CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
671-4 |
695-0 |
23-4 |
3.5% |
651-0 |
| High |
675-0 |
700-4 |
25-4 |
3.8% |
678-6 |
| Low |
668-6 |
687-0 |
18-2 |
2.7% |
650-0 |
| Close |
673-6 |
698-0 |
24-2 |
3.6% |
678-4 |
| Range |
6-2 |
13-4 |
7-2 |
116.0% |
28-6 |
| ATR |
13-5 |
14-5 |
0-7 |
6.9% |
0-0 |
| Volume |
152,210 |
231,287 |
79,077 |
52.0% |
724,078 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
735-5 |
730-3 |
705-3 |
|
| R3 |
722-1 |
716-7 |
701-6 |
|
| R2 |
708-5 |
708-5 |
700-4 |
|
| R1 |
703-3 |
703-3 |
699-2 |
706-0 |
| PP |
695-1 |
695-1 |
695-1 |
696-4 |
| S1 |
689-7 |
689-7 |
696-6 |
692-4 |
| S2 |
681-5 |
681-5 |
695-4 |
|
| S3 |
668-1 |
676-3 |
694-2 |
|
| S4 |
654-5 |
662-7 |
690-5 |
|
|
| 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 |
700-4 |
659-0 |
41-4 |
5.9% |
13-0 |
1.9% |
94% |
True |
False |
175,567 |
| 10 |
700-4 |
642-4 |
58-0 |
8.3% |
11-3 |
1.6% |
96% |
True |
False |
157,951 |
| 20 |
700-4 |
628-0 |
72-4 |
10.4% |
12-5 |
1.8% |
97% |
True |
False |
169,597 |
| 40 |
700-4 |
580-4 |
120-0 |
17.2% |
11-2 |
1.6% |
98% |
True |
False |
139,070 |
| 60 |
700-4 |
520-6 |
179-6 |
25.8% |
11-5 |
1.7% |
99% |
True |
False |
141,916 |
| 80 |
700-4 |
520-6 |
179-6 |
25.8% |
11-5 |
1.7% |
99% |
True |
False |
127,111 |
| 100 |
700-4 |
468-0 |
232-4 |
33.3% |
11-7 |
1.7% |
99% |
True |
False |
115,109 |
| 120 |
700-4 |
429-4 |
271-0 |
38.8% |
11-2 |
1.6% |
99% |
True |
False |
103,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
757-7 |
|
2.618 |
735-7 |
|
1.618 |
722-3 |
|
1.000 |
714-0 |
|
0.618 |
708-7 |
|
HIGH |
700-4 |
|
0.618 |
695-3 |
|
0.500 |
693-6 |
|
0.382 |
692-1 |
|
LOW |
687-0 |
|
0.618 |
678-5 |
|
1.000 |
673-4 |
|
1.618 |
665-1 |
|
2.618 |
651-5 |
|
4.250 |
629-5 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
696-5 |
693-4 |
| PP |
695-1 |
689-1 |
| S1 |
693-6 |
684-5 |
|