CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
671-2 |
681-0 |
9-6 |
1.5% |
666-0 |
High |
677-2 |
681-0 |
3-6 |
0.6% |
671-6 |
Low |
671-2 |
675-0 |
3-6 |
0.6% |
650-0 |
Close |
676-4 |
679-6 |
3-2 |
0.5% |
654-4 |
Range |
6-0 |
6-0 |
0-0 |
0.0% |
21-6 |
ATR |
13-5 |
13-1 |
-0-4 |
-4.0% |
0-0 |
Volume |
44,467 |
48,778 |
4,311 |
9.7% |
224,498 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
696-5 |
694-1 |
683-0 |
|
R3 |
690-5 |
688-1 |
681-3 |
|
R2 |
684-5 |
684-5 |
680-7 |
|
R1 |
682-1 |
682-1 |
680-2 |
680-3 |
PP |
678-5 |
678-5 |
678-5 |
677-6 |
S1 |
676-1 |
676-1 |
679-2 |
674-3 |
S2 |
672-5 |
672-5 |
678-5 |
|
S3 |
666-5 |
670-1 |
678-1 |
|
S4 |
660-5 |
664-1 |
676-4 |
|
|
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 |
681-0 |
653-2 |
27-6 |
4.1% |
8-7 |
1.3% |
95% |
True |
False |
47,300 |
10 |
681-0 |
639-0 |
42-0 |
6.2% |
10-7 |
1.6% |
97% |
True |
False |
45,450 |
20 |
681-0 |
604-0 |
77-0 |
11.3% |
11-6 |
1.7% |
98% |
True |
False |
42,935 |
40 |
681-0 |
565-2 |
115-6 |
17.0% |
9-7 |
1.5% |
99% |
True |
False |
31,868 |
60 |
681-0 |
530-6 |
150-2 |
22.1% |
10-2 |
1.5% |
99% |
True |
False |
29,239 |
80 |
681-0 |
530-6 |
150-2 |
22.1% |
10-4 |
1.5% |
99% |
True |
False |
26,320 |
100 |
681-0 |
474-4 |
206-4 |
30.4% |
10-3 |
1.5% |
99% |
True |
False |
24,082 |
120 |
681-0 |
438-0 |
243-0 |
35.7% |
9-5 |
1.4% |
99% |
True |
False |
21,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
706-4 |
2.618 |
696-6 |
1.618 |
690-6 |
1.000 |
687-0 |
0.618 |
684-6 |
HIGH |
681-0 |
0.618 |
678-6 |
0.500 |
678-0 |
0.382 |
677-2 |
LOW |
675-0 |
0.618 |
671-2 |
1.000 |
669-0 |
1.618 |
665-2 |
2.618 |
659-2 |
4.250 |
649-4 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
679-1 |
676-7 |
PP |
678-5 |
673-7 |
S1 |
678-0 |
671-0 |
|