CME Pit-Traded Corn Future December 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
618-2 |
605-6 |
-12-4 |
-2.0% |
601-0 |
| High |
619-2 |
606-0 |
-13-2 |
-2.1% |
619-2 |
| Low |
606-6 |
586-6 |
-20-0 |
-3.3% |
598-0 |
| Close |
607-4 |
591-4 |
-16-0 |
-2.6% |
618-2 |
| Range |
12-4 |
19-2 |
6-6 |
54.0% |
21-2 |
| ATR |
9-2 |
10-1 |
0-7 |
8.8% |
0-0 |
| Volume |
37,971 |
34,856 |
-3,115 |
-8.2% |
179,362 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
652-4 |
641-2 |
602-1 |
|
| R3 |
633-2 |
622-0 |
596-6 |
|
| R2 |
614-0 |
614-0 |
595-0 |
|
| R1 |
602-6 |
602-6 |
593-2 |
598-6 |
| PP |
594-6 |
594-6 |
594-6 |
592-6 |
| S1 |
583-4 |
583-4 |
589-6 |
579-4 |
| S2 |
575-4 |
575-4 |
588-0 |
|
| S3 |
556-2 |
564-2 |
586-2 |
|
| S4 |
537-0 |
545-0 |
580-7 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-5 |
668-1 |
630-0 |
|
| R3 |
654-3 |
646-7 |
624-1 |
|
| R2 |
633-1 |
633-1 |
622-1 |
|
| R1 |
625-5 |
625-5 |
620-2 |
629-3 |
| PP |
611-7 |
611-7 |
611-7 |
613-6 |
| S1 |
604-3 |
604-3 |
616-2 |
608-1 |
| S2 |
590-5 |
590-5 |
614-3 |
|
| S3 |
569-3 |
583-1 |
612-3 |
|
| S4 |
548-1 |
561-7 |
606-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
687-6 |
|
2.618 |
656-3 |
|
1.618 |
637-1 |
|
1.000 |
625-2 |
|
0.618 |
617-7 |
|
HIGH |
606-0 |
|
0.618 |
598-5 |
|
0.500 |
596-3 |
|
0.382 |
594-1 |
|
LOW |
586-6 |
|
0.618 |
574-7 |
|
1.000 |
567-4 |
|
1.618 |
555-5 |
|
2.618 |
536-3 |
|
4.250 |
505-0 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
596-3 |
603-0 |
| PP |
594-6 |
599-1 |
| S1 |
593-1 |
595-3 |
|