CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
601-0 |
600-4 |
-0-4 |
-0.1% |
632-4 |
High |
604-0 |
613-6 |
9-6 |
1.6% |
633-6 |
Low |
595-0 |
599-4 |
4-4 |
0.8% |
595-0 |
Close |
595-0 |
607-0 |
12-0 |
2.0% |
595-0 |
Range |
9-0 |
14-2 |
5-2 |
58.3% |
38-6 |
ATR |
12-2 |
12-6 |
0-4 |
3.8% |
0-0 |
Volume |
159,664 |
165,068 |
5,404 |
3.4% |
790,495 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
649-4 |
642-4 |
614-7 |
|
R3 |
635-2 |
628-2 |
610-7 |
|
R2 |
621-0 |
621-0 |
609-5 |
|
R1 |
614-0 |
614-0 |
608-2 |
617-4 |
PP |
606-6 |
606-6 |
606-6 |
608-4 |
S1 |
599-6 |
599-6 |
605-6 |
603-2 |
S2 |
592-4 |
592-4 |
604-3 |
|
S3 |
578-2 |
585-4 |
603-1 |
|
S4 |
564-0 |
571-2 |
599-1 |
|
|
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 |
619-4 |
595-0 |
24-4 |
4.0% |
14-2 |
2.3% |
49% |
False |
False |
167,541 |
10 |
633-6 |
595-0 |
38-6 |
6.4% |
11-4 |
1.9% |
31% |
False |
False |
118,099 |
20 |
633-6 |
579-4 |
54-2 |
8.9% |
9-5 |
1.6% |
51% |
False |
False |
107,776 |
40 |
633-6 |
520-6 |
113-0 |
18.6% |
11-2 |
1.9% |
76% |
False |
False |
128,048 |
60 |
633-6 |
520-6 |
113-0 |
18.6% |
11-2 |
1.8% |
76% |
False |
False |
111,639 |
80 |
633-6 |
468-0 |
165-6 |
27.3% |
11-6 |
1.9% |
84% |
False |
False |
100,335 |
100 |
633-6 |
429-4 |
204-2 |
33.6% |
10-7 |
1.8% |
87% |
False |
False |
88,965 |
120 |
633-6 |
390-4 |
243-2 |
40.1% |
10-5 |
1.7% |
89% |
False |
False |
77,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
674-2 |
2.618 |
651-0 |
1.618 |
636-6 |
1.000 |
628-0 |
0.618 |
622-4 |
HIGH |
613-6 |
0.618 |
608-2 |
0.500 |
606-5 |
0.382 |
605-0 |
LOW |
599-4 |
0.618 |
590-6 |
1.000 |
585-2 |
1.618 |
576-4 |
2.618 |
562-2 |
4.250 |
539-0 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
606-7 |
606-6 |
PP |
606-6 |
606-5 |
S1 |
606-5 |
606-3 |
|