CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
648-0 |
647-6 |
-0-2 |
0.0% |
609-2 |
High |
657-2 |
658-4 |
1-2 |
0.2% |
658-4 |
Low |
646-6 |
646-2 |
-0-4 |
-0.1% |
609-2 |
Close |
651-4 |
658-0 |
6-4 |
1.0% |
658-0 |
Range |
10-4 |
12-2 |
1-6 |
16.7% |
49-2 |
ATR |
13-2 |
13-1 |
-0-1 |
-0.5% |
0-0 |
Volume |
62,706 |
59,491 |
-3,215 |
-5.1% |
221,140 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
691-0 |
686-6 |
664-6 |
|
R3 |
678-6 |
674-4 |
661-3 |
|
R2 |
666-4 |
666-4 |
660-2 |
|
R1 |
662-2 |
662-2 |
659-1 |
664-3 |
PP |
654-2 |
654-2 |
654-2 |
655-2 |
S1 |
650-0 |
650-0 |
656-7 |
652-1 |
S2 |
642-0 |
642-0 |
655-6 |
|
S3 |
629-6 |
637-6 |
654-5 |
|
S4 |
617-4 |
625-4 |
651-2 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
789-5 |
773-1 |
685-1 |
|
R3 |
740-3 |
723-7 |
671-4 |
|
R2 |
691-1 |
691-1 |
667-0 |
|
R1 |
674-5 |
674-5 |
662-4 |
682-7 |
PP |
641-7 |
641-7 |
641-7 |
646-0 |
S1 |
625-3 |
625-3 |
653-4 |
633-5 |
S2 |
592-5 |
592-5 |
649-0 |
|
S3 |
543-3 |
576-1 |
644-4 |
|
S4 |
494-1 |
526-7 |
630-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
658-4 |
609-2 |
49-2 |
7.5% |
10-4 |
1.6% |
99% |
True |
False |
44,228 |
10 |
658-4 |
604-0 |
54-4 |
8.3% |
11-5 |
1.8% |
99% |
True |
False |
36,020 |
20 |
658-4 |
596-0 |
62-4 |
9.5% |
9-0 |
1.4% |
99% |
True |
False |
26,413 |
40 |
658-4 |
530-6 |
127-6 |
19.4% |
8-7 |
1.3% |
100% |
True |
False |
25,085 |
60 |
658-4 |
530-6 |
127-6 |
19.4% |
9-5 |
1.5% |
100% |
True |
False |
23,253 |
80 |
658-4 |
474-4 |
184-0 |
28.0% |
10-3 |
1.6% |
100% |
True |
False |
21,883 |
100 |
658-4 |
441-0 |
217-4 |
33.1% |
9-5 |
1.5% |
100% |
True |
False |
19,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
710-4 |
2.618 |
690-5 |
1.618 |
678-3 |
1.000 |
670-6 |
0.618 |
666-1 |
HIGH |
658-4 |
0.618 |
653-7 |
0.500 |
652-3 |
0.382 |
650-7 |
LOW |
646-2 |
0.618 |
638-5 |
1.000 |
634-0 |
1.618 |
626-3 |
2.618 |
614-1 |
4.250 |
594-2 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
656-1 |
654-5 |
PP |
654-2 |
651-1 |
S1 |
652-3 |
647-6 |
|