CME Pit-Traded Corn Future May 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 |
681-0 |
676-4 |
-4-4 |
-0.7% |
666-0 |
High |
681-0 |
684-0 |
3-0 |
0.4% |
671-6 |
Low |
675-0 |
670-0 |
-5-0 |
-0.7% |
650-0 |
Close |
679-6 |
673-2 |
-6-4 |
-1.0% |
654-4 |
Range |
6-0 |
14-0 |
8-0 |
133.3% |
21-6 |
ATR |
13-1 |
13-1 |
0-1 |
0.5% |
0-0 |
Volume |
48,778 |
39,460 |
-9,318 |
-19.1% |
224,498 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
717-6 |
709-4 |
681-0 |
|
R3 |
703-6 |
695-4 |
677-1 |
|
R2 |
689-6 |
689-6 |
675-7 |
|
R1 |
681-4 |
681-4 |
674-4 |
678-5 |
PP |
675-6 |
675-6 |
675-6 |
674-2 |
S1 |
667-4 |
667-4 |
672-0 |
664-5 |
S2 |
661-6 |
661-6 |
670-5 |
|
S3 |
647-6 |
653-4 |
669-3 |
|
S4 |
633-6 |
639-4 |
665-4 |
|
|
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 |
684-0 |
653-2 |
30-6 |
4.6% |
9-6 |
1.4% |
65% |
True |
False |
45,064 |
10 |
684-0 |
650-0 |
34-0 |
5.1% |
9-6 |
1.4% |
68% |
True |
False |
44,286 |
20 |
684-0 |
604-0 |
80-0 |
11.9% |
11-4 |
1.7% |
87% |
True |
False |
43,647 |
40 |
684-0 |
565-2 |
118-6 |
17.6% |
9-7 |
1.5% |
91% |
True |
False |
32,256 |
60 |
684-0 |
530-6 |
153-2 |
22.8% |
10-3 |
1.5% |
93% |
True |
False |
29,560 |
80 |
684-0 |
530-6 |
153-2 |
22.8% |
10-4 |
1.6% |
93% |
True |
False |
26,615 |
100 |
684-0 |
474-4 |
209-4 |
31.1% |
10-4 |
1.6% |
95% |
True |
False |
24,339 |
120 |
684-0 |
438-0 |
246-0 |
36.5% |
9-6 |
1.4% |
96% |
True |
False |
21,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
743-4 |
2.618 |
720-5 |
1.618 |
706-5 |
1.000 |
698-0 |
0.618 |
692-5 |
HIGH |
684-0 |
0.618 |
678-5 |
0.500 |
677-0 |
0.382 |
675-3 |
LOW |
670-0 |
0.618 |
661-3 |
1.000 |
656-0 |
1.618 |
647-3 |
2.618 |
633-3 |
4.250 |
610-4 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
677-0 |
677-0 |
PP |
675-6 |
675-6 |
S1 |
674-4 |
674-4 |
|