CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
651-0 |
661-0 |
10-0 |
1.5% |
657-0 |
| High |
659-4 |
666-6 |
7-2 |
1.1% |
662-0 |
| Low |
650-0 |
660-4 |
10-4 |
1.6% |
639-4 |
| Close |
659-4 |
666-0 |
6-4 |
1.0% |
644-0 |
| Range |
9-4 |
6-2 |
-3-2 |
-34.2% |
22-4 |
| ATR |
15-0 |
14-3 |
-0-4 |
-3.7% |
0-0 |
| Volume |
140,268 |
132,892 |
-7,376 |
-5.3% |
731,618 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
683-1 |
680-7 |
669-4 |
|
| R3 |
676-7 |
674-5 |
667-6 |
|
| R2 |
670-5 |
670-5 |
667-1 |
|
| R1 |
668-3 |
668-3 |
666-5 |
669-4 |
| PP |
664-3 |
664-3 |
664-3 |
665-0 |
| S1 |
662-1 |
662-1 |
665-3 |
663-2 |
| S2 |
658-1 |
658-1 |
664-7 |
|
| S3 |
651-7 |
655-7 |
664-2 |
|
| S4 |
645-5 |
649-5 |
662-4 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716-0 |
702-4 |
656-3 |
|
| R3 |
693-4 |
680-0 |
650-2 |
|
| R2 |
671-0 |
671-0 |
648-1 |
|
| R1 |
657-4 |
657-4 |
646-0 |
653-0 |
| PP |
648-4 |
648-4 |
648-4 |
646-2 |
| S1 |
635-0 |
635-0 |
642-0 |
630-4 |
| S2 |
626-0 |
626-0 |
639-7 |
|
| S3 |
603-4 |
612-4 |
637-6 |
|
| S4 |
581-0 |
590-0 |
631-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
666-6 |
642-4 |
24-2 |
3.6% |
10-6 |
1.6% |
97% |
True |
False |
140,838 |
| 10 |
667-0 |
628-0 |
39-0 |
5.9% |
13-3 |
2.0% |
97% |
False |
False |
162,054 |
| 20 |
667-0 |
595-0 |
72-0 |
10.8% |
13-1 |
2.0% |
99% |
False |
False |
167,977 |
| 40 |
667-0 |
556-0 |
111-0 |
16.7% |
11-1 |
1.7% |
99% |
False |
False |
133,475 |
| 60 |
667-0 |
520-6 |
146-2 |
22.0% |
11-6 |
1.8% |
99% |
False |
False |
137,219 |
| 80 |
667-0 |
520-6 |
146-2 |
22.0% |
11-6 |
1.8% |
99% |
False |
False |
120,871 |
| 100 |
667-0 |
468-0 |
199-0 |
29.9% |
11-6 |
1.8% |
99% |
False |
False |
108,835 |
| 120 |
667-0 |
426-0 |
241-0 |
36.2% |
11-1 |
1.7% |
100% |
False |
False |
96,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
693-2 |
|
2.618 |
683-1 |
|
1.618 |
676-7 |
|
1.000 |
673-0 |
|
0.618 |
670-5 |
|
HIGH |
666-6 |
|
0.618 |
664-3 |
|
0.500 |
663-5 |
|
0.382 |
662-7 |
|
LOW |
660-4 |
|
0.618 |
656-5 |
|
1.000 |
654-2 |
|
1.618 |
650-3 |
|
2.618 |
644-1 |
|
4.250 |
634-0 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
665-2 |
662-2 |
| PP |
664-3 |
658-3 |
| S1 |
663-5 |
654-5 |
|