CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
654-4 |
663-0 |
8-4 |
1.3% |
600-4 |
High |
662-2 |
663-0 |
0-6 |
0.1% |
652-0 |
Low |
652-4 |
637-6 |
-14-6 |
-2.3% |
599-4 |
Close |
659-4 |
641-2 |
-18-2 |
-2.8% |
648-6 |
Range |
9-6 |
25-2 |
15-4 |
159.0% |
52-4 |
ATR |
14-2 |
15-0 |
0-6 |
5.5% |
0-0 |
Volume |
171,299 |
227,840 |
56,541 |
33.0% |
895,069 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
723-1 |
707-3 |
655-1 |
|
R3 |
697-7 |
682-1 |
648-2 |
|
R2 |
672-5 |
672-5 |
645-7 |
|
R1 |
656-7 |
656-7 |
643-5 |
652-1 |
PP |
647-3 |
647-3 |
647-3 |
645-0 |
S1 |
631-5 |
631-5 |
638-7 |
626-7 |
S2 |
622-1 |
622-1 |
636-5 |
|
S3 |
596-7 |
606-3 |
634-2 |
|
S4 |
571-5 |
581-1 |
627-3 |
|
|
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 |
663-0 |
628-0 |
35-0 |
5.5% |
14-2 |
2.2% |
38% |
True |
False |
196,632 |
10 |
663-0 |
595-0 |
68-0 |
10.6% |
14-1 |
2.2% |
68% |
True |
False |
179,887 |
20 |
663-0 |
595-0 |
68-0 |
10.6% |
11-1 |
1.7% |
68% |
True |
False |
131,433 |
40 |
663-0 |
520-6 |
142-2 |
22.2% |
10-7 |
1.7% |
85% |
True |
False |
133,261 |
60 |
663-0 |
520-6 |
142-2 |
22.2% |
11-4 |
1.8% |
85% |
True |
False |
123,805 |
80 |
663-0 |
468-0 |
195-0 |
30.4% |
11-7 |
1.9% |
89% |
True |
False |
109,907 |
100 |
663-0 |
448-4 |
214-4 |
33.5% |
11-2 |
1.8% |
90% |
True |
False |
98,567 |
120 |
663-0 |
409-4 |
253-4 |
39.5% |
10-7 |
1.7% |
91% |
True |
False |
86,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
770-2 |
2.618 |
729-1 |
1.618 |
703-7 |
1.000 |
688-2 |
0.618 |
678-5 |
HIGH |
663-0 |
0.618 |
653-3 |
0.500 |
650-3 |
0.382 |
647-3 |
LOW |
637-6 |
0.618 |
622-1 |
1.000 |
612-4 |
1.618 |
596-7 |
2.618 |
571-5 |
4.250 |
530-4 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
650-3 |
649-6 |
PP |
647-3 |
646-7 |
S1 |
644-2 |
644-1 |
|