CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
639-4 |
639-4 |
0-0 |
0.0% |
600-4 |
| High |
649-0 |
652-0 |
3-0 |
0.5% |
652-0 |
| Low |
637-4 |
636-4 |
-1-0 |
-0.2% |
599-4 |
| Close |
642-4 |
648-6 |
6-2 |
1.0% |
648-6 |
| Range |
11-4 |
15-4 |
4-0 |
34.8% |
52-4 |
| ATR |
14-2 |
14-2 |
0-1 |
0.7% |
0-0 |
| Volume |
203,571 |
164,090 |
-39,481 |
-19.4% |
895,069 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692-2 |
686-0 |
657-2 |
|
| R3 |
676-6 |
670-4 |
653-0 |
|
| R2 |
661-2 |
661-2 |
651-5 |
|
| R1 |
655-0 |
655-0 |
650-1 |
658-1 |
| PP |
645-6 |
645-6 |
645-6 |
647-2 |
| S1 |
639-4 |
639-4 |
647-3 |
642-5 |
| S2 |
630-2 |
630-2 |
645-7 |
|
| S3 |
614-6 |
624-0 |
644-4 |
|
| S4 |
599-2 |
608-4 |
640-2 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790-7 |
772-3 |
677-5 |
|
| R3 |
738-3 |
719-7 |
663-2 |
|
| R2 |
685-7 |
685-7 |
658-3 |
|
| R1 |
667-3 |
667-3 |
653-4 |
676-5 |
| PP |
633-3 |
633-3 |
633-3 |
638-0 |
| S1 |
614-7 |
614-7 |
644-0 |
624-1 |
| S2 |
580-7 |
580-7 |
639-1 |
|
| S3 |
528-3 |
562-3 |
634-2 |
|
| S4 |
475-7 |
509-7 |
619-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
652-0 |
599-4 |
52-4 |
8.1% |
12-4 |
1.9% |
94% |
True |
False |
179,013 |
| 10 |
652-0 |
595-0 |
57-0 |
8.8% |
13-2 |
2.0% |
94% |
True |
False |
168,556 |
| 20 |
652-0 |
588-0 |
64-0 |
9.9% |
10-2 |
1.6% |
95% |
True |
False |
121,912 |
| 40 |
652-0 |
520-6 |
131-2 |
20.2% |
10-6 |
1.7% |
98% |
True |
False |
130,973 |
| 60 |
652-0 |
520-6 |
131-2 |
20.2% |
11-2 |
1.7% |
98% |
True |
False |
119,617 |
| 80 |
652-0 |
468-0 |
184-0 |
28.4% |
11-6 |
1.8% |
98% |
True |
False |
106,166 |
| 100 |
652-0 |
431-4 |
220-4 |
34.0% |
11-0 |
1.7% |
99% |
True |
False |
95,251 |
| 120 |
652-0 |
396-6 |
255-2 |
39.3% |
10-6 |
1.7% |
99% |
True |
False |
83,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
717-7 |
|
2.618 |
692-5 |
|
1.618 |
677-1 |
|
1.000 |
667-4 |
|
0.618 |
661-5 |
|
HIGH |
652-0 |
|
0.618 |
646-1 |
|
0.500 |
644-2 |
|
0.382 |
642-3 |
|
LOW |
636-4 |
|
0.618 |
626-7 |
|
1.000 |
621-0 |
|
1.618 |
611-3 |
|
2.618 |
595-7 |
|
4.250 |
570-5 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
647-2 |
645-7 |
| PP |
645-6 |
642-7 |
| S1 |
644-2 |
640-0 |
|