CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 04-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
639-0 |
623-4 |
-15-4 |
-2.4% |
620-4 |
High |
641-0 |
624-0 |
-17-0 |
-2.7% |
638-0 |
Low |
628-2 |
612-4 |
-15-6 |
-2.5% |
620-4 |
Close |
628-4 |
616-6 |
-11-6 |
-1.9% |
636-4 |
Range |
12-6 |
11-4 |
-1-2 |
-9.8% |
17-4 |
ATR |
10-2 |
10-5 |
0-3 |
4.1% |
0-0 |
Volume |
20,179 |
24,676 |
4,497 |
22.3% |
75,157 |
|
Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
652-2 |
646-0 |
623-1 |
|
R3 |
640-6 |
634-4 |
619-7 |
|
R2 |
629-2 |
629-2 |
618-7 |
|
R1 |
623-0 |
623-0 |
617-6 |
620-3 |
PP |
617-6 |
617-6 |
617-6 |
616-4 |
S1 |
611-4 |
611-4 |
615-6 |
608-7 |
S2 |
606-2 |
606-2 |
614-5 |
|
S3 |
594-6 |
600-0 |
613-5 |
|
S4 |
583-2 |
588-4 |
610-3 |
|
|
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 |
612-4 |
28-4 |
4.6% |
9-2 |
1.5% |
15% |
False |
True |
18,878 |
10 |
641-0 |
606-4 |
34-4 |
5.6% |
7-3 |
1.2% |
30% |
False |
False |
17,638 |
20 |
641-0 |
565-2 |
75-6 |
12.3% |
8-0 |
1.3% |
68% |
False |
False |
20,800 |
40 |
641-0 |
530-6 |
110-2 |
17.9% |
9-4 |
1.5% |
78% |
False |
False |
22,391 |
60 |
641-0 |
530-6 |
110-2 |
17.9% |
10-1 |
1.6% |
78% |
False |
False |
20,781 |
80 |
641-0 |
474-4 |
166-4 |
27.0% |
10-0 |
1.6% |
85% |
False |
False |
19,369 |
100 |
641-0 |
438-0 |
203-0 |
32.9% |
9-2 |
1.5% |
88% |
False |
False |
16,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
672-7 |
2.618 |
654-1 |
1.618 |
642-5 |
1.000 |
635-4 |
0.618 |
631-1 |
HIGH |
624-0 |
0.618 |
619-5 |
0.500 |
618-2 |
0.382 |
616-7 |
LOW |
612-4 |
0.618 |
605-3 |
1.000 |
601-0 |
1.618 |
593-7 |
2.618 |
582-3 |
4.250 |
563-5 |
|
|
Fisher Pivots for day following 04-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
618-2 |
626-6 |
PP |
617-6 |
623-3 |
S1 |
617-2 |
620-1 |
|