CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
734-0 |
741-0 |
7-0 |
1.0% |
713-4 |
High |
738-4 |
741-4 |
3-0 |
0.4% |
731-0 |
Low |
728-0 |
714-0 |
-14-0 |
-1.9% |
672-2 |
Close |
738-2 |
725-2 |
-13-0 |
-1.8% |
726-6 |
Range |
10-4 |
27-4 |
17-0 |
161.9% |
58-6 |
ATR |
15-5 |
16-4 |
0-7 |
5.4% |
0-0 |
Volume |
77,717 |
57,525 |
-20,192 |
-26.0% |
225,262 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
809-3 |
794-7 |
740-3 |
|
R3 |
781-7 |
767-3 |
732-6 |
|
R2 |
754-3 |
754-3 |
730-2 |
|
R1 |
739-7 |
739-7 |
727-6 |
733-3 |
PP |
726-7 |
726-7 |
726-7 |
723-6 |
S1 |
712-3 |
712-3 |
722-6 |
705-7 |
S2 |
699-3 |
699-3 |
720-2 |
|
S3 |
671-7 |
684-7 |
717-6 |
|
S4 |
644-3 |
657-3 |
710-1 |
|
|
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 |
741-4 |
695-2 |
46-2 |
6.4% |
16-4 |
2.3% |
65% |
True |
False |
67,438 |
10 |
741-4 |
672-2 |
69-2 |
9.5% |
16-7 |
2.3% |
77% |
True |
False |
61,275 |
20 |
741-4 |
672-2 |
69-2 |
9.5% |
13-6 |
1.9% |
77% |
True |
False |
57,546 |
40 |
741-4 |
608-4 |
133-0 |
18.3% |
12-5 |
1.7% |
88% |
True |
False |
49,987 |
60 |
741-4 |
570-0 |
171-4 |
23.6% |
10-6 |
1.5% |
91% |
True |
False |
41,057 |
80 |
741-4 |
534-6 |
206-6 |
28.5% |
10-6 |
1.5% |
92% |
True |
False |
40,239 |
100 |
741-4 |
534-6 |
206-6 |
28.5% |
10-5 |
1.5% |
92% |
True |
False |
38,726 |
120 |
741-4 |
479-0 |
262-4 |
36.2% |
10-4 |
1.5% |
94% |
True |
False |
36,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
858-3 |
2.618 |
813-4 |
1.618 |
786-0 |
1.000 |
769-0 |
0.618 |
758-4 |
HIGH |
741-4 |
0.618 |
731-0 |
0.500 |
727-6 |
0.382 |
724-4 |
LOW |
714-0 |
0.618 |
697-0 |
1.000 |
686-4 |
1.618 |
669-4 |
2.618 |
642-0 |
4.250 |
597-1 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
727-6 |
727-6 |
PP |
726-7 |
726-7 |
S1 |
726-1 |
726-1 |
|