CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
647-6 |
663-4 |
15-6 |
2.4% |
609-2 |
High |
658-4 |
670-6 |
12-2 |
1.9% |
658-4 |
Low |
646-2 |
662-0 |
15-6 |
2.4% |
609-2 |
Close |
658-0 |
669-2 |
11-2 |
1.7% |
658-0 |
Range |
12-2 |
8-6 |
-3-4 |
-28.6% |
49-2 |
ATR |
13-1 |
13-1 |
0-0 |
-0.2% |
0-0 |
Volume |
59,491 |
41,637 |
-17,854 |
-30.0% |
221,140 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
693-5 |
690-1 |
674-0 |
|
R3 |
684-7 |
681-3 |
671-5 |
|
R2 |
676-1 |
676-1 |
670-7 |
|
R1 |
672-5 |
672-5 |
670-0 |
674-3 |
PP |
667-3 |
667-3 |
667-3 |
668-2 |
S1 |
663-7 |
663-7 |
668-4 |
665-5 |
S2 |
658-5 |
658-5 |
667-5 |
|
S3 |
649-7 |
655-1 |
666-7 |
|
S4 |
641-1 |
646-3 |
664-4 |
|
|
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 |
670-6 |
613-0 |
57-6 |
8.6% |
9-6 |
1.5% |
97% |
True |
False |
45,726 |
10 |
670-6 |
604-0 |
66-6 |
10.0% |
11-2 |
1.7% |
98% |
True |
False |
38,166 |
20 |
670-6 |
604-0 |
66-6 |
10.0% |
9-0 |
1.3% |
98% |
True |
False |
27,754 |
40 |
670-6 |
530-6 |
140-0 |
20.9% |
8-7 |
1.3% |
99% |
True |
False |
25,330 |
60 |
670-6 |
530-6 |
140-0 |
20.9% |
9-5 |
1.4% |
99% |
True |
False |
23,634 |
80 |
670-6 |
474-4 |
196-2 |
29.3% |
10-3 |
1.6% |
99% |
True |
False |
22,164 |
100 |
670-6 |
441-0 |
229-6 |
34.3% |
9-6 |
1.5% |
99% |
True |
False |
20,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
708-0 |
2.618 |
693-5 |
1.618 |
684-7 |
1.000 |
679-4 |
0.618 |
676-1 |
HIGH |
670-6 |
0.618 |
667-3 |
0.500 |
666-3 |
0.382 |
665-3 |
LOW |
662-0 |
0.618 |
656-5 |
1.000 |
653-2 |
1.618 |
647-7 |
2.618 |
639-1 |
4.250 |
624-6 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
668-2 |
665-5 |
PP |
667-3 |
662-1 |
S1 |
666-3 |
658-4 |
|