CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
654-0 |
651-0 |
-3-0 |
-0.5% |
657-0 |
High |
657-4 |
659-4 |
2-0 |
0.3% |
662-0 |
Low |
642-4 |
650-0 |
7-4 |
1.2% |
639-4 |
Close |
644-0 |
659-4 |
15-4 |
2.4% |
644-0 |
Range |
15-0 |
9-4 |
-5-4 |
-36.7% |
22-4 |
ATR |
15-0 |
15-0 |
0-0 |
0.3% |
0-0 |
Volume |
150,574 |
140,268 |
-10,306 |
-6.8% |
731,618 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684-7 |
681-5 |
664-6 |
|
R3 |
675-3 |
672-1 |
662-1 |
|
R2 |
665-7 |
665-7 |
661-2 |
|
R1 |
662-5 |
662-5 |
660-3 |
664-2 |
PP |
656-3 |
656-3 |
656-3 |
657-1 |
S1 |
653-1 |
653-1 |
658-5 |
654-6 |
S2 |
646-7 |
646-7 |
657-6 |
|
S3 |
637-3 |
643-5 |
656-7 |
|
S4 |
627-7 |
634-1 |
654-2 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
716-0 |
702-4 |
656-3 |
|
R3 |
693-4 |
680-0 |
650-2 |
|
R2 |
671-0 |
671-0 |
648-1 |
|
R1 |
657-4 |
657-4 |
646-0 |
653-0 |
PP |
648-4 |
648-4 |
648-4 |
646-2 |
S1 |
635-0 |
635-0 |
642-0 |
630-4 |
S2 |
626-0 |
626-0 |
639-7 |
|
S3 |
603-4 |
612-4 |
637-6 |
|
S4 |
581-0 |
590-0 |
631-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
662-0 |
639-4 |
22-4 |
3.4% |
11-0 |
1.7% |
89% |
False |
False |
148,306 |
10 |
667-0 |
628-0 |
39-0 |
5.9% |
13-6 |
2.1% |
81% |
False |
False |
165,895 |
20 |
667-0 |
595-0 |
72-0 |
10.9% |
13-4 |
2.0% |
90% |
False |
False |
167,226 |
40 |
667-0 |
556-0 |
111-0 |
16.8% |
11-2 |
1.7% |
93% |
False |
False |
134,202 |
60 |
667-0 |
520-6 |
146-2 |
22.2% |
11-6 |
1.8% |
95% |
False |
False |
136,283 |
80 |
667-0 |
502-0 |
165-0 |
25.0% |
11-6 |
1.8% |
95% |
False |
False |
119,722 |
100 |
667-0 |
468-0 |
199-0 |
30.2% |
11-6 |
1.8% |
96% |
False |
False |
107,923 |
120 |
667-0 |
420-0 |
247-0 |
37.5% |
11-1 |
1.7% |
97% |
False |
False |
95,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
699-7 |
2.618 |
684-3 |
1.618 |
674-7 |
1.000 |
669-0 |
0.618 |
665-3 |
HIGH |
659-4 |
0.618 |
655-7 |
0.500 |
654-6 |
0.382 |
653-5 |
LOW |
650-0 |
0.618 |
644-1 |
1.000 |
640-4 |
1.618 |
634-5 |
2.618 |
625-1 |
4.250 |
609-5 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
657-7 |
656-5 |
PP |
656-3 |
653-7 |
S1 |
654-6 |
651-0 |
|