CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
671-0 |
675-0 |
4-0 |
0.6% |
670-0 |
| High |
674-2 |
681-4 |
7-2 |
1.1% |
675-0 |
| Low |
671-0 |
675-0 |
4-0 |
0.6% |
654-4 |
| Close |
675-0 |
681-0 |
6-0 |
0.9% |
659-6 |
| Range |
3-2 |
6-4 |
3-2 |
100.0% |
20-4 |
| ATR |
13-6 |
13-2 |
-0-4 |
-3.8% |
0-0 |
| Volume |
32,909 |
32,320 |
-589 |
-1.8% |
192,027 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
698-5 |
696-3 |
684-5 |
|
| R3 |
692-1 |
689-7 |
682-6 |
|
| R2 |
685-5 |
685-5 |
682-2 |
|
| R1 |
683-3 |
683-3 |
681-5 |
684-4 |
| PP |
679-1 |
679-1 |
679-1 |
679-6 |
| S1 |
676-7 |
676-7 |
680-3 |
678-0 |
| S2 |
672-5 |
672-5 |
679-6 |
|
| S3 |
666-1 |
670-3 |
679-2 |
|
| S4 |
659-5 |
663-7 |
677-3 |
|
|
| 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 |
681-4 |
659-0 |
22-4 |
3.3% |
8-4 |
1.2% |
98% |
True |
False |
33,442 |
| 10 |
681-4 |
642-0 |
39-4 |
5.8% |
12-0 |
1.8% |
99% |
True |
False |
41,578 |
| 20 |
681-4 |
608-4 |
73-0 |
10.7% |
11-4 |
1.7% |
99% |
True |
False |
42,428 |
| 40 |
681-4 |
570-0 |
111-4 |
16.4% |
9-2 |
1.4% |
100% |
True |
False |
32,812 |
| 60 |
681-4 |
534-6 |
146-6 |
21.5% |
9-5 |
1.4% |
100% |
True |
False |
34,470 |
| 80 |
681-4 |
534-6 |
146-6 |
21.5% |
9-7 |
1.4% |
100% |
True |
False |
34,021 |
| 100 |
681-4 |
479-0 |
202-4 |
29.7% |
9-7 |
1.5% |
100% |
True |
False |
32,703 |
| 120 |
681-4 |
443-0 |
238-4 |
35.0% |
9-2 |
1.4% |
100% |
True |
False |
30,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
709-1 |
|
2.618 |
698-4 |
|
1.618 |
692-0 |
|
1.000 |
688-0 |
|
0.618 |
685-4 |
|
HIGH |
681-4 |
|
0.618 |
679-0 |
|
0.500 |
678-2 |
|
0.382 |
677-4 |
|
LOW |
675-0 |
|
0.618 |
671-0 |
|
1.000 |
668-4 |
|
1.618 |
664-4 |
|
2.618 |
658-0 |
|
4.250 |
647-3 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
680-1 |
677-3 |
| PP |
679-1 |
673-7 |
| S1 |
678-2 |
670-2 |
|