CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 03-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
622-0 |
632-4 |
10-4 |
1.7% |
612-6 |
High |
630-0 |
633-6 |
3-6 |
0.6% |
630-0 |
Low |
621-0 |
620-0 |
-1-0 |
-0.2% |
612-4 |
Close |
629-0 |
620-4 |
-8-4 |
-1.4% |
629-0 |
Range |
9-0 |
13-6 |
4-6 |
52.8% |
17-4 |
ATR |
11-0 |
11-2 |
0-2 |
1.8% |
0-0 |
Volume |
68,901 |
117,858 |
48,957 |
71.1% |
287,084 |
|
Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
666-0 |
657-0 |
628-0 |
|
R3 |
652-2 |
643-2 |
624-2 |
|
R2 |
638-4 |
638-4 |
623-0 |
|
R1 |
629-4 |
629-4 |
621-6 |
627-1 |
PP |
624-6 |
624-6 |
624-6 |
623-4 |
S1 |
615-6 |
615-6 |
619-2 |
613-3 |
S2 |
611-0 |
611-0 |
618-0 |
|
S3 |
597-2 |
602-0 |
616-6 |
|
S4 |
583-4 |
588-2 |
613-0 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
676-3 |
670-1 |
638-5 |
|
R3 |
658-7 |
652-5 |
633-6 |
|
R2 |
641-3 |
641-3 |
632-2 |
|
R1 |
635-1 |
635-1 |
630-5 |
638-2 |
PP |
623-7 |
623-7 |
623-7 |
625-3 |
S1 |
617-5 |
617-5 |
627-3 |
620-6 |
S2 |
606-3 |
606-3 |
625-6 |
|
S3 |
588-7 |
600-1 |
624-2 |
|
S4 |
571-3 |
582-5 |
619-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
633-6 |
612-4 |
21-2 |
3.4% |
8-7 |
1.4% |
38% |
True |
False |
68,658 |
10 |
633-6 |
597-4 |
36-2 |
5.8% |
7-5 |
1.2% |
63% |
True |
False |
75,554 |
20 |
633-6 |
556-0 |
77-6 |
12.5% |
9-1 |
1.5% |
83% |
True |
False |
98,972 |
40 |
633-6 |
520-6 |
113-0 |
18.2% |
11-0 |
1.8% |
88% |
True |
False |
121,840 |
60 |
633-6 |
520-6 |
113-0 |
18.2% |
11-2 |
1.8% |
88% |
True |
False |
105,169 |
80 |
633-6 |
468-0 |
165-6 |
26.7% |
11-3 |
1.8% |
92% |
True |
False |
94,050 |
100 |
633-6 |
426-0 |
207-6 |
33.5% |
10-5 |
1.7% |
94% |
True |
False |
82,050 |
120 |
633-6 |
390-4 |
243-2 |
39.2% |
10-2 |
1.7% |
95% |
True |
False |
71,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
692-2 |
2.618 |
669-6 |
1.618 |
656-0 |
1.000 |
647-4 |
0.618 |
642-2 |
HIGH |
633-6 |
0.618 |
628-4 |
0.500 |
626-7 |
0.382 |
625-2 |
LOW |
620-0 |
0.618 |
611-4 |
1.000 |
606-2 |
1.618 |
597-6 |
2.618 |
584-0 |
4.250 |
561-4 |
|
|
Fisher Pivots for day following 03-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
626-7 |
623-1 |
PP |
624-6 |
622-2 |
S1 |
622-5 |
621-3 |
|