CME Pit-Traded Corn Future July 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 |
705-0 |
708-4 |
3-4 |
0.5% |
713-4 |
| High |
706-6 |
731-0 |
24-2 |
3.4% |
731-0 |
| Low |
695-2 |
708-0 |
12-6 |
1.8% |
672-2 |
| Close |
701-0 |
726-6 |
25-6 |
3.7% |
726-6 |
| Range |
11-4 |
23-0 |
11-4 |
100.0% |
58-6 |
| ATR |
15-4 |
16-4 |
1-0 |
6.7% |
0-0 |
| Volume |
76,126 |
50,591 |
-25,535 |
-33.5% |
225,262 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790-7 |
781-7 |
739-3 |
|
| R3 |
767-7 |
758-7 |
733-1 |
|
| R2 |
744-7 |
744-7 |
731-0 |
|
| R1 |
735-7 |
735-7 |
728-7 |
740-3 |
| PP |
721-7 |
721-7 |
721-7 |
724-2 |
| S1 |
712-7 |
712-7 |
724-5 |
717-3 |
| S2 |
698-7 |
698-7 |
722-4 |
|
| S3 |
675-7 |
689-7 |
720-3 |
|
| S4 |
652-7 |
666-7 |
714-1 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886-2 |
865-2 |
759-0 |
|
| R3 |
827-4 |
806-4 |
742-7 |
|
| R2 |
768-6 |
768-6 |
737-4 |
|
| R1 |
747-6 |
747-6 |
732-1 |
758-2 |
| PP |
710-0 |
710-0 |
710-0 |
715-2 |
| S1 |
689-0 |
689-0 |
721-3 |
699-4 |
| S2 |
651-2 |
651-2 |
716-0 |
|
| S3 |
592-4 |
630-2 |
710-5 |
|
| S4 |
533-6 |
571-4 |
694-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
731-0 |
672-2 |
58-6 |
8.1% |
20-2 |
2.8% |
93% |
True |
False |
54,588 |
| 10 |
731-0 |
672-2 |
58-6 |
8.1% |
15-7 |
2.2% |
93% |
True |
False |
59,706 |
| 20 |
731-0 |
659-0 |
72-0 |
9.9% |
12-4 |
1.7% |
94% |
True |
False |
51,341 |
| 40 |
731-0 |
608-4 |
122-4 |
16.9% |
12-0 |
1.7% |
97% |
True |
False |
46,112 |
| 60 |
731-0 |
567-0 |
164-0 |
22.6% |
10-4 |
1.4% |
97% |
True |
False |
39,130 |
| 80 |
731-0 |
534-6 |
196-2 |
27.0% |
10-3 |
1.4% |
98% |
True |
False |
38,762 |
| 100 |
731-0 |
500-4 |
230-4 |
31.7% |
10-3 |
1.4% |
98% |
True |
False |
37,478 |
| 120 |
731-0 |
479-0 |
252-0 |
34.7% |
10-2 |
1.4% |
98% |
True |
False |
35,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
828-6 |
|
2.618 |
791-2 |
|
1.618 |
768-2 |
|
1.000 |
754-0 |
|
0.618 |
745-2 |
|
HIGH |
731-0 |
|
0.618 |
722-2 |
|
0.500 |
719-4 |
|
0.382 |
716-6 |
|
LOW |
708-0 |
|
0.618 |
693-6 |
|
1.000 |
685-0 |
|
1.618 |
670-6 |
|
2.618 |
647-6 |
|
4.250 |
610-2 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
724-3 |
718-3 |
| PP |
721-7 |
710-0 |
| S1 |
719-4 |
701-5 |
|