CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
600-4 |
612-4 |
12-0 |
2.0% |
632-4 |
High |
613-6 |
615-4 |
1-6 |
0.3% |
633-6 |
Low |
599-4 |
603-4 |
4-0 |
0.7% |
595-0 |
Close |
607-0 |
607-0 |
0-0 |
0.0% |
595-0 |
Range |
14-2 |
12-0 |
-2-2 |
-15.8% |
38-6 |
ATR |
12-6 |
12-5 |
0-0 |
-0.4% |
0-0 |
Volume |
165,068 |
145,978 |
-19,090 |
-11.6% |
790,495 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
644-5 |
637-7 |
613-5 |
|
R3 |
632-5 |
625-7 |
610-2 |
|
R2 |
620-5 |
620-5 |
609-2 |
|
R1 |
613-7 |
613-7 |
608-1 |
611-2 |
PP |
608-5 |
608-5 |
608-5 |
607-3 |
S1 |
601-7 |
601-7 |
605-7 |
599-2 |
S2 |
596-5 |
596-5 |
604-6 |
|
S3 |
584-5 |
589-7 |
603-6 |
|
S4 |
572-5 |
577-7 |
600-3 |
|
|
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% |
14-0 |
2.3% |
49% |
False |
False |
163,143 |
10 |
633-6 |
595-0 |
38-6 |
6.4% |
12-2 |
2.0% |
31% |
False |
False |
125,433 |
20 |
633-6 |
580-4 |
53-2 |
8.8% |
9-6 |
1.6% |
50% |
False |
False |
108,543 |
40 |
633-6 |
520-6 |
113-0 |
18.6% |
11-1 |
1.8% |
76% |
False |
False |
128,076 |
60 |
633-6 |
520-6 |
113-0 |
18.6% |
11-2 |
1.9% |
76% |
False |
False |
112,949 |
80 |
633-6 |
468-0 |
165-6 |
27.3% |
11-6 |
1.9% |
84% |
False |
False |
101,487 |
100 |
633-6 |
429-4 |
204-2 |
33.6% |
10-7 |
1.8% |
87% |
False |
False |
90,206 |
120 |
633-6 |
390-4 |
243-2 |
40.1% |
10-5 |
1.8% |
89% |
False |
False |
79,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
666-4 |
2.618 |
646-7 |
1.618 |
634-7 |
1.000 |
627-4 |
0.618 |
622-7 |
HIGH |
615-4 |
0.618 |
610-7 |
0.500 |
609-4 |
0.382 |
608-1 |
LOW |
603-4 |
0.618 |
596-1 |
1.000 |
591-4 |
1.618 |
584-1 |
2.618 |
572-1 |
4.250 |
552-4 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
609-4 |
606-3 |
PP |
608-5 |
605-7 |
S1 |
607-7 |
605-2 |
|