CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
657-0 |
646-0 |
-11-0 |
-1.7% |
654-4 |
| High |
658-2 |
646-4 |
-11-6 |
-1.8% |
667-0 |
| Low |
650-4 |
639-4 |
-11-0 |
-1.7% |
628-0 |
| Close |
655-2 |
644-0 |
-11-2 |
-1.7% |
657-2 |
| Range |
7-6 |
7-0 |
-0-6 |
-9.7% |
39-0 |
| ATR |
15-1 |
15-1 |
0-0 |
0.3% |
0-0 |
| Volume |
130,356 |
170,231 |
39,875 |
30.6% |
787,070 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664-3 |
661-1 |
647-7 |
|
| R3 |
657-3 |
654-1 |
645-7 |
|
| R2 |
650-3 |
650-3 |
645-2 |
|
| R1 |
647-1 |
647-1 |
644-5 |
645-2 |
| PP |
643-3 |
643-3 |
643-3 |
642-3 |
| S1 |
640-1 |
640-1 |
643-3 |
638-2 |
| S2 |
636-3 |
636-3 |
642-6 |
|
| S3 |
629-3 |
633-1 |
642-1 |
|
| S4 |
622-3 |
626-1 |
640-1 |
|
|
| 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 |
6.1% |
16-0 |
2.5% |
41% |
False |
False |
183,271 |
| 10 |
667-0 |
603-4 |
63-4 |
9.9% |
13-6 |
2.1% |
64% |
False |
False |
181,765 |
| 20 |
667-0 |
595-0 |
72-0 |
11.2% |
12-5 |
2.0% |
68% |
False |
False |
149,932 |
| 40 |
667-0 |
543-4 |
123-4 |
19.2% |
11-1 |
1.7% |
81% |
False |
False |
135,401 |
| 60 |
667-0 |
520-6 |
146-2 |
22.7% |
11-5 |
1.8% |
84% |
False |
False |
131,605 |
| 80 |
667-0 |
468-0 |
199-0 |
30.9% |
11-7 |
1.8% |
88% |
False |
False |
116,179 |
| 100 |
667-0 |
456-6 |
210-2 |
32.6% |
11-5 |
1.8% |
89% |
False |
False |
104,273 |
| 120 |
667-0 |
420-0 |
247-0 |
38.4% |
11-1 |
1.7% |
91% |
False |
False |
91,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
676-2 |
|
2.618 |
664-7 |
|
1.618 |
657-7 |
|
1.000 |
653-4 |
|
0.618 |
650-7 |
|
HIGH |
646-4 |
|
0.618 |
643-7 |
|
0.500 |
643-0 |
|
0.382 |
642-1 |
|
LOW |
639-4 |
|
0.618 |
635-1 |
|
1.000 |
632-4 |
|
1.618 |
628-1 |
|
2.618 |
621-1 |
|
4.250 |
609-6 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
643-5 |
653-2 |
| PP |
643-3 |
650-1 |
| S1 |
643-0 |
647-1 |
|