CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
665-0 |
666-0 |
1-0 |
0.2% |
651-0 |
High |
673-2 |
678-6 |
5-4 |
0.8% |
678-6 |
Low |
659-0 |
659-4 |
0-4 |
0.1% |
650-0 |
Close |
662-4 |
678-4 |
16-0 |
2.4% |
678-4 |
Range |
14-2 |
19-2 |
5-0 |
35.1% |
28-6 |
ATR |
14-0 |
14-3 |
0-3 |
2.7% |
0-0 |
Volume |
161,056 |
151,614 |
-9,442 |
-5.9% |
724,078 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
730-0 |
723-4 |
689-1 |
|
R3 |
710-6 |
704-2 |
683-6 |
|
R2 |
691-4 |
691-4 |
682-0 |
|
R1 |
685-0 |
685-0 |
680-2 |
688-2 |
PP |
672-2 |
672-2 |
672-2 |
673-7 |
S1 |
665-6 |
665-6 |
676-6 |
669-0 |
S2 |
653-0 |
653-0 |
675-0 |
|
S3 |
633-6 |
646-4 |
673-2 |
|
S4 |
614-4 |
627-2 |
667-7 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
755-3 |
745-5 |
694-2 |
|
R3 |
726-5 |
716-7 |
686-3 |
|
R2 |
697-7 |
697-7 |
683-6 |
|
R1 |
688-1 |
688-1 |
681-1 |
693-0 |
PP |
669-1 |
669-1 |
669-1 |
671-4 |
S1 |
659-3 |
659-3 |
675-7 |
664-2 |
S2 |
640-3 |
640-3 |
673-2 |
|
S3 |
611-5 |
630-5 |
670-5 |
|
S4 |
582-7 |
601-7 |
662-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
678-6 |
650-0 |
28-6 |
4.2% |
11-4 |
1.7% |
99% |
True |
False |
144,815 |
10 |
678-6 |
639-4 |
39-2 |
5.8% |
11-1 |
1.6% |
99% |
True |
False |
145,569 |
20 |
678-6 |
595-0 |
83-6 |
12.3% |
12-7 |
1.9% |
100% |
True |
False |
164,874 |
40 |
678-6 |
567-4 |
111-2 |
16.4% |
11-1 |
1.6% |
100% |
True |
False |
134,355 |
60 |
678-6 |
520-6 |
158-0 |
23.3% |
11-6 |
1.7% |
100% |
True |
False |
140,487 |
80 |
678-6 |
520-6 |
158-0 |
23.3% |
11-6 |
1.7% |
100% |
True |
False |
123,263 |
100 |
678-6 |
468-0 |
210-6 |
31.1% |
11-7 |
1.7% |
100% |
True |
False |
111,142 |
120 |
678-6 |
429-4 |
249-2 |
36.7% |
11-1 |
1.6% |
100% |
True |
False |
99,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
760-4 |
2.618 |
729-1 |
1.618 |
709-7 |
1.000 |
698-0 |
0.618 |
690-5 |
HIGH |
678-6 |
0.618 |
671-3 |
0.500 |
669-1 |
0.382 |
666-7 |
LOW |
659-4 |
0.618 |
647-5 |
1.000 |
640-2 |
1.618 |
628-3 |
2.618 |
609-1 |
4.250 |
577-6 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
675-3 |
675-2 |
PP |
672-2 |
672-1 |
S1 |
669-1 |
668-7 |
|