CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
713-4 |
712-4 |
-1-0 |
-0.1% |
696-4 |
| High |
718-2 |
721-4 |
3-2 |
0.5% |
721-4 |
| Low |
712-0 |
712-2 |
0-2 |
0.0% |
686-6 |
| Close |
713-6 |
722-0 |
8-2 |
1.2% |
722-0 |
| Range |
6-2 |
9-2 |
3-0 |
48.0% |
34-6 |
| ATR |
12-5 |
12-3 |
-0-2 |
-1.9% |
0-0 |
| Volume |
89,770 |
86,570 |
-3,200 |
-3.6% |
326,022 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
746-3 |
743-3 |
727-1 |
|
| R3 |
737-1 |
734-1 |
724-4 |
|
| R2 |
727-7 |
727-7 |
723-6 |
|
| R1 |
724-7 |
724-7 |
722-7 |
726-3 |
| PP |
718-5 |
718-5 |
718-5 |
719-2 |
| S1 |
715-5 |
715-5 |
721-1 |
717-1 |
| S2 |
709-3 |
709-3 |
720-2 |
|
| S3 |
700-1 |
706-3 |
719-4 |
|
| S4 |
690-7 |
697-1 |
716-7 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814-3 |
802-7 |
741-1 |
|
| R3 |
779-5 |
768-1 |
731-4 |
|
| R2 |
744-7 |
744-7 |
728-3 |
|
| R1 |
733-3 |
733-3 |
725-1 |
739-1 |
| PP |
710-1 |
710-1 |
710-1 |
713-0 |
| S1 |
698-5 |
698-5 |
718-7 |
704-3 |
| S2 |
675-3 |
675-3 |
715-5 |
|
| S3 |
640-5 |
663-7 |
712-4 |
|
| S4 |
605-7 |
629-1 |
702-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
721-4 |
686-6 |
34-6 |
4.8% |
8-2 |
1.1% |
101% |
True |
False |
65,204 |
| 10 |
721-4 |
671-0 |
50-4 |
7.0% |
8-7 |
1.2% |
101% |
True |
False |
49,519 |
| 20 |
721-4 |
642-0 |
79-4 |
11.0% |
11-0 |
1.5% |
101% |
True |
False |
47,184 |
| 40 |
721-4 |
595-0 |
126-4 |
17.5% |
9-5 |
1.3% |
100% |
True |
False |
38,018 |
| 60 |
721-4 |
534-6 |
186-6 |
25.9% |
9-2 |
1.3% |
100% |
True |
False |
35,774 |
| 80 |
721-4 |
534-6 |
186-6 |
25.9% |
9-6 |
1.4% |
100% |
True |
False |
35,819 |
| 100 |
721-4 |
479-0 |
242-4 |
33.6% |
10-0 |
1.4% |
100% |
True |
False |
34,718 |
| 120 |
721-4 |
444-4 |
277-0 |
38.4% |
9-3 |
1.3% |
100% |
True |
False |
32,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
760-6 |
|
2.618 |
745-6 |
|
1.618 |
736-4 |
|
1.000 |
730-6 |
|
0.618 |
727-2 |
|
HIGH |
721-4 |
|
0.618 |
718-0 |
|
0.500 |
716-7 |
|
0.382 |
715-6 |
|
LOW |
712-2 |
|
0.618 |
706-4 |
|
1.000 |
703-0 |
|
1.618 |
697-2 |
|
2.618 |
688-0 |
|
4.250 |
673-0 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
720-2 |
718-7 |
| PP |
718-5 |
715-5 |
| S1 |
716-7 |
712-4 |
|