CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
663-0 |
631-0 |
-32-0 |
-4.8% |
600-4 |
| High |
663-0 |
654-2 |
-8-6 |
-1.3% |
652-0 |
| Low |
637-6 |
628-0 |
-9-6 |
-1.5% |
599-4 |
| Close |
641-2 |
654-0 |
12-6 |
2.0% |
648-6 |
| Range |
25-2 |
26-2 |
1-0 |
4.0% |
52-4 |
| ATR |
15-0 |
15-7 |
0-6 |
5.3% |
0-0 |
| Volume |
227,840 |
200,235 |
-27,605 |
-12.1% |
895,069 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
724-1 |
715-3 |
668-4 |
|
| R3 |
697-7 |
689-1 |
661-2 |
|
| R2 |
671-5 |
671-5 |
658-6 |
|
| R1 |
662-7 |
662-7 |
656-3 |
667-2 |
| PP |
645-3 |
645-3 |
645-3 |
647-5 |
| S1 |
636-5 |
636-5 |
651-5 |
641-0 |
| S2 |
619-1 |
619-1 |
649-2 |
|
| S3 |
592-7 |
610-3 |
646-6 |
|
| S4 |
566-5 |
584-1 |
639-4 |
|
|
| 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 |
5.4% |
17-5 |
2.7% |
74% |
False |
True |
193,407 |
| 10 |
663-0 |
595-0 |
68-0 |
10.4% |
15-0 |
2.3% |
87% |
False |
False |
183,076 |
| 20 |
663-0 |
595-0 |
68-0 |
10.4% |
12-1 |
1.9% |
87% |
False |
False |
137,618 |
| 40 |
663-0 |
520-6 |
142-2 |
21.8% |
11-2 |
1.7% |
94% |
False |
False |
134,588 |
| 60 |
663-0 |
520-6 |
142-2 |
21.8% |
11-6 |
1.8% |
94% |
False |
False |
126,303 |
| 80 |
663-0 |
468-0 |
195-0 |
29.8% |
12-1 |
1.8% |
95% |
False |
False |
111,734 |
| 100 |
663-0 |
452-0 |
211-0 |
32.3% |
11-4 |
1.8% |
96% |
False |
False |
100,322 |
| 120 |
663-0 |
412-6 |
250-2 |
38.3% |
11-1 |
1.7% |
96% |
False |
False |
88,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
765-6 |
|
2.618 |
723-0 |
|
1.618 |
696-6 |
|
1.000 |
680-4 |
|
0.618 |
670-4 |
|
HIGH |
654-2 |
|
0.618 |
644-2 |
|
0.500 |
641-1 |
|
0.382 |
638-0 |
|
LOW |
628-0 |
|
0.618 |
611-6 |
|
1.000 |
601-6 |
|
1.618 |
585-4 |
|
2.618 |
559-2 |
|
4.250 |
516-4 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
649-6 |
651-1 |
| PP |
645-3 |
648-3 |
| S1 |
641-1 |
645-4 |
|