CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
691-0 |
682-4 |
-8-4 |
-1.2% |
662-4 |
High |
692-0 |
685-4 |
-6-4 |
-0.9% |
689-4 |
Low |
682-0 |
680-0 |
-2-0 |
-0.3% |
661-0 |
Close |
685-6 |
684-6 |
-1-0 |
-0.1% |
689-2 |
Range |
10-0 |
5-4 |
-4-4 |
-45.0% |
28-4 |
ATR |
13-2 |
12-6 |
-0-4 |
-4.0% |
0-0 |
Volume |
45,157 |
113,543 |
68,386 |
151.4% |
226,939 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
699-7 |
697-7 |
687-6 |
|
R3 |
694-3 |
692-3 |
686-2 |
|
R2 |
688-7 |
688-7 |
685-6 |
|
R1 |
686-7 |
686-7 |
685-2 |
687-7 |
PP |
683-3 |
683-3 |
683-3 |
684-0 |
S1 |
681-3 |
681-3 |
684-2 |
682-3 |
S2 |
677-7 |
677-7 |
683-6 |
|
S3 |
672-3 |
675-7 |
683-2 |
|
S4 |
666-7 |
670-3 |
681-6 |
|
|
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% |
10-6 |
1.6% |
67% |
False |
False |
59,776 |
10 |
692-0 |
653-2 |
38-6 |
5.7% |
10-5 |
1.6% |
81% |
False |
False |
53,179 |
20 |
692-0 |
613-0 |
79-0 |
11.5% |
11-4 |
1.7% |
91% |
False |
False |
49,023 |
40 |
692-0 |
590-0 |
102-0 |
14.9% |
9-7 |
1.4% |
93% |
False |
False |
35,295 |
60 |
692-0 |
530-6 |
161-2 |
23.5% |
10-1 |
1.5% |
96% |
False |
False |
31,568 |
80 |
692-0 |
530-6 |
161-2 |
23.5% |
10-2 |
1.5% |
96% |
False |
False |
28,211 |
100 |
692-0 |
474-4 |
217-4 |
31.8% |
10-5 |
1.5% |
97% |
False |
False |
26,039 |
120 |
692-0 |
438-0 |
254-0 |
37.1% |
9-7 |
1.4% |
97% |
False |
False |
23,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
708-7 |
2.618 |
699-7 |
1.618 |
694-3 |
1.000 |
691-0 |
0.618 |
688-7 |
HIGH |
685-4 |
0.618 |
683-3 |
0.500 |
682-6 |
0.382 |
682-1 |
LOW |
680-0 |
0.618 |
676-5 |
1.000 |
674-4 |
1.618 |
671-1 |
2.618 |
665-5 |
4.250 |
656-5 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
684-1 |
683-6 |
PP |
683-3 |
682-5 |
S1 |
682-6 |
681-5 |
|