CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 28-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
666-2 |
664-6 |
-1-4 |
-0.2% |
666-0 |
High |
668-0 |
667-2 |
-0-6 |
-0.1% |
671-6 |
Low |
658-0 |
653-2 |
-4-6 |
-0.7% |
650-0 |
Close |
661-0 |
654-4 |
-6-4 |
-1.0% |
654-4 |
Range |
10-0 |
14-0 |
4-0 |
40.0% |
21-6 |
ATR |
14-0 |
14-0 |
0-0 |
0.0% |
0-0 |
Volume |
50,643 |
50,327 |
-316 |
-0.6% |
224,498 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
700-3 |
691-3 |
662-2 |
|
R3 |
686-3 |
677-3 |
658-3 |
|
R2 |
672-3 |
672-3 |
657-1 |
|
R1 |
663-3 |
663-3 |
655-6 |
660-7 |
PP |
658-3 |
658-3 |
658-3 |
657-0 |
S1 |
649-3 |
649-3 |
653-2 |
646-7 |
S2 |
644-3 |
644-3 |
651-7 |
|
S3 |
630-3 |
635-3 |
650-5 |
|
S4 |
616-3 |
621-3 |
646-6 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
724-0 |
711-0 |
666-4 |
|
R3 |
702-2 |
689-2 |
660-4 |
|
R2 |
680-4 |
680-4 |
658-4 |
|
R1 |
667-4 |
667-4 |
656-4 |
663-1 |
PP |
658-6 |
658-6 |
658-6 |
656-4 |
S1 |
645-6 |
645-6 |
652-4 |
641-3 |
S2 |
637-0 |
637-0 |
650-4 |
|
S3 |
615-2 |
624-0 |
648-4 |
|
S4 |
593-4 |
602-2 |
642-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
671-6 |
650-0 |
21-6 |
3.3% |
10-3 |
1.6% |
21% |
False |
False |
44,899 |
10 |
675-0 |
639-0 |
36-0 |
5.5% |
13-3 |
2.1% |
43% |
False |
False |
46,732 |
20 |
675-0 |
604-0 |
71-0 |
10.8% |
12-2 |
1.9% |
71% |
False |
False |
39,289 |
40 |
675-0 |
564-0 |
111-0 |
17.0% |
10-0 |
1.5% |
82% |
False |
False |
30,725 |
60 |
675-0 |
530-6 |
144-2 |
22.0% |
10-2 |
1.6% |
86% |
False |
False |
27,791 |
80 |
675-0 |
504-6 |
170-2 |
26.0% |
10-3 |
1.6% |
88% |
False |
False |
25,277 |
100 |
675-0 |
474-4 |
200-4 |
30.6% |
10-3 |
1.6% |
90% |
False |
False |
23,096 |
120 |
675-0 |
428-2 |
246-6 |
37.7% |
9-5 |
1.5% |
92% |
False |
False |
20,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
726-6 |
2.618 |
703-7 |
1.618 |
689-7 |
1.000 |
681-2 |
0.618 |
675-7 |
HIGH |
667-2 |
0.618 |
661-7 |
0.500 |
660-2 |
0.382 |
658-5 |
LOW |
653-2 |
0.618 |
644-5 |
1.000 |
639-2 |
1.618 |
630-5 |
2.618 |
616-5 |
4.250 |
593-6 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
660-2 |
662-4 |
PP |
658-3 |
659-7 |
S1 |
656-3 |
657-1 |
|