CME Pit-Traded Corn Future May 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 |
662-4 |
671-2 |
8-6 |
1.3% |
666-0 |
High |
669-4 |
677-2 |
7-6 |
1.2% |
671-6 |
Low |
661-0 |
671-2 |
10-2 |
1.6% |
650-0 |
Close |
670-0 |
676-4 |
6-4 |
1.0% |
654-4 |
Range |
8-4 |
6-0 |
-2-4 |
-29.4% |
21-6 |
ATR |
14-1 |
13-5 |
-0-4 |
-3.5% |
0-0 |
Volume |
42,289 |
44,467 |
2,178 |
5.2% |
224,498 |
|
Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693-0 |
690-6 |
679-6 |
|
R3 |
687-0 |
684-6 |
678-1 |
|
R2 |
681-0 |
681-0 |
677-5 |
|
R1 |
678-6 |
678-6 |
677-0 |
679-7 |
PP |
675-0 |
675-0 |
675-0 |
675-4 |
S1 |
672-6 |
672-6 |
676-0 |
673-7 |
S2 |
669-0 |
669-0 |
675-3 |
|
S3 |
663-0 |
666-6 |
674-7 |
|
S4 |
657-0 |
660-6 |
673-2 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
724-0 |
711-0 |
666-4 |
|
R3 |
702-2 |
689-2 |
660-4 |
|
R2 |
680-4 |
680-4 |
658-4 |
|
R1 |
667-4 |
667-4 |
656-4 |
663-1 |
PP |
658-6 |
658-6 |
658-6 |
656-4 |
S1 |
645-6 |
645-6 |
652-4 |
641-3 |
S2 |
637-0 |
637-0 |
650-4 |
|
S3 |
615-2 |
624-0 |
648-4 |
|
S4 |
593-4 |
602-2 |
642-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
677-2 |
653-2 |
24-0 |
3.5% |
10-4 |
1.6% |
97% |
True |
False |
46,582 |
10 |
677-2 |
639-0 |
38-2 |
5.7% |
12-6 |
1.9% |
98% |
True |
False |
45,294 |
20 |
677-2 |
604-0 |
73-2 |
10.8% |
12-0 |
1.8% |
99% |
True |
False |
41,730 |
40 |
677-2 |
565-2 |
112-0 |
16.6% |
9-7 |
1.5% |
99% |
True |
False |
31,483 |
60 |
677-2 |
530-6 |
146-4 |
21.7% |
10-1 |
1.5% |
99% |
True |
False |
28,762 |
80 |
677-2 |
530-6 |
146-4 |
21.7% |
10-3 |
1.5% |
99% |
True |
False |
25,998 |
100 |
677-2 |
474-4 |
202-6 |
30.0% |
10-3 |
1.5% |
100% |
True |
False |
23,722 |
120 |
677-2 |
435-4 |
241-6 |
35.7% |
9-6 |
1.4% |
100% |
True |
False |
20,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
702-6 |
2.618 |
693-0 |
1.618 |
687-0 |
1.000 |
683-2 |
0.618 |
681-0 |
HIGH |
677-2 |
0.618 |
675-0 |
0.500 |
674-2 |
0.382 |
673-4 |
LOW |
671-2 |
0.618 |
667-4 |
1.000 |
665-2 |
1.618 |
661-4 |
2.618 |
655-4 |
4.250 |
645-6 |
|
|
Fisher Pivots for day following 01-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
675-6 |
672-6 |
PP |
675-0 |
669-0 |
S1 |
674-2 |
665-2 |
|