CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
669-4 |
665-0 |
-4-4 |
-0.7% |
657-0 |
High |
672-4 |
673-2 |
0-6 |
0.1% |
662-0 |
Low |
664-0 |
659-0 |
-5-0 |
-0.8% |
639-4 |
Close |
669-2 |
662-4 |
-6-6 |
-1.0% |
644-0 |
Range |
8-4 |
14-2 |
5-6 |
67.6% |
22-4 |
ATR |
14-0 |
14-0 |
0-0 |
0.1% |
0-0 |
Volume |
138,248 |
161,056 |
22,808 |
16.5% |
731,618 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
707-5 |
699-3 |
670-3 |
|
R3 |
693-3 |
685-1 |
666-3 |
|
R2 |
679-1 |
679-1 |
665-1 |
|
R1 |
670-7 |
670-7 |
663-6 |
667-7 |
PP |
664-7 |
664-7 |
664-7 |
663-4 |
S1 |
656-5 |
656-5 |
661-2 |
653-5 |
S2 |
650-5 |
650-5 |
659-7 |
|
S3 |
636-3 |
642-3 |
658-5 |
|
S4 |
622-1 |
628-1 |
654-5 |
|
|
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 |
673-2 |
642-4 |
30-6 |
4.6% |
10-6 |
1.6% |
65% |
True |
False |
144,607 |
10 |
673-2 |
639-4 |
33-6 |
5.1% |
10-4 |
1.6% |
68% |
True |
False |
149,177 |
20 |
673-2 |
595-0 |
78-2 |
11.8% |
12-6 |
1.9% |
86% |
True |
False |
166,126 |
40 |
673-2 |
556-0 |
117-2 |
17.7% |
11-0 |
1.7% |
91% |
True |
False |
134,271 |
60 |
673-2 |
520-6 |
152-4 |
23.0% |
11-7 |
1.8% |
93% |
True |
False |
139,391 |
80 |
673-2 |
520-6 |
152-4 |
23.0% |
11-6 |
1.8% |
93% |
True |
False |
122,730 |
100 |
673-2 |
468-0 |
205-2 |
31.0% |
11-6 |
1.8% |
95% |
True |
False |
110,189 |
120 |
673-2 |
429-4 |
243-6 |
36.8% |
11-1 |
1.7% |
96% |
True |
False |
98,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
733-6 |
2.618 |
710-4 |
1.618 |
696-2 |
1.000 |
687-4 |
0.618 |
682-0 |
HIGH |
673-2 |
0.618 |
667-6 |
0.500 |
666-1 |
0.382 |
664-4 |
LOW |
659-0 |
0.618 |
650-2 |
1.000 |
644-6 |
1.618 |
636-0 |
2.618 |
621-6 |
4.250 |
598-4 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
666-1 |
666-1 |
PP |
664-7 |
664-7 |
S1 |
663-6 |
663-6 |
|