CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
623-4 |
610-0 |
-13-4 |
-2.2% |
620-4 |
| High |
624-0 |
628-0 |
4-0 |
0.6% |
638-0 |
| Low |
612-4 |
610-0 |
-2-4 |
-0.4% |
620-4 |
| Close |
616-6 |
627-4 |
10-6 |
1.7% |
636-4 |
| Range |
11-4 |
18-0 |
6-4 |
56.5% |
17-4 |
| ATR |
10-5 |
11-1 |
0-4 |
5.0% |
0-0 |
| Volume |
24,676 |
25,218 |
542 |
2.2% |
75,157 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
675-7 |
669-5 |
637-3 |
|
| R3 |
657-7 |
651-5 |
632-4 |
|
| R2 |
639-7 |
639-7 |
630-6 |
|
| R1 |
633-5 |
633-5 |
629-1 |
636-6 |
| PP |
621-7 |
621-7 |
621-7 |
623-3 |
| S1 |
615-5 |
615-5 |
625-7 |
618-6 |
| S2 |
603-7 |
603-7 |
624-2 |
|
| S3 |
585-7 |
597-5 |
622-4 |
|
| S4 |
567-7 |
579-5 |
617-5 |
|
|
| 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 |
610-0 |
31-0 |
4.9% |
11-6 |
1.9% |
56% |
False |
True |
20,212 |
| 10 |
641-0 |
610-0 |
31-0 |
4.9% |
8-6 |
1.4% |
56% |
False |
True |
18,293 |
| 20 |
641-0 |
565-2 |
75-6 |
12.1% |
8-2 |
1.3% |
82% |
False |
False |
20,865 |
| 40 |
641-0 |
530-6 |
110-2 |
17.6% |
9-6 |
1.6% |
88% |
False |
False |
22,517 |
| 60 |
641-0 |
530-6 |
110-2 |
17.6% |
10-1 |
1.6% |
88% |
False |
False |
20,937 |
| 80 |
641-0 |
474-4 |
166-4 |
26.5% |
10-2 |
1.6% |
92% |
False |
False |
19,512 |
| 100 |
641-0 |
438-0 |
203-0 |
32.4% |
9-3 |
1.5% |
93% |
False |
False |
17,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
704-4 |
|
2.618 |
675-1 |
|
1.618 |
657-1 |
|
1.000 |
646-0 |
|
0.618 |
639-1 |
|
HIGH |
628-0 |
|
0.618 |
621-1 |
|
0.500 |
619-0 |
|
0.382 |
616-7 |
|
LOW |
610-0 |
|
0.618 |
598-7 |
|
1.000 |
592-0 |
|
1.618 |
580-7 |
|
2.618 |
562-7 |
|
4.250 |
533-4 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
624-5 |
626-7 |
| PP |
621-7 |
626-1 |
| S1 |
619-0 |
625-4 |
|