CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
711-4 |
713-4 |
2-0 |
0.3% |
671-0 |
High |
715-0 |
718-2 |
3-2 |
0.5% |
695-0 |
Low |
703-4 |
712-0 |
8-4 |
1.2% |
671-0 |
Close |
713-4 |
713-6 |
0-2 |
0.0% |
694-2 |
Range |
11-4 |
6-2 |
-5-2 |
-45.7% |
24-0 |
ATR |
13-1 |
12-5 |
-0-4 |
-3.7% |
0-0 |
Volume |
48,231 |
89,770 |
41,539 |
86.1% |
169,175 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
733-3 |
729-7 |
717-2 |
|
R3 |
727-1 |
723-5 |
715-4 |
|
R2 |
720-7 |
720-7 |
714-7 |
|
R1 |
717-3 |
717-3 |
714-3 |
719-1 |
PP |
714-5 |
714-5 |
714-5 |
715-4 |
S1 |
711-1 |
711-1 |
713-1 |
712-7 |
S2 |
708-3 |
708-3 |
712-5 |
|
S3 |
702-1 |
704-7 |
712-0 |
|
S4 |
695-7 |
698-5 |
710-2 |
|
|
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 |
718-2 |
676-0 |
42-2 |
5.9% |
10-2 |
1.4% |
89% |
True |
False |
54,547 |
10 |
718-2 |
659-0 |
59-2 |
8.3% |
9-2 |
1.3% |
92% |
True |
False |
42,976 |
20 |
718-2 |
642-0 |
76-2 |
10.7% |
11-0 |
1.5% |
94% |
True |
False |
46,585 |
40 |
718-2 |
594-2 |
124-0 |
17.4% |
9-5 |
1.3% |
96% |
True |
False |
36,335 |
60 |
718-2 |
534-6 |
183-4 |
25.7% |
9-3 |
1.3% |
98% |
True |
False |
34,968 |
80 |
718-2 |
534-6 |
183-4 |
25.7% |
9-6 |
1.4% |
98% |
True |
False |
34,923 |
100 |
718-2 |
479-0 |
239-2 |
33.5% |
10-0 |
1.4% |
98% |
True |
False |
34,099 |
120 |
718-2 |
444-4 |
273-6 |
38.4% |
9-3 |
1.3% |
98% |
True |
False |
32,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
744-6 |
2.618 |
734-5 |
1.618 |
728-3 |
1.000 |
724-4 |
0.618 |
722-1 |
HIGH |
718-2 |
0.618 |
715-7 |
0.500 |
715-1 |
0.382 |
714-3 |
LOW |
712-0 |
0.618 |
708-1 |
1.000 |
705-6 |
1.618 |
701-7 |
2.618 |
695-5 |
4.250 |
685-4 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
715-1 |
710-0 |
PP |
714-5 |
706-2 |
S1 |
714-2 |
702-4 |
|