CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
680-0 |
680-4 |
0-4 |
0.1% |
671-0 |
| High |
688-0 |
695-0 |
7-0 |
1.0% |
695-0 |
| Low |
676-4 |
676-0 |
-0-4 |
-0.1% |
671-0 |
| Close |
678-0 |
694-2 |
16-2 |
2.4% |
694-2 |
| Range |
11-4 |
19-0 |
7-4 |
65.2% |
24-0 |
| ATR |
12-6 |
13-1 |
0-4 |
3.5% |
0-0 |
| Volume |
29,486 |
33,286 |
3,800 |
12.9% |
169,175 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
745-3 |
738-7 |
704-6 |
|
| R3 |
726-3 |
719-7 |
699-4 |
|
| R2 |
707-3 |
707-3 |
697-6 |
|
| R1 |
700-7 |
700-7 |
696-0 |
704-1 |
| PP |
688-3 |
688-3 |
688-3 |
690-0 |
| S1 |
681-7 |
681-7 |
692-4 |
685-1 |
| S2 |
669-3 |
669-3 |
690-6 |
|
| S3 |
650-3 |
662-7 |
689-0 |
|
| S4 |
631-3 |
643-7 |
683-6 |
|
|
| 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 |
695-0 |
671-0 |
24-0 |
3.5% |
9-4 |
1.4% |
97% |
True |
False |
33,835 |
| 10 |
695-0 |
654-4 |
40-4 |
5.8% |
9-3 |
1.3% |
98% |
True |
False |
36,120 |
| 20 |
695-0 |
608-4 |
86-4 |
12.5% |
11-2 |
1.6% |
99% |
True |
False |
43,196 |
| 40 |
695-0 |
582-0 |
113-0 |
16.3% |
9-3 |
1.4% |
99% |
True |
False |
32,748 |
| 60 |
695-0 |
534-6 |
160-2 |
23.1% |
9-6 |
1.4% |
100% |
True |
False |
34,570 |
| 80 |
695-0 |
534-6 |
160-2 |
23.1% |
9-7 |
1.4% |
100% |
True |
False |
33,605 |
| 100 |
695-0 |
479-0 |
216-0 |
31.1% |
10-0 |
1.4% |
100% |
True |
False |
32,928 |
| 120 |
695-0 |
444-4 |
250-4 |
36.1% |
9-3 |
1.4% |
100% |
True |
False |
30,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
775-6 |
|
2.618 |
744-6 |
|
1.618 |
725-6 |
|
1.000 |
714-0 |
|
0.618 |
706-6 |
|
HIGH |
695-0 |
|
0.618 |
687-6 |
|
0.500 |
685-4 |
|
0.382 |
683-2 |
|
LOW |
676-0 |
|
0.618 |
664-2 |
|
1.000 |
657-0 |
|
1.618 |
645-2 |
|
2.618 |
626-2 |
|
4.250 |
595-2 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
691-3 |
691-3 |
| PP |
688-3 |
688-3 |
| S1 |
685-4 |
685-4 |
|