CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
614-4 |
601-0 |
-13-4 |
-2.2% |
632-4 |
| High |
617-6 |
604-0 |
-13-6 |
-2.2% |
633-6 |
| Low |
600-4 |
595-0 |
-5-4 |
-0.9% |
595-0 |
| Close |
602-0 |
595-0 |
-7-0 |
-1.2% |
595-0 |
| Range |
17-2 |
9-0 |
-8-2 |
-47.8% |
38-6 |
| ATR |
12-4 |
12-2 |
-0-2 |
-2.0% |
0-0 |
| Volume |
176,654 |
159,664 |
-16,990 |
-9.6% |
790,495 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
625-0 |
619-0 |
600-0 |
|
| R3 |
616-0 |
610-0 |
597-4 |
|
| R2 |
607-0 |
607-0 |
596-5 |
|
| R1 |
601-0 |
601-0 |
595-7 |
599-4 |
| PP |
598-0 |
598-0 |
598-0 |
597-2 |
| S1 |
592-0 |
592-0 |
594-1 |
590-4 |
| S2 |
589-0 |
589-0 |
593-3 |
|
| S3 |
580-0 |
583-0 |
592-4 |
|
| S4 |
571-0 |
574-0 |
590-0 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
724-1 |
698-3 |
616-2 |
|
| R3 |
685-3 |
659-5 |
605-5 |
|
| R2 |
646-5 |
646-5 |
602-1 |
|
| R1 |
620-7 |
620-7 |
598-4 |
614-3 |
| PP |
607-7 |
607-7 |
607-7 |
604-6 |
| S1 |
582-1 |
582-1 |
591-4 |
575-5 |
| S2 |
569-1 |
569-1 |
587-7 |
|
| S3 |
530-3 |
543-3 |
584-3 |
|
| S4 |
491-5 |
504-5 |
573-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
633-6 |
595-0 |
38-6 |
6.5% |
14-1 |
2.4% |
0% |
False |
True |
158,099 |
| 10 |
633-6 |
595-0 |
38-6 |
6.5% |
10-6 |
1.8% |
0% |
False |
True |
107,757 |
| 20 |
633-6 |
567-4 |
66-2 |
11.1% |
9-3 |
1.6% |
42% |
False |
False |
105,383 |
| 40 |
633-6 |
520-6 |
113-0 |
19.0% |
11-2 |
1.9% |
66% |
False |
False |
127,451 |
| 60 |
633-6 |
520-6 |
113-0 |
19.0% |
11-1 |
1.9% |
66% |
False |
False |
110,269 |
| 80 |
633-6 |
468-0 |
165-6 |
27.9% |
11-5 |
2.0% |
77% |
False |
False |
98,836 |
| 100 |
633-6 |
429-4 |
204-2 |
34.3% |
10-7 |
1.8% |
81% |
False |
False |
87,624 |
| 120 |
633-6 |
390-4 |
243-2 |
40.9% |
10-4 |
1.8% |
84% |
False |
False |
76,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
642-2 |
|
2.618 |
627-4 |
|
1.618 |
618-4 |
|
1.000 |
613-0 |
|
0.618 |
609-4 |
|
HIGH |
604-0 |
|
0.618 |
600-4 |
|
0.500 |
599-4 |
|
0.382 |
598-4 |
|
LOW |
595-0 |
|
0.618 |
589-4 |
|
1.000 |
586-0 |
|
1.618 |
580-4 |
|
2.618 |
571-4 |
|
4.250 |
556-6 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
599-4 |
607-2 |
| PP |
598-0 |
603-1 |
| S1 |
596-4 |
599-1 |
|