CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
654-4 |
657-0 |
2-4 |
0.4% |
654-4 |
High |
667-0 |
658-2 |
-8-6 |
-1.3% |
667-0 |
Low |
653-4 |
650-4 |
-3-0 |
-0.5% |
628-0 |
Close |
657-2 |
655-2 |
-2-0 |
-0.3% |
657-2 |
Range |
13-4 |
7-6 |
-5-6 |
-42.6% |
39-0 |
ATR |
15-5 |
15-1 |
-0-5 |
-3.6% |
0-0 |
Volume |
187,696 |
130,356 |
-57,340 |
-30.5% |
787,070 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
677-7 |
674-3 |
659-4 |
|
R3 |
670-1 |
666-5 |
657-3 |
|
R2 |
662-3 |
662-3 |
656-5 |
|
R1 |
658-7 |
658-7 |
656-0 |
656-6 |
PP |
654-5 |
654-5 |
654-5 |
653-5 |
S1 |
651-1 |
651-1 |
654-4 |
649-0 |
S2 |
646-7 |
646-7 |
653-7 |
|
S3 |
639-1 |
643-3 |
653-1 |
|
S4 |
631-3 |
635-5 |
651-0 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
767-6 |
751-4 |
678-6 |
|
R3 |
728-6 |
712-4 |
668-0 |
|
R2 |
689-6 |
689-6 |
664-3 |
|
R1 |
673-4 |
673-4 |
660-7 |
681-5 |
PP |
650-6 |
650-6 |
650-6 |
654-6 |
S1 |
634-4 |
634-4 |
653-5 |
642-5 |
S2 |
611-6 |
611-6 |
650-1 |
|
S3 |
572-6 |
595-4 |
646-4 |
|
S4 |
533-6 |
556-4 |
635-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
667-0 |
628-0 |
39-0 |
6.0% |
16-4 |
2.5% |
70% |
False |
False |
183,485 |
10 |
667-0 |
599-4 |
67-4 |
10.3% |
14-4 |
2.2% |
83% |
False |
False |
181,249 |
20 |
667-0 |
595-0 |
72-0 |
11.0% |
12-5 |
1.9% |
84% |
False |
False |
144,503 |
40 |
667-0 |
543-4 |
123-4 |
18.8% |
11-0 |
1.7% |
90% |
False |
False |
134,467 |
60 |
667-0 |
520-6 |
146-2 |
22.3% |
11-5 |
1.8% |
92% |
False |
False |
129,600 |
80 |
667-0 |
468-0 |
199-0 |
30.4% |
12-0 |
1.8% |
94% |
False |
False |
114,642 |
100 |
667-0 |
455-2 |
211-6 |
32.3% |
11-5 |
1.8% |
94% |
False |
False |
102,919 |
120 |
667-0 |
420-0 |
247-0 |
37.7% |
11-1 |
1.7% |
95% |
False |
False |
90,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
691-2 |
2.618 |
678-4 |
1.618 |
670-6 |
1.000 |
666-0 |
0.618 |
663-0 |
HIGH |
658-2 |
0.618 |
655-2 |
0.500 |
654-3 |
0.382 |
653-4 |
LOW |
650-4 |
0.618 |
645-6 |
1.000 |
642-6 |
1.618 |
638-0 |
2.618 |
630-2 |
4.250 |
617-4 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
655-0 |
652-5 |
PP |
654-5 |
650-1 |
S1 |
654-3 |
647-4 |
|