CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
602-0 |
614-4 |
12-4 |
2.1% |
612-6 |
High |
619-4 |
617-6 |
-1-6 |
-0.3% |
630-0 |
Low |
602-0 |
600-4 |
-1-4 |
-0.2% |
612-4 |
Close |
619-2 |
602-0 |
-17-2 |
-2.8% |
629-0 |
Range |
17-4 |
17-2 |
-0-2 |
-1.4% |
17-4 |
ATR |
12-0 |
12-4 |
0-4 |
4.0% |
0-0 |
Volume |
168,352 |
176,654 |
8,302 |
4.9% |
287,084 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
658-4 |
647-4 |
611-4 |
|
R3 |
641-2 |
630-2 |
606-6 |
|
R2 |
624-0 |
624-0 |
605-1 |
|
R1 |
613-0 |
613-0 |
603-5 |
609-7 |
PP |
606-6 |
606-6 |
606-6 |
605-2 |
S1 |
595-6 |
595-6 |
600-3 |
592-5 |
S2 |
589-4 |
589-4 |
598-7 |
|
S3 |
572-2 |
578-4 |
597-2 |
|
S4 |
555-0 |
561-2 |
592-4 |
|
|
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 |
600-4 |
33-2 |
5.5% |
14-1 |
2.3% |
5% |
False |
True |
139,946 |
10 |
633-6 |
600-4 |
33-2 |
5.5% |
10-5 |
1.8% |
5% |
False |
True |
99,848 |
20 |
633-6 |
567-4 |
66-2 |
11.0% |
9-2 |
1.5% |
52% |
False |
False |
103,835 |
40 |
633-6 |
520-6 |
113-0 |
18.8% |
11-1 |
1.9% |
72% |
False |
False |
128,294 |
60 |
633-6 |
520-6 |
113-0 |
18.8% |
11-2 |
1.9% |
72% |
False |
False |
109,392 |
80 |
633-6 |
468-0 |
165-6 |
27.5% |
11-5 |
1.9% |
81% |
False |
False |
97,709 |
100 |
633-6 |
429-4 |
204-2 |
33.9% |
10-7 |
1.8% |
84% |
False |
False |
86,273 |
120 |
633-6 |
390-4 |
243-2 |
40.4% |
10-4 |
1.7% |
87% |
False |
False |
75,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
691-0 |
2.618 |
662-7 |
1.618 |
645-5 |
1.000 |
635-0 |
0.618 |
628-3 |
HIGH |
617-6 |
0.618 |
611-1 |
0.500 |
609-1 |
0.382 |
607-1 |
LOW |
600-4 |
0.618 |
589-7 |
1.000 |
583-2 |
1.618 |
572-5 |
2.618 |
555-3 |
4.250 |
527-2 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
609-1 |
610-0 |
PP |
606-6 |
607-3 |
S1 |
604-3 |
604-5 |
|