CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
682-4 |
705-4 |
23-0 |
3.4% |
662-4 |
High |
685-4 |
710-4 |
25-0 |
3.6% |
689-4 |
Low |
680-0 |
698-4 |
18-4 |
2.7% |
661-0 |
Close |
684-6 |
708-6 |
24-0 |
3.5% |
689-2 |
Range |
5-4 |
12-0 |
6-4 |
118.2% |
28-4 |
ATR |
12-6 |
13-5 |
0-7 |
7.3% |
0-0 |
Volume |
113,543 |
79,947 |
-33,596 |
-29.6% |
226,939 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
741-7 |
737-3 |
715-3 |
|
R3 |
729-7 |
725-3 |
712-0 |
|
R2 |
717-7 |
717-7 |
711-0 |
|
R1 |
713-3 |
713-3 |
709-7 |
715-5 |
PP |
705-7 |
705-7 |
705-7 |
707-0 |
S1 |
701-3 |
701-3 |
707-5 |
703-5 |
S2 |
693-7 |
693-7 |
706-4 |
|
S3 |
681-7 |
689-3 |
705-4 |
|
S4 |
669-7 |
677-3 |
702-1 |
|
|
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 |
710-4 |
670-0 |
40-4 |
5.7% |
12-0 |
1.7% |
96% |
True |
False |
66,010 |
10 |
710-4 |
653-2 |
57-2 |
8.1% |
10-3 |
1.5% |
97% |
True |
False |
56,655 |
20 |
710-4 |
637-0 |
73-4 |
10.4% |
11-5 |
1.6% |
98% |
True |
False |
51,352 |
40 |
710-4 |
590-2 |
120-2 |
17.0% |
10-0 |
1.4% |
99% |
True |
False |
36,740 |
60 |
710-4 |
530-6 |
179-6 |
25.4% |
10-0 |
1.4% |
99% |
True |
False |
32,445 |
80 |
710-4 |
530-6 |
179-6 |
25.4% |
10-2 |
1.4% |
99% |
True |
False |
29,041 |
100 |
710-4 |
474-4 |
236-0 |
33.3% |
10-5 |
1.5% |
99% |
True |
False |
26,697 |
120 |
710-4 |
438-0 |
272-4 |
38.4% |
9-7 |
1.4% |
99% |
True |
False |
23,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
761-4 |
2.618 |
741-7 |
1.618 |
729-7 |
1.000 |
722-4 |
0.618 |
717-7 |
HIGH |
710-4 |
0.618 |
705-7 |
0.500 |
704-4 |
0.382 |
703-1 |
LOW |
698-4 |
0.618 |
691-1 |
1.000 |
686-4 |
1.618 |
679-1 |
2.618 |
667-1 |
4.250 |
647-4 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
707-3 |
704-2 |
PP |
705-7 |
699-6 |
S1 |
704-4 |
695-2 |
|