CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
696-4 |
687-6 |
-8-6 |
-1.3% |
671-0 |
High |
697-0 |
691-4 |
-5-4 |
-0.8% |
695-0 |
Low |
687-4 |
686-6 |
-0-6 |
-0.1% |
671-0 |
Close |
691-4 |
691-4 |
0-0 |
0.0% |
694-2 |
Range |
9-4 |
4-6 |
-4-6 |
-50.0% |
24-0 |
ATR |
12-7 |
12-3 |
-0-5 |
-4.5% |
0-0 |
Volume |
39,017 |
62,434 |
23,417 |
60.0% |
169,175 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
704-1 |
702-5 |
694-1 |
|
R3 |
699-3 |
697-7 |
692-6 |
|
R2 |
694-5 |
694-5 |
692-3 |
|
R1 |
693-1 |
693-1 |
691-7 |
693-7 |
PP |
689-7 |
689-7 |
689-7 |
690-2 |
S1 |
688-3 |
688-3 |
691-1 |
689-1 |
S2 |
685-1 |
685-1 |
690-5 |
|
S3 |
680-3 |
683-5 |
690-2 |
|
S4 |
675-5 |
678-7 |
688-7 |
|
|
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 |
676-0 |
21-0 |
3.0% |
10-3 |
1.5% |
74% |
False |
False |
41,079 |
10 |
697-0 |
659-0 |
38-0 |
5.5% |
9-3 |
1.4% |
86% |
False |
False |
37,261 |
20 |
697-0 |
619-4 |
77-4 |
11.2% |
11-0 |
1.6% |
93% |
False |
False |
43,211 |
40 |
697-0 |
594-2 |
102-6 |
14.9% |
9-3 |
1.4% |
95% |
False |
False |
34,099 |
60 |
697-0 |
534-6 |
162-2 |
23.5% |
9-6 |
1.4% |
97% |
False |
False |
34,164 |
80 |
697-0 |
534-6 |
162-2 |
23.5% |
9-5 |
1.4% |
97% |
False |
False |
33,813 |
100 |
697-0 |
479-0 |
218-0 |
31.5% |
10-1 |
1.5% |
97% |
False |
False |
33,333 |
120 |
697-0 |
444-4 |
252-4 |
36.5% |
9-3 |
1.4% |
98% |
False |
False |
31,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
711-6 |
2.618 |
703-7 |
1.618 |
699-1 |
1.000 |
696-2 |
0.618 |
694-3 |
HIGH |
691-4 |
0.618 |
689-5 |
0.500 |
689-1 |
0.382 |
688-5 |
LOW |
686-6 |
0.618 |
683-7 |
1.000 |
682-0 |
1.618 |
679-1 |
2.618 |
674-3 |
4.250 |
666-4 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
690-6 |
689-7 |
PP |
689-7 |
688-1 |
S1 |
689-1 |
686-4 |
|