CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
669-0 |
671-0 |
2-0 |
0.3% |
670-0 |
| High |
672-0 |
674-2 |
2-2 |
0.3% |
675-0 |
| Low |
659-0 |
671-0 |
12-0 |
1.8% |
654-4 |
| Close |
659-6 |
675-0 |
15-2 |
2.3% |
659-6 |
| Range |
13-0 |
3-2 |
-9-6 |
-75.0% |
20-4 |
| ATR |
13-6 |
13-6 |
0-0 |
0.4% |
0-0 |
| Volume |
21,134 |
32,909 |
11,775 |
55.7% |
192,027 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
683-1 |
682-3 |
676-6 |
|
| R3 |
679-7 |
679-1 |
675-7 |
|
| R2 |
676-5 |
676-5 |
675-5 |
|
| R1 |
675-7 |
675-7 |
675-2 |
676-2 |
| PP |
673-3 |
673-3 |
673-3 |
673-5 |
| S1 |
672-5 |
672-5 |
674-6 |
673-0 |
| S2 |
670-1 |
670-1 |
674-3 |
|
| S3 |
666-7 |
669-3 |
674-1 |
|
| S4 |
663-5 |
666-1 |
673-2 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
724-5 |
712-5 |
671-0 |
|
| R3 |
704-1 |
692-1 |
665-3 |
|
| R2 |
683-5 |
683-5 |
663-4 |
|
| R1 |
671-5 |
671-5 |
661-5 |
667-3 |
| PP |
663-1 |
663-1 |
663-1 |
661-0 |
| S1 |
651-1 |
651-1 |
657-7 |
646-7 |
| S2 |
642-5 |
642-5 |
656-0 |
|
| S3 |
622-1 |
630-5 |
654-1 |
|
| S4 |
601-5 |
610-1 |
648-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
675-0 |
654-4 |
20-4 |
3.0% |
8-4 |
1.3% |
100% |
False |
False |
35,919 |
| 10 |
680-4 |
642-0 |
38-4 |
5.7% |
12-1 |
1.8% |
86% |
False |
False |
42,702 |
| 20 |
680-4 |
608-4 |
72-0 |
10.7% |
11-6 |
1.7% |
92% |
False |
False |
41,689 |
| 40 |
680-4 |
570-0 |
110-4 |
16.4% |
9-3 |
1.4% |
95% |
False |
False |
32,980 |
| 60 |
680-4 |
534-6 |
145-6 |
21.6% |
9-5 |
1.4% |
96% |
False |
False |
34,487 |
| 80 |
680-4 |
511-2 |
169-2 |
25.1% |
9-7 |
1.5% |
97% |
False |
False |
33,843 |
| 100 |
680-4 |
479-0 |
201-4 |
29.9% |
9-7 |
1.5% |
97% |
False |
False |
32,638 |
| 120 |
680-4 |
436-0 |
244-4 |
36.2% |
9-2 |
1.4% |
98% |
False |
False |
29,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
688-0 |
|
2.618 |
682-6 |
|
1.618 |
679-4 |
|
1.000 |
677-4 |
|
0.618 |
676-2 |
|
HIGH |
674-2 |
|
0.618 |
673-0 |
|
0.500 |
672-5 |
|
0.382 |
672-2 |
|
LOW |
671-0 |
|
0.618 |
669-0 |
|
1.000 |
667-6 |
|
1.618 |
665-6 |
|
2.618 |
662-4 |
|
4.250 |
657-2 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
674-2 |
672-2 |
| PP |
673-3 |
669-3 |
| S1 |
672-5 |
666-5 |
|