CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
609-2 |
620-4 |
11-2 |
1.8% |
639-0 |
High |
622-0 |
622-0 |
0-0 |
0.0% |
641-0 |
Low |
609-2 |
613-0 |
3-6 |
0.6% |
604-0 |
Close |
615-4 |
615-2 |
-0-2 |
0.0% |
603-6 |
Range |
12-6 |
9-0 |
-3-6 |
-29.4% |
37-0 |
ATR |
11-7 |
11-5 |
-0-2 |
-1.7% |
0-0 |
Volume |
34,144 |
33,359 |
-785 |
-2.3% |
139,065 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
643-6 |
638-4 |
620-2 |
|
R3 |
634-6 |
629-4 |
617-6 |
|
R2 |
625-6 |
625-6 |
616-7 |
|
R1 |
620-4 |
620-4 |
616-1 |
618-5 |
PP |
616-6 |
616-6 |
616-6 |
615-6 |
S1 |
611-4 |
611-4 |
614-3 |
609-5 |
S2 |
607-6 |
607-6 |
613-5 |
|
S3 |
598-6 |
602-4 |
612-6 |
|
S4 |
589-6 |
593-4 |
610-2 |
|
|
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% |
12-2 |
2.0% |
47% |
False |
False |
32,342 |
10 |
641-0 |
604-0 |
37-0 |
6.0% |
10-6 |
1.7% |
30% |
False |
False |
25,610 |
20 |
641-0 |
590-2 |
50-6 |
8.2% |
8-3 |
1.4% |
49% |
False |
False |
22,128 |
40 |
641-0 |
530-6 |
110-2 |
17.9% |
9-2 |
1.5% |
77% |
False |
False |
22,991 |
60 |
641-0 |
530-6 |
110-2 |
17.9% |
9-6 |
1.6% |
77% |
False |
False |
21,604 |
80 |
641-0 |
474-4 |
166-4 |
27.1% |
10-3 |
1.7% |
85% |
False |
False |
20,533 |
100 |
641-0 |
438-0 |
203-0 |
33.0% |
9-4 |
1.5% |
87% |
False |
False |
18,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
660-2 |
2.618 |
645-4 |
1.618 |
636-4 |
1.000 |
631-0 |
0.618 |
627-4 |
HIGH |
622-0 |
0.618 |
618-4 |
0.500 |
617-4 |
0.382 |
616-4 |
LOW |
613-0 |
0.618 |
607-4 |
1.000 |
604-0 |
1.618 |
598-4 |
2.618 |
589-4 |
4.250 |
574-6 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
617-4 |
614-4 |
PP |
616-6 |
613-6 |
S1 |
616-0 |
613-0 |
|