CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
622-2 |
610-4 |
-11-6 |
-1.9% |
639-0 |
High |
624-0 |
610-4 |
-13-4 |
-2.2% |
641-0 |
Low |
609-0 |
604-0 |
-5-0 |
-0.8% |
604-0 |
Close |
610-6 |
603-6 |
-7-0 |
-1.1% |
603-6 |
Range |
15-0 |
6-4 |
-8-4 |
-56.7% |
37-0 |
ATR |
11-5 |
11-3 |
-0-3 |
-3.0% |
0-0 |
Volume |
26,284 |
42,708 |
16,424 |
62.5% |
139,065 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
625-5 |
621-1 |
607-3 |
|
R3 |
619-1 |
614-5 |
605-4 |
|
R2 |
612-5 |
612-5 |
605-0 |
|
R1 |
608-1 |
608-1 |
604-3 |
607-1 |
PP |
606-1 |
606-1 |
606-1 |
605-4 |
S1 |
601-5 |
601-5 |
603-1 |
600-5 |
S2 |
599-5 |
599-5 |
602-4 |
|
S3 |
593-1 |
595-1 |
602-0 |
|
S4 |
586-5 |
588-5 |
600-1 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
727-2 |
702-4 |
624-1 |
|
R3 |
690-2 |
665-4 |
613-7 |
|
R2 |
653-2 |
653-2 |
610-4 |
|
R1 |
628-4 |
628-4 |
607-1 |
622-3 |
PP |
616-2 |
616-2 |
616-2 |
613-2 |
S1 |
591-4 |
591-4 |
600-3 |
585-3 |
S2 |
579-2 |
579-2 |
597-0 |
|
S3 |
542-2 |
554-4 |
593-5 |
|
S4 |
505-2 |
517-4 |
583-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
641-0 |
604-0 |
37-0 |
6.1% |
12-6 |
2.1% |
-1% |
False |
True |
27,813 |
10 |
641-0 |
604-0 |
37-0 |
6.1% |
9-5 |
1.6% |
-1% |
False |
True |
21,422 |
20 |
641-0 |
576-0 |
65-0 |
10.8% |
8-0 |
1.3% |
43% |
False |
False |
21,486 |
40 |
641-0 |
530-6 |
110-2 |
18.3% |
9-4 |
1.6% |
66% |
False |
False |
22,538 |
60 |
641-0 |
530-6 |
110-2 |
18.3% |
9-6 |
1.6% |
66% |
False |
False |
21,167 |
80 |
641-0 |
474-4 |
166-4 |
27.6% |
10-2 |
1.7% |
78% |
False |
False |
20,035 |
100 |
641-0 |
438-0 |
203-0 |
33.6% |
9-4 |
1.6% |
82% |
False |
False |
17,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
638-1 |
2.618 |
627-4 |
1.618 |
621-0 |
1.000 |
617-0 |
0.618 |
614-4 |
HIGH |
610-4 |
0.618 |
608-0 |
0.500 |
607-2 |
0.382 |
606-4 |
LOW |
604-0 |
0.618 |
600-0 |
1.000 |
597-4 |
1.618 |
593-4 |
2.618 |
587-0 |
4.250 |
576-3 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
607-2 |
616-0 |
PP |
606-1 |
611-7 |
S1 |
604-7 |
607-7 |
|