CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
666-0 |
655-4 |
-10-4 |
-1.6% |
663-4 |
| High |
668-0 |
656-0 |
-12-0 |
-1.8% |
675-0 |
| Low |
660-4 |
650-0 |
-10-4 |
-1.6% |
639-0 |
| Close |
665-0 |
654-2 |
-10-6 |
-1.6% |
667-0 |
| Range |
7-4 |
6-0 |
-1-4 |
-20.0% |
36-0 |
| ATR |
14-0 |
14-1 |
0-1 |
0.5% |
0-0 |
| Volume |
33,280 |
45,061 |
11,781 |
35.4% |
183,332 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
671-3 |
668-7 |
657-4 |
|
| R3 |
665-3 |
662-7 |
655-7 |
|
| R2 |
659-3 |
659-3 |
655-3 |
|
| R1 |
656-7 |
656-7 |
654-6 |
655-1 |
| PP |
653-3 |
653-3 |
653-3 |
652-4 |
| S1 |
650-7 |
650-7 |
653-6 |
649-1 |
| S2 |
647-3 |
647-3 |
653-1 |
|
| S3 |
641-3 |
644-7 |
652-5 |
|
| S4 |
635-3 |
638-7 |
651-0 |
|
|
| 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 |
5.5% |
15-0 |
2.3% |
42% |
False |
False |
44,007 |
| 10 |
675-0 |
613-0 |
62-0 |
9.5% |
12-3 |
1.9% |
67% |
False |
False |
44,866 |
| 20 |
675-0 |
604-0 |
71-0 |
10.9% |
11-3 |
1.7% |
71% |
False |
False |
34,133 |
| 40 |
675-0 |
551-2 |
123-6 |
18.9% |
9-5 |
1.5% |
83% |
False |
False |
28,107 |
| 60 |
675-0 |
530-6 |
144-2 |
22.0% |
10-0 |
1.5% |
86% |
False |
False |
26,035 |
| 80 |
675-0 |
474-4 |
200-4 |
30.6% |
10-4 |
1.6% |
90% |
False |
False |
24,052 |
| 100 |
675-0 |
464-0 |
211-0 |
32.3% |
10-2 |
1.6% |
90% |
False |
False |
21,997 |
| 120 |
675-0 |
428-2 |
246-6 |
37.7% |
9-4 |
1.5% |
92% |
False |
False |
19,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
681-4 |
|
2.618 |
671-6 |
|
1.618 |
665-6 |
|
1.000 |
662-0 |
|
0.618 |
659-6 |
|
HIGH |
656-0 |
|
0.618 |
653-6 |
|
0.500 |
653-0 |
|
0.382 |
652-2 |
|
LOW |
650-0 |
|
0.618 |
646-2 |
|
1.000 |
644-0 |
|
1.618 |
640-2 |
|
2.618 |
634-2 |
|
4.250 |
624-4 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
653-7 |
662-4 |
| PP |
653-3 |
659-6 |
| S1 |
653-0 |
657-0 |
|