CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
687-6 |
711-4 |
23-6 |
3.5% |
671-0 |
| High |
691-4 |
715-0 |
23-4 |
3.4% |
695-0 |
| Low |
686-6 |
703-4 |
16-6 |
2.4% |
671-0 |
| Close |
691-4 |
713-4 |
22-0 |
3.2% |
694-2 |
| Range |
4-6 |
11-4 |
6-6 |
142.1% |
24-0 |
| ATR |
12-3 |
13-1 |
0-6 |
6.5% |
0-0 |
| Volume |
62,434 |
48,231 |
-14,203 |
-22.7% |
169,175 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
745-1 |
740-7 |
719-7 |
|
| R3 |
733-5 |
729-3 |
716-5 |
|
| R2 |
722-1 |
722-1 |
715-5 |
|
| R1 |
717-7 |
717-7 |
714-4 |
720-0 |
| PP |
710-5 |
710-5 |
710-5 |
711-6 |
| S1 |
706-3 |
706-3 |
712-4 |
708-4 |
| S2 |
699-1 |
699-1 |
711-3 |
|
| S3 |
687-5 |
694-7 |
710-3 |
|
| S4 |
676-1 |
683-3 |
707-1 |
|
|
| 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 |
715-0 |
676-0 |
39-0 |
5.5% |
11-2 |
1.6% |
96% |
True |
False |
42,490 |
| 10 |
715-0 |
659-0 |
56-0 |
7.8% |
9-3 |
1.3% |
97% |
True |
False |
38,296 |
| 20 |
715-0 |
640-0 |
75-0 |
10.5% |
11-2 |
1.6% |
98% |
True |
False |
43,774 |
| 40 |
715-0 |
594-2 |
120-6 |
16.9% |
9-4 |
1.3% |
99% |
True |
False |
34,708 |
| 60 |
715-0 |
534-6 |
180-2 |
25.3% |
9-5 |
1.3% |
99% |
True |
False |
34,200 |
| 80 |
715-0 |
534-6 |
180-2 |
25.3% |
9-6 |
1.4% |
99% |
True |
False |
34,111 |
| 100 |
715-0 |
479-0 |
236-0 |
33.1% |
10-1 |
1.4% |
99% |
True |
False |
33,558 |
| 120 |
715-0 |
444-4 |
270-4 |
37.9% |
9-3 |
1.3% |
99% |
True |
False |
31,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
763-7 |
|
2.618 |
745-1 |
|
1.618 |
733-5 |
|
1.000 |
726-4 |
|
0.618 |
722-1 |
|
HIGH |
715-0 |
|
0.618 |
710-5 |
|
0.500 |
709-2 |
|
0.382 |
707-7 |
|
LOW |
703-4 |
|
0.618 |
696-3 |
|
1.000 |
692-0 |
|
1.618 |
684-7 |
|
2.618 |
673-3 |
|
4.250 |
654-5 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
712-1 |
709-2 |
| PP |
710-5 |
705-1 |
| S1 |
709-2 |
700-7 |
|