CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
610-4 |
609-2 |
-1-2 |
-0.2% |
639-0 |
High |
610-4 |
622-0 |
11-4 |
1.9% |
641-0 |
Low |
604-0 |
609-2 |
5-2 |
0.9% |
604-0 |
Close |
603-6 |
615-4 |
11-6 |
1.9% |
603-6 |
Range |
6-4 |
12-6 |
6-2 |
96.2% |
37-0 |
ATR |
11-3 |
11-7 |
0-4 |
4.4% |
0-0 |
Volume |
42,708 |
34,144 |
-8,564 |
-20.1% |
139,065 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
653-7 |
647-3 |
622-4 |
|
R3 |
641-1 |
634-5 |
619-0 |
|
R2 |
628-3 |
628-3 |
617-7 |
|
R1 |
621-7 |
621-7 |
616-5 |
625-1 |
PP |
615-5 |
615-5 |
615-5 |
617-2 |
S1 |
609-1 |
609-1 |
614-3 |
612-3 |
S2 |
602-7 |
602-7 |
613-1 |
|
S3 |
590-1 |
596-3 |
612-0 |
|
S4 |
577-3 |
583-5 |
608-4 |
|
|
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 |
628-0 |
604-0 |
24-0 |
3.9% |
12-6 |
2.1% |
48% |
False |
False |
30,606 |
10 |
641-0 |
604-0 |
37-0 |
6.0% |
10-3 |
1.7% |
31% |
False |
False |
23,400 |
20 |
641-0 |
590-0 |
51-0 |
8.3% |
8-3 |
1.4% |
50% |
False |
False |
21,568 |
40 |
641-0 |
530-6 |
110-2 |
17.9% |
9-4 |
1.5% |
77% |
False |
False |
22,841 |
60 |
641-0 |
530-6 |
110-2 |
17.9% |
9-6 |
1.6% |
77% |
False |
False |
21,273 |
80 |
641-0 |
474-4 |
166-4 |
27.1% |
10-3 |
1.7% |
85% |
False |
False |
20,293 |
100 |
641-0 |
438-0 |
203-0 |
33.0% |
9-4 |
1.5% |
87% |
False |
False |
18,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
676-2 |
2.618 |
655-3 |
1.618 |
642-5 |
1.000 |
634-6 |
0.618 |
629-7 |
HIGH |
622-0 |
0.618 |
617-1 |
0.500 |
615-5 |
0.382 |
614-1 |
LOW |
609-2 |
0.618 |
601-3 |
1.000 |
596-4 |
1.618 |
588-5 |
2.618 |
575-7 |
4.250 |
555-0 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
615-5 |
615-0 |
PP |
615-5 |
614-4 |
S1 |
615-4 |
614-0 |
|