CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 03-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
634-4 |
642-4 |
8-0 |
1.3% |
624-0 |
High |
640-0 |
643-4 |
3-4 |
0.5% |
640-0 |
Low |
634-4 |
634-0 |
-0-4 |
-0.1% |
624-0 |
Close |
640-0 |
632-0 |
-8-0 |
-1.3% |
640-0 |
Range |
5-4 |
9-4 |
4-0 |
72.7% |
16-0 |
ATR |
9-5 |
9-5 |
0-0 |
-0.1% |
0-0 |
Volume |
21,693 |
17,532 |
-4,161 |
-19.2% |
98,305 |
|
Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
665-0 |
658-0 |
637-2 |
|
R3 |
655-4 |
648-4 |
634-5 |
|
R2 |
646-0 |
646-0 |
633-6 |
|
R1 |
639-0 |
639-0 |
632-7 |
637-6 |
PP |
636-4 |
636-4 |
636-4 |
635-7 |
S1 |
629-4 |
629-4 |
631-1 |
628-2 |
S2 |
627-0 |
627-0 |
630-2 |
|
S3 |
617-4 |
620-0 |
629-3 |
|
S4 |
608-0 |
610-4 |
626-6 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
682-5 |
677-3 |
648-6 |
|
R3 |
666-5 |
661-3 |
644-3 |
|
R2 |
650-5 |
650-5 |
642-7 |
|
R1 |
645-3 |
645-3 |
641-4 |
648-0 |
PP |
634-5 |
634-5 |
634-5 |
636-0 |
S1 |
629-3 |
629-3 |
638-4 |
632-0 |
S2 |
618-5 |
618-5 |
637-1 |
|
S3 |
602-5 |
613-3 |
635-5 |
|
S4 |
586-5 |
597-3 |
631-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
643-4 |
625-4 |
18-0 |
2.8% |
6-6 |
1.1% |
36% |
True |
False |
19,019 |
10 |
643-4 |
609-0 |
34-4 |
5.5% |
5-7 |
0.9% |
67% |
True |
False |
20,128 |
20 |
643-4 |
570-0 |
73-4 |
11.6% |
7-1 |
1.1% |
84% |
True |
False |
23,197 |
40 |
643-4 |
534-6 |
108-6 |
17.2% |
8-6 |
1.4% |
89% |
True |
False |
30,491 |
60 |
643-4 |
534-6 |
108-6 |
17.2% |
9-2 |
1.5% |
89% |
True |
False |
31,219 |
80 |
643-4 |
479-0 |
164-4 |
26.0% |
9-4 |
1.5% |
93% |
True |
False |
30,272 |
100 |
643-4 |
443-0 |
200-4 |
31.7% |
8-6 |
1.4% |
94% |
True |
False |
27,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
683-7 |
2.618 |
668-3 |
1.618 |
658-7 |
1.000 |
653-0 |
0.618 |
649-3 |
HIGH |
643-4 |
0.618 |
639-7 |
0.500 |
638-6 |
0.382 |
637-5 |
LOW |
634-0 |
0.618 |
628-1 |
1.000 |
624-4 |
1.618 |
618-5 |
2.618 |
609-1 |
4.250 |
593-5 |
|
|
Fisher Pivots for day following 03-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
638-6 |
634-4 |
PP |
636-4 |
633-5 |
S1 |
634-2 |
632-7 |
|