CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 03-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
630-4 |
639-0 |
8-4 |
1.3% |
620-4 |
High |
638-0 |
641-0 |
3-0 |
0.5% |
638-0 |
Low |
630-2 |
628-2 |
-2-0 |
-0.3% |
620-4 |
Close |
636-4 |
628-4 |
-8-0 |
-1.3% |
636-4 |
Range |
7-6 |
12-6 |
5-0 |
64.5% |
17-4 |
ATR |
10-0 |
10-2 |
0-2 |
2.0% |
0-0 |
Volume |
17,753 |
20,179 |
2,426 |
13.7% |
75,157 |
|
Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
670-7 |
662-3 |
635-4 |
|
R3 |
658-1 |
649-5 |
632-0 |
|
R2 |
645-3 |
645-3 |
630-7 |
|
R1 |
636-7 |
636-7 |
629-5 |
634-6 |
PP |
632-5 |
632-5 |
632-5 |
631-4 |
S1 |
624-1 |
624-1 |
627-3 |
622-0 |
S2 |
619-7 |
619-7 |
626-1 |
|
S3 |
607-1 |
611-3 |
625-0 |
|
S4 |
594-3 |
598-5 |
621-4 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
684-1 |
677-7 |
646-1 |
|
R3 |
666-5 |
660-3 |
641-2 |
|
R2 |
649-1 |
649-1 |
639-6 |
|
R1 |
642-7 |
642-7 |
638-1 |
646-0 |
PP |
631-5 |
631-5 |
631-5 |
633-2 |
S1 |
625-3 |
625-3 |
634-7 |
628-4 |
S2 |
614-1 |
614-1 |
633-2 |
|
S3 |
596-5 |
607-7 |
631-6 |
|
S4 |
579-1 |
590-3 |
626-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
641-0 |
621-4 |
19-4 |
3.1% |
7-7 |
1.3% |
36% |
True |
False |
16,194 |
10 |
641-0 |
606-0 |
35-0 |
5.6% |
6-5 |
1.1% |
64% |
True |
False |
17,343 |
20 |
641-0 |
565-2 |
75-6 |
12.1% |
7-6 |
1.2% |
83% |
True |
False |
21,236 |
40 |
641-0 |
530-6 |
110-2 |
17.5% |
9-2 |
1.5% |
89% |
True |
False |
22,278 |
60 |
641-0 |
530-6 |
110-2 |
17.5% |
9-7 |
1.6% |
89% |
True |
False |
20,754 |
80 |
641-0 |
474-4 |
166-4 |
26.5% |
10-0 |
1.6% |
92% |
True |
False |
19,220 |
100 |
641-0 |
435-4 |
205-4 |
32.7% |
9-2 |
1.5% |
94% |
True |
False |
16,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
695-2 |
2.618 |
674-3 |
1.618 |
661-5 |
1.000 |
653-6 |
0.618 |
648-7 |
HIGH |
641-0 |
0.618 |
636-1 |
0.500 |
634-5 |
0.382 |
633-1 |
LOW |
628-2 |
0.618 |
620-3 |
1.000 |
615-4 |
1.618 |
607-5 |
2.618 |
594-7 |
4.250 |
574-0 |
|
|
Fisher Pivots for day following 03-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
634-5 |
631-2 |
PP |
632-5 |
630-3 |
S1 |
630-4 |
629-3 |
|