CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
640-4 |
664-0 |
23-4 |
3.7% |
663-4 |
High |
664-4 |
675-0 |
10-4 |
1.6% |
675-0 |
Low |
639-0 |
664-0 |
25-0 |
3.9% |
639-0 |
Close |
664-0 |
667-0 |
3-0 |
0.5% |
667-0 |
Range |
25-4 |
11-0 |
-14-4 |
-56.9% |
36-0 |
ATR |
14-7 |
14-4 |
-0-2 |
-1.8% |
0-0 |
Volume |
51,097 |
43,373 |
-7,724 |
-15.1% |
183,332 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
701-5 |
695-3 |
673-0 |
|
R3 |
690-5 |
684-3 |
670-0 |
|
R2 |
679-5 |
679-5 |
669-0 |
|
R1 |
673-3 |
673-3 |
668-0 |
676-4 |
PP |
668-5 |
668-5 |
668-5 |
670-2 |
S1 |
662-3 |
662-3 |
666-0 |
665-4 |
S2 |
657-5 |
657-5 |
665-0 |
|
S3 |
646-5 |
651-3 |
664-0 |
|
S4 |
635-5 |
640-3 |
661-0 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
768-3 |
753-5 |
686-6 |
|
R3 |
732-3 |
717-5 |
676-7 |
|
R2 |
696-3 |
696-3 |
673-5 |
|
R1 |
681-5 |
681-5 |
670-2 |
689-0 |
PP |
660-3 |
660-3 |
660-3 |
664-0 |
S1 |
645-5 |
645-5 |
663-6 |
653-0 |
S2 |
624-3 |
624-3 |
660-3 |
|
S3 |
588-3 |
609-5 |
657-1 |
|
S4 |
552-3 |
573-5 |
647-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
675-0 |
639-0 |
36-0 |
5.4% |
16-4 |
2.5% |
78% |
True |
False |
48,564 |
10 |
675-0 |
604-0 |
71-0 |
10.6% |
13-0 |
1.9% |
89% |
True |
False |
44,718 |
20 |
675-0 |
604-0 |
71-0 |
10.6% |
11-3 |
1.7% |
89% |
True |
False |
32,107 |
40 |
675-0 |
551-2 |
123-6 |
18.6% |
9-3 |
1.4% |
94% |
True |
False |
27,279 |
60 |
675-0 |
530-6 |
144-2 |
21.6% |
10-1 |
1.5% |
94% |
True |
False |
25,180 |
80 |
675-0 |
474-4 |
200-4 |
30.1% |
10-6 |
1.6% |
96% |
True |
False |
23,333 |
100 |
675-0 |
459-2 |
215-6 |
32.3% |
10-1 |
1.5% |
96% |
True |
False |
21,323 |
120 |
675-0 |
421-0 |
254-0 |
38.1% |
9-4 |
1.4% |
97% |
True |
False |
18,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
721-6 |
2.618 |
703-6 |
1.618 |
692-6 |
1.000 |
686-0 |
0.618 |
681-6 |
HIGH |
675-0 |
0.618 |
670-6 |
0.500 |
669-4 |
0.382 |
668-2 |
LOW |
664-0 |
0.618 |
657-2 |
1.000 |
653-0 |
1.618 |
646-2 |
2.618 |
635-2 |
4.250 |
617-2 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
669-4 |
663-5 |
PP |
668-5 |
660-3 |
S1 |
667-7 |
657-0 |
|