CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
639-4 |
654-4 |
15-0 |
2.3% |
600-4 |
High |
652-0 |
662-2 |
10-2 |
1.6% |
652-0 |
Low |
636-4 |
652-4 |
16-0 |
2.5% |
599-4 |
Close |
648-6 |
659-4 |
10-6 |
1.7% |
648-6 |
Range |
15-4 |
9-6 |
-5-6 |
-37.1% |
52-4 |
ATR |
14-2 |
14-2 |
0-0 |
-0.4% |
0-0 |
Volume |
164,090 |
171,299 |
7,209 |
4.4% |
895,069 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
687-3 |
683-1 |
664-7 |
|
R3 |
677-5 |
673-3 |
662-1 |
|
R2 |
667-7 |
667-7 |
661-2 |
|
R1 |
663-5 |
663-5 |
660-3 |
665-6 |
PP |
658-1 |
658-1 |
658-1 |
659-1 |
S1 |
653-7 |
653-7 |
658-5 |
656-0 |
S2 |
648-3 |
648-3 |
657-6 |
|
S3 |
638-5 |
644-1 |
656-7 |
|
S4 |
628-7 |
634-3 |
654-1 |
|
|
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 |
662-2 |
603-4 |
58-6 |
8.9% |
11-4 |
1.8% |
95% |
True |
False |
180,260 |
10 |
662-2 |
595-0 |
67-2 |
10.2% |
12-7 |
2.0% |
96% |
True |
False |
173,900 |
20 |
662-2 |
595-0 |
67-2 |
10.2% |
10-2 |
1.6% |
96% |
True |
False |
124,727 |
40 |
662-2 |
520-6 |
141-4 |
21.5% |
10-6 |
1.6% |
98% |
True |
False |
130,575 |
60 |
662-2 |
520-6 |
141-4 |
21.5% |
11-2 |
1.7% |
98% |
True |
False |
121,183 |
80 |
662-2 |
468-0 |
194-2 |
29.5% |
11-6 |
1.8% |
99% |
True |
False |
107,598 |
100 |
662-2 |
439-0 |
223-2 |
33.9% |
11-1 |
1.7% |
99% |
True |
False |
96,679 |
120 |
662-2 |
402-6 |
259-4 |
39.3% |
10-6 |
1.6% |
99% |
True |
False |
84,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
703-6 |
2.618 |
687-6 |
1.618 |
678-0 |
1.000 |
672-0 |
0.618 |
668-2 |
HIGH |
662-2 |
0.618 |
658-4 |
0.500 |
657-3 |
0.382 |
656-2 |
LOW |
652-4 |
0.618 |
646-4 |
1.000 |
642-6 |
1.618 |
636-6 |
2.618 |
627-0 |
4.250 |
611-0 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
658-6 |
656-1 |
PP |
658-1 |
652-6 |
S1 |
657-3 |
649-3 |
|