CME Pit-Traded Corn Future March 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 |
695-0 |
698-0 |
3-0 |
0.4% |
651-0 |
| High |
700-4 |
704-4 |
4-0 |
0.6% |
678-6 |
| Low |
687-0 |
696-0 |
9-0 |
1.3% |
650-0 |
| Close |
698-0 |
698-4 |
0-4 |
0.1% |
678-4 |
| Range |
13-4 |
8-4 |
-5-0 |
-37.0% |
28-6 |
| ATR |
14-5 |
14-1 |
-0-3 |
-3.0% |
0-0 |
| Volume |
231,287 |
215,190 |
-16,097 |
-7.0% |
724,078 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
725-1 |
720-3 |
703-1 |
|
| R3 |
716-5 |
711-7 |
700-7 |
|
| R2 |
708-1 |
708-1 |
700-0 |
|
| R1 |
703-3 |
703-3 |
699-2 |
705-6 |
| PP |
699-5 |
699-5 |
699-5 |
700-7 |
| S1 |
694-7 |
694-7 |
697-6 |
697-2 |
| S2 |
691-1 |
691-1 |
697-0 |
|
| S3 |
682-5 |
686-3 |
696-1 |
|
| S4 |
674-1 |
677-7 |
693-7 |
|
|
| 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 |
704-4 |
659-4 |
45-0 |
6.4% |
11-6 |
1.7% |
87% |
True |
False |
186,394 |
| 10 |
704-4 |
642-4 |
62-0 |
8.9% |
11-2 |
1.6% |
90% |
True |
False |
165,500 |
| 20 |
704-4 |
628-0 |
76-4 |
11.0% |
12-5 |
1.8% |
92% |
True |
False |
169,539 |
| 40 |
704-4 |
580-4 |
124-0 |
17.8% |
11-2 |
1.6% |
95% |
True |
False |
141,853 |
| 60 |
704-4 |
520-6 |
183-6 |
26.3% |
11-3 |
1.6% |
97% |
True |
False |
142,844 |
| 80 |
704-4 |
520-6 |
183-6 |
26.3% |
11-5 |
1.7% |
97% |
True |
False |
129,080 |
| 100 |
704-4 |
468-0 |
236-4 |
33.9% |
11-7 |
1.7% |
97% |
True |
False |
116,416 |
| 120 |
704-4 |
429-4 |
275-0 |
39.4% |
11-2 |
1.6% |
98% |
True |
False |
104,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
740-5 |
|
2.618 |
726-6 |
|
1.618 |
718-2 |
|
1.000 |
713-0 |
|
0.618 |
709-6 |
|
HIGH |
704-4 |
|
0.618 |
701-2 |
|
0.500 |
700-2 |
|
0.382 |
699-2 |
|
LOW |
696-0 |
|
0.618 |
690-6 |
|
1.000 |
687-4 |
|
1.618 |
682-2 |
|
2.618 |
673-6 |
|
4.250 |
659-7 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
700-2 |
694-4 |
| PP |
699-5 |
690-5 |
| S1 |
699-1 |
686-5 |
|