CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
663-4 |
673-0 |
9-4 |
1.4% |
609-2 |
High |
670-6 |
673-0 |
2-2 |
0.3% |
658-4 |
Low |
662-0 |
648-0 |
-14-0 |
-2.1% |
609-2 |
Close |
669-2 |
651-2 |
-18-0 |
-2.7% |
658-0 |
Range |
8-6 |
25-0 |
16-2 |
185.7% |
49-2 |
ATR |
13-1 |
14-0 |
0-7 |
6.4% |
0-0 |
Volume |
41,637 |
47,225 |
5,588 |
13.4% |
221,140 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
732-3 |
716-7 |
665-0 |
|
R3 |
707-3 |
691-7 |
658-1 |
|
R2 |
682-3 |
682-3 |
655-7 |
|
R1 |
666-7 |
666-7 |
653-4 |
662-1 |
PP |
657-3 |
657-3 |
657-3 |
655-0 |
S1 |
641-7 |
641-7 |
649-0 |
637-1 |
S2 |
632-3 |
632-3 |
646-5 |
|
S3 |
607-3 |
616-7 |
644-3 |
|
S4 |
582-3 |
591-7 |
637-4 |
|
|
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 |
673-0 |
637-0 |
36-0 |
5.5% |
13-0 |
2.0% |
40% |
True |
False |
48,499 |
10 |
673-0 |
604-0 |
69-0 |
10.6% |
12-5 |
1.9% |
68% |
True |
False |
40,421 |
20 |
673-0 |
604-0 |
69-0 |
10.6% |
10-0 |
1.5% |
68% |
True |
False |
29,029 |
40 |
673-0 |
530-6 |
142-2 |
21.8% |
9-0 |
1.4% |
85% |
True |
False |
26,101 |
60 |
673-0 |
530-6 |
142-2 |
21.8% |
9-7 |
1.5% |
85% |
True |
False |
24,155 |
80 |
673-0 |
474-4 |
198-4 |
30.5% |
10-4 |
1.6% |
89% |
True |
False |
22,531 |
100 |
673-0 |
455-4 |
217-4 |
33.4% |
9-7 |
1.5% |
90% |
True |
False |
20,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
779-2 |
2.618 |
738-4 |
1.618 |
713-4 |
1.000 |
698-0 |
0.618 |
688-4 |
HIGH |
673-0 |
0.618 |
663-4 |
0.500 |
660-4 |
0.382 |
657-4 |
LOW |
648-0 |
0.618 |
632-4 |
1.000 |
623-0 |
1.618 |
607-4 |
2.618 |
582-4 |
4.250 |
541-6 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
660-4 |
659-5 |
PP |
657-3 |
656-7 |
S1 |
654-3 |
654-0 |
|