CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 12-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
620-4 |
638-0 |
17-4 |
2.8% |
639-0 |
High |
622-0 |
645-2 |
23-2 |
3.7% |
641-0 |
Low |
613-0 |
637-0 |
24-0 |
3.9% |
604-0 |
Close |
615-2 |
639-6 |
24-4 |
4.0% |
603-6 |
Range |
9-0 |
8-2 |
-0-6 |
-8.3% |
37-0 |
ATR |
11-5 |
12-7 |
1-3 |
11.3% |
0-0 |
Volume |
33,359 |
31,440 |
-1,919 |
-5.8% |
139,065 |
|
Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
665-3 |
660-7 |
644-2 |
|
R3 |
657-1 |
652-5 |
642-0 |
|
R2 |
648-7 |
648-7 |
641-2 |
|
R1 |
644-3 |
644-3 |
640-4 |
646-5 |
PP |
640-5 |
640-5 |
640-5 |
641-6 |
S1 |
636-1 |
636-1 |
639-0 |
638-3 |
S2 |
632-3 |
632-3 |
638-2 |
|
S3 |
624-1 |
627-7 |
637-4 |
|
S4 |
615-7 |
619-5 |
635-2 |
|
|
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 |
645-2 |
604-0 |
41-2 |
6.4% |
10-2 |
1.6% |
87% |
True |
False |
33,587 |
10 |
645-2 |
604-0 |
41-2 |
6.4% |
11-0 |
1.7% |
87% |
True |
False |
26,899 |
20 |
645-2 |
590-2 |
55-0 |
8.6% |
8-6 |
1.4% |
90% |
True |
False |
22,464 |
40 |
645-2 |
530-6 |
114-4 |
17.9% |
9-0 |
1.4% |
95% |
True |
False |
23,131 |
60 |
645-2 |
530-6 |
114-4 |
17.9% |
9-7 |
1.5% |
95% |
True |
False |
21,894 |
80 |
645-2 |
474-4 |
170-6 |
26.7% |
10-2 |
1.6% |
97% |
True |
False |
20,665 |
100 |
645-2 |
438-0 |
207-2 |
32.4% |
9-4 |
1.5% |
97% |
True |
False |
18,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
680-2 |
2.618 |
666-7 |
1.618 |
658-5 |
1.000 |
653-4 |
0.618 |
650-3 |
HIGH |
645-2 |
0.618 |
642-1 |
0.500 |
641-1 |
0.382 |
640-1 |
LOW |
637-0 |
0.618 |
631-7 |
1.000 |
628-6 |
1.618 |
623-5 |
2.618 |
615-3 |
4.250 |
602-0 |
|
|
Fisher Pivots for day following 12-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
641-1 |
635-5 |
PP |
640-5 |
631-3 |
S1 |
640-2 |
627-2 |
|