CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
708-6 |
708-0 |
-0-6 |
-0.1% |
691-0 |
| High |
715-0 |
717-4 |
2-4 |
0.3% |
717-4 |
| Low |
707-4 |
708-0 |
0-4 |
0.1% |
680-0 |
| Close |
709-4 |
717-2 |
7-6 |
1.1% |
717-2 |
| Range |
7-4 |
9-4 |
2-0 |
26.7% |
37-4 |
| ATR |
13-2 |
13-0 |
-0-2 |
-2.0% |
0-0 |
| Volume |
135,333 |
181,320 |
45,987 |
34.0% |
555,300 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
742-6 |
739-4 |
722-4 |
|
| R3 |
733-2 |
730-0 |
719-7 |
|
| R2 |
723-6 |
723-6 |
719-0 |
|
| R1 |
720-4 |
720-4 |
718-1 |
722-1 |
| PP |
714-2 |
714-2 |
714-2 |
715-0 |
| S1 |
711-0 |
711-0 |
716-3 |
712-5 |
| S2 |
704-6 |
704-6 |
715-4 |
|
| S3 |
695-2 |
701-4 |
714-5 |
|
| S4 |
685-6 |
692-0 |
712-0 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
817-3 |
804-7 |
737-7 |
|
| R3 |
779-7 |
767-3 |
727-4 |
|
| R2 |
742-3 |
742-3 |
724-1 |
|
| R1 |
729-7 |
729-7 |
720-6 |
736-1 |
| PP |
704-7 |
704-7 |
704-7 |
708-0 |
| S1 |
692-3 |
692-3 |
713-6 |
698-5 |
| S2 |
667-3 |
667-3 |
710-3 |
|
| S3 |
629-7 |
654-7 |
707-0 |
|
| S4 |
592-3 |
617-3 |
696-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
717-4 |
680-0 |
37-4 |
5.2% |
8-7 |
1.2% |
99% |
True |
False |
111,060 |
| 10 |
717-4 |
661-0 |
56-4 |
7.9% |
9-6 |
1.4% |
100% |
True |
False |
78,223 |
| 20 |
717-4 |
639-0 |
78-4 |
10.9% |
11-5 |
1.6% |
100% |
True |
False |
62,478 |
| 40 |
717-4 |
590-4 |
127-0 |
17.7% |
10-1 |
1.4% |
100% |
True |
False |
43,605 |
| 60 |
717-4 |
530-6 |
186-6 |
26.0% |
9-6 |
1.4% |
100% |
True |
False |
36,948 |
| 80 |
717-4 |
530-6 |
186-6 |
26.0% |
10-2 |
1.4% |
100% |
True |
False |
32,702 |
| 100 |
717-4 |
474-4 |
243-0 |
33.9% |
10-4 |
1.5% |
100% |
True |
False |
29,514 |
| 120 |
717-4 |
438-0 |
279-4 |
39.0% |
9-7 |
1.4% |
100% |
True |
False |
26,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
757-7 |
|
2.618 |
742-3 |
|
1.618 |
732-7 |
|
1.000 |
727-0 |
|
0.618 |
723-3 |
|
HIGH |
717-4 |
|
0.618 |
713-7 |
|
0.500 |
712-6 |
|
0.382 |
711-5 |
|
LOW |
708-0 |
|
0.618 |
702-1 |
|
1.000 |
698-4 |
|
1.618 |
692-5 |
|
2.618 |
683-1 |
|
4.250 |
667-5 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
715-6 |
714-1 |
| PP |
714-2 |
711-1 |
| S1 |
712-6 |
708-0 |
|