CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
673-0 |
640-4 |
-32-4 |
-4.8% |
609-2 |
| High |
673-0 |
664-4 |
-8-4 |
-1.3% |
658-4 |
| Low |
648-0 |
639-0 |
-9-0 |
-1.4% |
609-2 |
| Close |
651-2 |
664-0 |
12-6 |
2.0% |
658-0 |
| Range |
25-0 |
25-4 |
0-4 |
2.0% |
49-2 |
| ATR |
14-0 |
14-7 |
0-7 |
5.9% |
0-0 |
| Volume |
47,225 |
51,097 |
3,872 |
8.2% |
221,140 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
732-3 |
723-5 |
678-0 |
|
| R3 |
706-7 |
698-1 |
671-0 |
|
| R2 |
681-3 |
681-3 |
668-5 |
|
| R1 |
672-5 |
672-5 |
666-3 |
677-0 |
| PP |
655-7 |
655-7 |
655-7 |
658-0 |
| S1 |
647-1 |
647-1 |
661-5 |
651-4 |
| S2 |
630-3 |
630-3 |
659-3 |
|
| S3 |
604-7 |
621-5 |
657-0 |
|
| S4 |
579-3 |
596-1 |
650-0 |
|
|
| 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 |
639-0 |
34-0 |
5.1% |
16-3 |
2.5% |
74% |
False |
True |
52,431 |
| 10 |
673-0 |
604-0 |
69-0 |
10.4% |
13-3 |
2.0% |
87% |
False |
False |
43,009 |
| 20 |
673-0 |
604-0 |
69-0 |
10.4% |
11-0 |
1.7% |
87% |
False |
False |
30,651 |
| 40 |
673-0 |
530-6 |
142-2 |
21.4% |
9-5 |
1.5% |
94% |
False |
False |
26,623 |
| 60 |
673-0 |
530-6 |
142-2 |
21.4% |
10-2 |
1.5% |
94% |
False |
False |
24,708 |
| 80 |
673-0 |
474-4 |
198-4 |
29.9% |
10-6 |
1.6% |
95% |
False |
False |
22,947 |
| 100 |
673-0 |
459-2 |
213-6 |
32.2% |
10-0 |
1.5% |
96% |
False |
False |
20,936 |
| 120 |
673-0 |
421-0 |
252-0 |
38.0% |
9-4 |
1.4% |
96% |
False |
False |
18,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
772-7 |
|
2.618 |
731-2 |
|
1.618 |
705-6 |
|
1.000 |
690-0 |
|
0.618 |
680-2 |
|
HIGH |
664-4 |
|
0.618 |
654-6 |
|
0.500 |
651-6 |
|
0.382 |
648-6 |
|
LOW |
639-0 |
|
0.618 |
623-2 |
|
1.000 |
613-4 |
|
1.618 |
597-6 |
|
2.618 |
572-2 |
|
4.250 |
530-5 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
659-7 |
661-3 |
| PP |
655-7 |
658-5 |
| S1 |
651-6 |
656-0 |
|