CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
676-0 |
691-0 |
15-0 |
2.2% |
662-4 |
| High |
689-4 |
692-0 |
2-4 |
0.4% |
689-4 |
| Low |
671-2 |
682-0 |
10-6 |
1.6% |
661-0 |
| Close |
689-2 |
685-6 |
-3-4 |
-0.5% |
689-2 |
| Range |
18-2 |
10-0 |
-8-2 |
-45.2% |
28-4 |
| ATR |
13-4 |
13-2 |
-0-2 |
-1.9% |
0-0 |
| Volume |
51,945 |
45,157 |
-6,788 |
-13.1% |
226,939 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716-5 |
711-1 |
691-2 |
|
| R3 |
706-5 |
701-1 |
688-4 |
|
| R2 |
696-5 |
696-5 |
687-5 |
|
| R1 |
691-1 |
691-1 |
686-5 |
688-7 |
| PP |
686-5 |
686-5 |
686-5 |
685-4 |
| S1 |
681-1 |
681-1 |
684-7 |
678-7 |
| S2 |
676-5 |
676-5 |
683-7 |
|
| S3 |
666-5 |
671-1 |
683-0 |
|
| S4 |
656-5 |
661-1 |
680-2 |
|
|
| 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 |
692-0 |
670-0 |
22-0 |
3.2% |
10-7 |
1.6% |
72% |
True |
False |
45,961 |
| 10 |
692-0 |
650-0 |
42-0 |
6.1% |
10-6 |
1.6% |
85% |
True |
False |
46,331 |
| 20 |
692-0 |
609-2 |
82-6 |
12.1% |
11-7 |
1.7% |
92% |
True |
False |
45,053 |
| 40 |
692-0 |
576-0 |
116-0 |
16.9% |
10-0 |
1.5% |
95% |
True |
False |
33,269 |
| 60 |
692-0 |
530-6 |
161-2 |
23.5% |
10-2 |
1.5% |
96% |
True |
False |
30,043 |
| 80 |
692-0 |
530-6 |
161-2 |
23.5% |
10-2 |
1.5% |
96% |
True |
False |
27,139 |
| 100 |
692-0 |
474-4 |
217-4 |
31.7% |
10-5 |
1.5% |
97% |
True |
False |
25,039 |
| 120 |
692-0 |
438-0 |
254-0 |
37.0% |
9-7 |
1.4% |
98% |
True |
False |
22,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
734-4 |
|
2.618 |
718-1 |
|
1.618 |
708-1 |
|
1.000 |
702-0 |
|
0.618 |
698-1 |
|
HIGH |
692-0 |
|
0.618 |
688-1 |
|
0.500 |
687-0 |
|
0.382 |
685-7 |
|
LOW |
682-0 |
|
0.618 |
675-7 |
|
1.000 |
672-0 |
|
1.618 |
665-7 |
|
2.618 |
655-7 |
|
4.250 |
639-4 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
687-0 |
684-1 |
| PP |
686-5 |
682-5 |
| S1 |
686-1 |
681-0 |
|