CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
664-6 |
662-4 |
-2-2 |
-0.3% |
666-0 |
High |
667-2 |
669-4 |
2-2 |
0.3% |
671-6 |
Low |
653-2 |
661-0 |
7-6 |
1.2% |
650-0 |
Close |
654-4 |
670-0 |
15-4 |
2.4% |
654-4 |
Range |
14-0 |
8-4 |
-5-4 |
-39.3% |
21-6 |
ATR |
14-0 |
14-1 |
0-1 |
0.5% |
0-0 |
Volume |
50,327 |
42,289 |
-8,038 |
-16.0% |
224,498 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
692-3 |
689-5 |
674-5 |
|
R3 |
683-7 |
681-1 |
672-3 |
|
R2 |
675-3 |
675-3 |
671-4 |
|
R1 |
672-5 |
672-5 |
670-6 |
674-0 |
PP |
666-7 |
666-7 |
666-7 |
667-4 |
S1 |
664-1 |
664-1 |
669-2 |
665-4 |
S2 |
658-3 |
658-3 |
668-4 |
|
S3 |
649-7 |
655-5 |
667-5 |
|
S4 |
641-3 |
647-1 |
665-3 |
|
|
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 |
3.2% |
10-4 |
1.6% |
92% |
False |
False |
46,701 |
10 |
675-0 |
639-0 |
36-0 |
5.4% |
13-0 |
1.9% |
86% |
False |
False |
45,011 |
20 |
675-0 |
604-0 |
71-0 |
10.6% |
12-3 |
1.8% |
93% |
False |
False |
40,516 |
40 |
675-0 |
565-2 |
109-6 |
16.4% |
9-7 |
1.5% |
95% |
False |
False |
31,270 |
60 |
675-0 |
530-6 |
144-2 |
21.5% |
10-1 |
1.5% |
97% |
False |
False |
28,235 |
80 |
675-0 |
506-4 |
168-4 |
25.1% |
10-4 |
1.6% |
97% |
False |
False |
25,584 |
100 |
675-0 |
474-4 |
200-4 |
29.9% |
10-3 |
1.5% |
98% |
False |
False |
23,398 |
120 |
675-0 |
428-2 |
246-6 |
36.8% |
9-6 |
1.4% |
98% |
False |
False |
20,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
705-5 |
2.618 |
691-6 |
1.618 |
683-2 |
1.000 |
678-0 |
0.618 |
674-6 |
HIGH |
669-4 |
0.618 |
666-2 |
0.500 |
665-2 |
0.382 |
664-2 |
LOW |
661-0 |
0.618 |
655-6 |
1.000 |
652-4 |
1.618 |
647-2 |
2.618 |
638-6 |
4.250 |
624-7 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
668-3 |
667-1 |
PP |
666-7 |
664-2 |
S1 |
665-2 |
661-3 |
|