CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
661-4 |
666-2 |
4-6 |
0.7% |
663-4 |
| High |
671-6 |
668-0 |
-3-6 |
-0.6% |
675-0 |
| Low |
657-4 |
658-0 |
0-4 |
0.1% |
639-0 |
| Close |
668-0 |
661-0 |
-7-0 |
-1.0% |
667-0 |
| Range |
14-2 |
10-0 |
-4-2 |
-29.8% |
36-0 |
| ATR |
14-3 |
14-0 |
-0-2 |
-2.2% |
0-0 |
| Volume |
45,187 |
50,643 |
5,456 |
12.1% |
183,332 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
692-3 |
686-5 |
666-4 |
|
| R3 |
682-3 |
676-5 |
663-6 |
|
| R2 |
672-3 |
672-3 |
662-7 |
|
| R1 |
666-5 |
666-5 |
661-7 |
664-4 |
| PP |
662-3 |
662-3 |
662-3 |
661-2 |
| S1 |
656-5 |
656-5 |
660-1 |
654-4 |
| S2 |
652-3 |
652-3 |
659-1 |
|
| S3 |
642-3 |
646-5 |
658-2 |
|
| S4 |
632-3 |
636-5 |
655-4 |
|
|
| 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 |
650-0 |
25-0 |
3.8% |
9-6 |
1.5% |
44% |
False |
False |
43,508 |
| 10 |
675-0 |
639-0 |
36-0 |
5.4% |
13-1 |
2.0% |
61% |
False |
False |
47,970 |
| 20 |
675-0 |
604-0 |
71-0 |
10.7% |
12-0 |
1.8% |
80% |
False |
False |
37,434 |
| 40 |
675-0 |
562-4 |
112-4 |
17.0% |
10-0 |
1.5% |
88% |
False |
False |
29,870 |
| 60 |
675-0 |
530-6 |
144-2 |
21.8% |
10-1 |
1.5% |
90% |
False |
False |
27,177 |
| 80 |
675-0 |
497-0 |
178-0 |
26.9% |
10-3 |
1.6% |
92% |
False |
False |
24,791 |
| 100 |
675-0 |
474-4 |
200-4 |
30.3% |
10-2 |
1.6% |
93% |
False |
False |
22,814 |
| 120 |
675-0 |
428-2 |
246-6 |
37.3% |
9-4 |
1.4% |
94% |
False |
False |
19,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
710-4 |
|
2.618 |
694-1 |
|
1.618 |
684-1 |
|
1.000 |
678-0 |
|
0.618 |
674-1 |
|
HIGH |
668-0 |
|
0.618 |
664-1 |
|
0.500 |
663-0 |
|
0.382 |
661-7 |
|
LOW |
658-0 |
|
0.618 |
651-7 |
|
1.000 |
648-0 |
|
1.618 |
641-7 |
|
2.618 |
631-7 |
|
4.250 |
615-4 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
663-0 |
661-0 |
| PP |
662-3 |
660-7 |
| S1 |
661-5 |
660-7 |
|