CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
685-0 |
680-0 |
-5-0 |
-0.7% |
670-0 |
| High |
687-0 |
688-0 |
1-0 |
0.1% |
675-0 |
| Low |
680-0 |
676-4 |
-3-4 |
-0.5% |
654-4 |
| Close |
684-4 |
678-0 |
-6-4 |
-0.9% |
659-6 |
| Range |
7-0 |
11-4 |
4-4 |
64.3% |
20-4 |
| ATR |
12-6 |
12-6 |
-0-1 |
-0.7% |
0-0 |
| Volume |
41,174 |
29,486 |
-11,688 |
-28.4% |
192,027 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
715-3 |
708-1 |
684-3 |
|
| R3 |
703-7 |
696-5 |
681-1 |
|
| R2 |
692-3 |
692-3 |
680-1 |
|
| R1 |
685-1 |
685-1 |
679-0 |
683-0 |
| PP |
680-7 |
680-7 |
680-7 |
679-6 |
| S1 |
673-5 |
673-5 |
677-0 |
671-4 |
| S2 |
669-3 |
669-3 |
675-7 |
|
| S3 |
657-7 |
662-1 |
674-7 |
|
| S4 |
646-3 |
650-5 |
671-5 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
724-5 |
712-5 |
671-0 |
|
| R3 |
704-1 |
692-1 |
665-3 |
|
| R2 |
683-5 |
683-5 |
663-4 |
|
| R1 |
671-5 |
671-5 |
661-5 |
667-3 |
| PP |
663-1 |
663-1 |
663-1 |
661-0 |
| S1 |
651-1 |
651-1 |
657-7 |
646-7 |
| S2 |
642-5 |
642-5 |
656-0 |
|
| S3 |
622-1 |
630-5 |
654-1 |
|
| S4 |
601-5 |
610-1 |
648-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
688-0 |
659-0 |
29-0 |
4.3% |
8-2 |
1.2% |
66% |
True |
False |
31,404 |
| 10 |
688-0 |
654-4 |
33-4 |
4.9% |
8-6 |
1.3% |
70% |
True |
False |
38,411 |
| 20 |
688-0 |
608-4 |
79-4 |
11.7% |
11-0 |
1.6% |
87% |
True |
False |
43,338 |
| 40 |
688-0 |
570-0 |
118-0 |
17.4% |
9-3 |
1.4% |
92% |
True |
False |
32,622 |
| 60 |
688-0 |
534-6 |
153-2 |
22.6% |
9-7 |
1.5% |
93% |
True |
False |
34,615 |
| 80 |
688-0 |
534-6 |
153-2 |
22.6% |
9-7 |
1.5% |
93% |
True |
False |
33,970 |
| 100 |
688-0 |
479-0 |
209-0 |
30.8% |
10-0 |
1.5% |
95% |
True |
False |
32,805 |
| 120 |
688-0 |
444-4 |
243-4 |
35.9% |
9-2 |
1.4% |
96% |
True |
False |
30,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
736-7 |
|
2.618 |
718-1 |
|
1.618 |
706-5 |
|
1.000 |
699-4 |
|
0.618 |
695-1 |
|
HIGH |
688-0 |
|
0.618 |
683-5 |
|
0.500 |
682-2 |
|
0.382 |
680-7 |
|
LOW |
676-4 |
|
0.618 |
669-3 |
|
1.000 |
665-0 |
|
1.618 |
657-7 |
|
2.618 |
646-3 |
|
4.250 |
627-5 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
682-2 |
681-4 |
| PP |
680-7 |
680-3 |
| S1 |
679-3 |
679-1 |
|