CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
705-4 |
708-6 |
3-2 |
0.5% |
662-4 |
| High |
710-4 |
715-0 |
4-4 |
0.6% |
689-4 |
| Low |
698-4 |
707-4 |
9-0 |
1.3% |
661-0 |
| Close |
708-6 |
709-4 |
0-6 |
0.1% |
689-2 |
| Range |
12-0 |
7-4 |
-4-4 |
-37.5% |
28-4 |
| ATR |
13-5 |
13-2 |
-0-4 |
-3.2% |
0-0 |
| Volume |
79,947 |
135,333 |
55,386 |
69.3% |
226,939 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
733-1 |
728-7 |
713-5 |
|
| R3 |
725-5 |
721-3 |
711-4 |
|
| R2 |
718-1 |
718-1 |
710-7 |
|
| R1 |
713-7 |
713-7 |
710-2 |
716-0 |
| PP |
710-5 |
710-5 |
710-5 |
711-6 |
| S1 |
706-3 |
706-3 |
708-6 |
708-4 |
| S2 |
703-1 |
703-1 |
708-1 |
|
| S3 |
695-5 |
698-7 |
707-4 |
|
| S4 |
688-1 |
691-3 |
705-3 |
|
|
| 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 |
715-0 |
671-2 |
43-6 |
6.2% |
10-5 |
1.5% |
87% |
True |
False |
85,185 |
| 10 |
715-0 |
653-2 |
61-6 |
8.7% |
10-1 |
1.4% |
91% |
True |
False |
65,124 |
| 20 |
715-0 |
639-0 |
76-0 |
10.7% |
11-5 |
1.6% |
93% |
True |
False |
56,547 |
| 40 |
715-0 |
590-2 |
124-6 |
17.6% |
10-1 |
1.4% |
96% |
True |
False |
39,505 |
| 60 |
715-0 |
530-6 |
184-2 |
26.0% |
9-7 |
1.4% |
97% |
True |
False |
34,270 |
| 80 |
715-0 |
530-6 |
184-2 |
26.0% |
10-2 |
1.4% |
97% |
True |
False |
30,557 |
| 100 |
715-0 |
474-4 |
240-4 |
33.9% |
10-4 |
1.5% |
98% |
True |
False |
27,841 |
| 120 |
715-0 |
438-0 |
277-0 |
39.0% |
9-7 |
1.4% |
98% |
True |
False |
24,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
746-7 |
|
2.618 |
734-5 |
|
1.618 |
727-1 |
|
1.000 |
722-4 |
|
0.618 |
719-5 |
|
HIGH |
715-0 |
|
0.618 |
712-1 |
|
0.500 |
711-2 |
|
0.382 |
710-3 |
|
LOW |
707-4 |
|
0.618 |
702-7 |
|
1.000 |
700-0 |
|
1.618 |
695-3 |
|
2.618 |
687-7 |
|
4.250 |
675-5 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
711-2 |
705-4 |
| PP |
710-5 |
701-4 |
| S1 |
710-1 |
697-4 |
|