |
686-6 |
36-0 |
5.1% |
8-7 |
1.3% |
68% |
True |
False |
68,531 |
| 10 |
722-6 |
675-0 |
47-6 |
6.7% |
9-6 |
1.4% |
76% |
True |
False |
51,794 |
| 20 |
722-6 |
642-0 |
80-6 |
11.4% |
11-0 |
1.5% |
86% |
True |
False |
47,248 |
| 40 |
722-6 |
600-4 |
122-2 |
17.2% |
9-6 |
1.4% |
91% |
True |
False |
38,748 |
| 60 |
722-6 |
534-6 |
188-0 |
26.4% |
9-2 |
1.3% |
94% |
True |
False |
35,937 |
| 80 |
722-6 |
534-6 |
188-0 |
26.4% |
9-5 |
1.4% |
94% |
True |
False |
36,089 |
| 100 |
722-6 |
479-0 |
243-6 |
34.3% |
10-1 |
1.4% |
95% |
True |
False |
35,044 |
| 120 |
722-6 |
444-4 |
278-2 |
39.1% |
9-4 |
1.3% |
96% |
True |
False |
33,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
777-0 |
|
2.618 |
756-1 |
|
1.618 |
743-3 |
|
1.000 |
735-4 |
|
0.618 |
730-5 |
|
HIGH |
722-6 |
|
0.618 |
717-7 |
|
0.500 |
716-3 |
|
0.382 |
714-7 |
|
LOW |
710-0 |
|
0.618 |
702-1 |
|
1.000 |
697-2 |
|
1.618 |
689-3 |
|
2.618 |
676-5 |
|
4.250 |
655-6 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
716-3 |
716-3 |
| PP |
714-5 |
714-5 |
| S1 |
713-0 |
713-0 |
|