CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
680-4 |
696-4 |
16-0 |
2.4% |
671-0 |
| High |
695-0 |
697-0 |
2-0 |
0.3% |
695-0 |
| Low |
676-0 |
687-4 |
11-4 |
1.7% |
671-0 |
| Close |
694-2 |
691-4 |
-2-6 |
-0.4% |
694-2 |
| Range |
19-0 |
9-4 |
-9-4 |
-50.0% |
24-0 |
| ATR |
13-1 |
12-7 |
-0-2 |
-2.0% |
0-0 |
| Volume |
33,286 |
39,017 |
5,731 |
17.2% |
169,175 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
720-4 |
715-4 |
696-6 |
|
| R3 |
711-0 |
706-0 |
694-1 |
|
| R2 |
701-4 |
701-4 |
693-2 |
|
| R1 |
696-4 |
696-4 |
692-3 |
694-2 |
| PP |
692-0 |
692-0 |
692-0 |
690-7 |
| S1 |
687-0 |
687-0 |
690-5 |
684-6 |
| S2 |
682-4 |
682-4 |
689-6 |
|
| S3 |
673-0 |
677-4 |
688-7 |
|
| S4 |
663-4 |
668-0 |
686-2 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
758-6 |
750-4 |
707-4 |
|
| R3 |
734-6 |
726-4 |
700-7 |
|
| R2 |
710-6 |
710-6 |
698-5 |
|
| R1 |
702-4 |
702-4 |
696-4 |
706-5 |
| PP |
686-6 |
686-6 |
686-6 |
688-6 |
| S1 |
678-4 |
678-4 |
692-0 |
682-5 |
| S2 |
662-6 |
662-6 |
689-7 |
|
| S3 |
638-6 |
654-4 |
687-5 |
|
| S4 |
614-6 |
630-4 |
681-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
697-0 |
675-0 |
22-0 |
3.2% |
10-6 |
1.5% |
75% |
True |
False |
35,056 |
| 10 |
697-0 |
654-4 |
42-4 |
6.1% |
9-5 |
1.4% |
87% |
True |
False |
35,488 |
| 20 |
697-0 |
613-6 |
83-2 |
12.0% |
11-3 |
1.6% |
93% |
True |
False |
42,948 |
| 40 |
697-0 |
582-0 |
115-0 |
16.6% |
9-4 |
1.4% |
95% |
True |
False |
33,052 |
| 60 |
697-0 |
534-6 |
162-2 |
23.5% |
9-6 |
1.4% |
97% |
True |
False |
34,004 |
| 80 |
697-0 |
534-6 |
162-2 |
23.5% |
9-6 |
1.4% |
97% |
True |
False |
33,491 |
| 100 |
697-0 |
479-0 |
218-0 |
31.5% |
10-1 |
1.5% |
97% |
True |
False |
32,990 |
| 120 |
697-0 |
444-4 |
252-4 |
36.5% |
9-3 |
1.4% |
98% |
True |
False |
30,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
737-3 |
|
2.618 |
721-7 |
|
1.618 |
712-3 |
|
1.000 |
706-4 |
|
0.618 |
702-7 |
|
HIGH |
697-0 |
|
0.618 |
693-3 |
|
0.500 |
692-2 |
|
0.382 |
691-1 |
|
LOW |
687-4 |
|
0.618 |
681-5 |
|
1.000 |
678-0 |
|
1.618 |
672-1 |
|
2.618 |
662-5 |
|
4.250 |
647-1 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
692-2 |
689-7 |
| PP |
692-0 |
688-1 |
| S1 |
691-6 |
686-4 |
|