CME Pit-Traded Corn Future March 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 |
680-2 |
671-4 |
-8-6 |
-1.3% |
651-0 |
| High |
681-2 |
675-0 |
-6-2 |
-0.9% |
678-6 |
| Low |
669-6 |
668-6 |
-1-0 |
-0.1% |
650-0 |
| Close |
674-6 |
673-6 |
-1-0 |
-0.1% |
678-4 |
| Range |
11-4 |
6-2 |
-5-2 |
-45.7% |
28-6 |
| ATR |
14-2 |
13-5 |
-0-5 |
-4.0% |
0-0 |
| Volume |
181,670 |
152,210 |
-29,460 |
-16.2% |
724,078 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
691-2 |
688-6 |
677-2 |
|
| R3 |
685-0 |
682-4 |
675-4 |
|
| R2 |
678-6 |
678-6 |
674-7 |
|
| R1 |
676-2 |
676-2 |
674-3 |
677-4 |
| PP |
672-4 |
672-4 |
672-4 |
673-1 |
| S1 |
670-0 |
670-0 |
673-1 |
671-2 |
| S2 |
666-2 |
666-2 |
672-5 |
|
| S3 |
660-0 |
663-6 |
672-0 |
|
| S4 |
653-6 |
657-4 |
670-2 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
755-3 |
745-5 |
694-2 |
|
| R3 |
726-5 |
716-7 |
686-3 |
|
| R2 |
697-7 |
697-7 |
683-6 |
|
| R1 |
688-1 |
688-1 |
681-1 |
693-0 |
| PP |
669-1 |
669-1 |
669-1 |
671-4 |
| S1 |
659-3 |
659-3 |
675-7 |
664-2 |
| S2 |
640-3 |
640-3 |
673-2 |
|
| S3 |
611-5 |
630-5 |
670-5 |
|
| S4 |
582-7 |
601-7 |
662-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
681-2 |
659-0 |
22-2 |
3.3% |
12-0 |
1.8% |
66% |
False |
False |
156,959 |
| 10 |
681-2 |
642-4 |
38-6 |
5.8% |
11-3 |
1.7% |
81% |
False |
False |
148,898 |
| 20 |
681-2 |
603-4 |
77-6 |
11.5% |
12-4 |
1.9% |
90% |
False |
False |
165,332 |
| 40 |
681-2 |
579-4 |
101-6 |
15.1% |
11-1 |
1.6% |
93% |
False |
False |
136,554 |
| 60 |
681-2 |
520-6 |
160-4 |
23.8% |
11-6 |
1.7% |
95% |
False |
False |
140,476 |
| 80 |
681-2 |
520-6 |
160-4 |
23.8% |
11-4 |
1.7% |
95% |
False |
False |
125,062 |
| 100 |
681-2 |
468-0 |
213-2 |
31.7% |
11-7 |
1.8% |
96% |
False |
False |
113,334 |
| 120 |
681-2 |
429-4 |
251-6 |
37.4% |
11-2 |
1.7% |
97% |
False |
False |
101,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
701-4 |
|
2.618 |
691-3 |
|
1.618 |
685-1 |
|
1.000 |
681-2 |
|
0.618 |
678-7 |
|
HIGH |
675-0 |
|
0.618 |
672-5 |
|
0.500 |
671-7 |
|
0.382 |
671-1 |
|
LOW |
668-6 |
|
0.618 |
664-7 |
|
1.000 |
662-4 |
|
1.618 |
658-5 |
|
2.618 |
652-3 |
|
4.250 |
642-2 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
673-1 |
672-5 |
| PP |
672-4 |
671-4 |
| S1 |
671-7 |
670-3 |
|