CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
675-0 |
685-0 |
10-0 |
1.5% |
670-0 |
| High |
681-4 |
687-0 |
5-4 |
0.8% |
675-0 |
| Low |
675-0 |
680-0 |
5-0 |
0.7% |
654-4 |
| Close |
681-0 |
684-4 |
3-4 |
0.5% |
659-6 |
| Range |
6-4 |
7-0 |
0-4 |
7.7% |
20-4 |
| ATR |
13-2 |
12-6 |
-0-4 |
-3.4% |
0-0 |
| Volume |
32,320 |
41,174 |
8,854 |
27.4% |
192,027 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
704-7 |
701-5 |
688-3 |
|
| R3 |
697-7 |
694-5 |
686-3 |
|
| R2 |
690-7 |
690-7 |
685-6 |
|
| R1 |
687-5 |
687-5 |
685-1 |
685-6 |
| PP |
683-7 |
683-7 |
683-7 |
682-7 |
| S1 |
680-5 |
680-5 |
683-7 |
678-6 |
| S2 |
676-7 |
676-7 |
683-2 |
|
| S3 |
669-7 |
673-5 |
682-5 |
|
| S4 |
662-7 |
666-5 |
680-5 |
|
|
| 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 |
687-0 |
659-0 |
28-0 |
4.1% |
7-4 |
1.1% |
91% |
True |
False |
34,102 |
| 10 |
687-0 |
642-0 |
45-0 |
6.6% |
10-2 |
1.5% |
94% |
True |
False |
41,022 |
| 20 |
687-0 |
608-4 |
78-4 |
11.5% |
11-3 |
1.7% |
97% |
True |
False |
43,368 |
| 40 |
687-0 |
570-0 |
117-0 |
17.1% |
9-3 |
1.4% |
98% |
True |
False |
32,550 |
| 60 |
687-0 |
534-6 |
152-2 |
22.2% |
9-6 |
1.4% |
98% |
True |
False |
34,640 |
| 80 |
687-0 |
534-6 |
152-2 |
22.2% |
10-0 |
1.5% |
98% |
True |
False |
34,058 |
| 100 |
687-0 |
479-0 |
208-0 |
30.4% |
9-7 |
1.4% |
99% |
True |
False |
32,818 |
| 120 |
687-0 |
444-4 |
242-4 |
35.4% |
9-2 |
1.3% |
99% |
True |
False |
30,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
716-6 |
|
2.618 |
705-3 |
|
1.618 |
698-3 |
|
1.000 |
694-0 |
|
0.618 |
691-3 |
|
HIGH |
687-0 |
|
0.618 |
684-3 |
|
0.500 |
683-4 |
|
0.382 |
682-5 |
|
LOW |
680-0 |
|
0.618 |
675-5 |
|
1.000 |
673-0 |
|
1.618 |
668-5 |
|
2.618 |
661-5 |
|
4.250 |
650-2 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
684-1 |
682-5 |
| PP |
683-7 |
680-7 |
| S1 |
683-4 |
679-0 |
|