CME Pit-Traded Corn Future May 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 |
676-4 |
676-0 |
-0-4 |
-0.1% |
662-4 |
High |
684-0 |
689-4 |
5-4 |
0.8% |
689-4 |
Low |
670-0 |
671-2 |
1-2 |
0.2% |
661-0 |
Close |
673-2 |
689-2 |
16-0 |
2.4% |
689-2 |
Range |
14-0 |
18-2 |
4-2 |
30.4% |
28-4 |
ATR |
13-1 |
13-4 |
0-3 |
2.8% |
0-0 |
Volume |
39,460 |
51,945 |
12,485 |
31.6% |
226,939 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
738-1 |
731-7 |
699-2 |
|
R3 |
719-7 |
713-5 |
694-2 |
|
R2 |
701-5 |
701-5 |
692-5 |
|
R1 |
695-3 |
695-3 |
690-7 |
698-4 |
PP |
683-3 |
683-3 |
683-3 |
684-7 |
S1 |
677-1 |
677-1 |
687-5 |
680-2 |
S2 |
665-1 |
665-1 |
685-7 |
|
S3 |
646-7 |
658-7 |
684-2 |
|
S4 |
628-5 |
640-5 |
679-2 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
765-3 |
755-7 |
704-7 |
|
R3 |
736-7 |
727-3 |
697-1 |
|
R2 |
708-3 |
708-3 |
694-4 |
|
R1 |
698-7 |
698-7 |
691-7 |
703-5 |
PP |
679-7 |
679-7 |
679-7 |
682-2 |
S1 |
670-3 |
670-3 |
686-5 |
675-1 |
S2 |
651-3 |
651-3 |
684-0 |
|
S3 |
622-7 |
641-7 |
681-3 |
|
S4 |
594-3 |
613-3 |
673-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
689-4 |
661-0 |
28-4 |
4.1% |
10-4 |
1.5% |
99% |
True |
False |
45,387 |
10 |
689-4 |
650-0 |
39-4 |
5.7% |
10-4 |
1.5% |
99% |
True |
False |
45,143 |
20 |
689-4 |
604-0 |
85-4 |
12.4% |
11-6 |
1.7% |
100% |
True |
False |
44,930 |
40 |
689-4 |
576-0 |
113-4 |
16.5% |
9-7 |
1.4% |
100% |
True |
False |
32,855 |
60 |
689-4 |
530-6 |
158-6 |
23.0% |
10-2 |
1.5% |
100% |
True |
False |
30,012 |
80 |
689-4 |
530-6 |
158-6 |
23.0% |
10-3 |
1.5% |
100% |
True |
False |
26,867 |
100 |
689-4 |
474-4 |
215-0 |
31.2% |
10-4 |
1.5% |
100% |
True |
False |
24,769 |
120 |
689-4 |
438-0 |
251-4 |
36.5% |
9-7 |
1.4% |
100% |
True |
False |
21,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
767-0 |
2.618 |
737-2 |
1.618 |
719-0 |
1.000 |
707-6 |
0.618 |
700-6 |
HIGH |
689-4 |
0.618 |
682-4 |
0.500 |
680-3 |
0.382 |
678-2 |
LOW |
671-2 |
0.618 |
660-0 |
1.000 |
653-0 |
1.618 |
641-6 |
2.618 |
623-4 |
4.250 |
593-6 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
686-2 |
686-1 |
PP |
683-3 |
682-7 |
S1 |
680-3 |
679-6 |
|