CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
610-0 |
622-2 |
12-2 |
2.0% |
620-4 |
| High |
628-0 |
624-0 |
-4-0 |
-0.6% |
638-0 |
| Low |
610-0 |
609-0 |
-1-0 |
-0.2% |
620-4 |
| Close |
627-4 |
610-6 |
-16-6 |
-2.7% |
636-4 |
| Range |
18-0 |
15-0 |
-3-0 |
-16.7% |
17-4 |
| ATR |
11-1 |
11-5 |
0-4 |
4.7% |
0-0 |
| Volume |
25,218 |
26,284 |
1,066 |
4.2% |
75,157 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-5 |
650-1 |
619-0 |
|
| R3 |
644-5 |
635-1 |
614-7 |
|
| R2 |
629-5 |
629-5 |
613-4 |
|
| R1 |
620-1 |
620-1 |
612-1 |
617-3 |
| PP |
614-5 |
614-5 |
614-5 |
613-2 |
| S1 |
605-1 |
605-1 |
609-3 |
602-3 |
| S2 |
599-5 |
599-5 |
608-0 |
|
| S3 |
584-5 |
590-1 |
606-5 |
|
| S4 |
569-5 |
575-1 |
602-4 |
|
|
| 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 |
609-0 |
32-0 |
5.2% |
13-0 |
2.1% |
5% |
False |
True |
22,822 |
| 10 |
641-0 |
609-0 |
32-0 |
5.2% |
9-6 |
1.6% |
5% |
False |
True |
19,496 |
| 20 |
641-0 |
576-0 |
65-0 |
10.6% |
8-0 |
1.3% |
53% |
False |
False |
20,781 |
| 40 |
641-0 |
530-6 |
110-2 |
18.1% |
9-4 |
1.6% |
73% |
False |
False |
22,554 |
| 60 |
641-0 |
530-6 |
110-2 |
18.1% |
10-0 |
1.6% |
73% |
False |
False |
20,845 |
| 80 |
641-0 |
474-4 |
166-4 |
27.3% |
10-2 |
1.7% |
82% |
False |
False |
19,728 |
| 100 |
641-0 |
438-0 |
203-0 |
33.2% |
9-4 |
1.5% |
85% |
False |
False |
17,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
687-6 |
|
2.618 |
663-2 |
|
1.618 |
648-2 |
|
1.000 |
639-0 |
|
0.618 |
633-2 |
|
HIGH |
624-0 |
|
0.618 |
618-2 |
|
0.500 |
616-4 |
|
0.382 |
614-6 |
|
LOW |
609-0 |
|
0.618 |
599-6 |
|
1.000 |
594-0 |
|
1.618 |
584-6 |
|
2.618 |
569-6 |
|
4.250 |
545-2 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
616-4 |
618-4 |
| PP |
614-5 |
615-7 |
| S1 |
612-5 |
613-3 |
|