CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 04-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
642-4 |
625-4 |
-17-0 |
-2.6% |
624-0 |
High |
643-4 |
627-4 |
-16-0 |
-2.5% |
640-0 |
Low |
634-0 |
616-6 |
-17-2 |
-2.7% |
624-0 |
Close |
632-0 |
620-6 |
-11-2 |
-1.8% |
640-0 |
Range |
9-4 |
10-6 |
1-2 |
13.2% |
16-0 |
ATR |
9-5 |
10-0 |
0-3 |
4.2% |
0-0 |
Volume |
17,532 |
22,367 |
4,835 |
27.6% |
98,305 |
|
Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
653-7 |
648-1 |
626-5 |
|
R3 |
643-1 |
637-3 |
623-6 |
|
R2 |
632-3 |
632-3 |
622-6 |
|
R1 |
626-5 |
626-5 |
621-6 |
624-1 |
PP |
621-5 |
621-5 |
621-5 |
620-4 |
S1 |
615-7 |
615-7 |
619-6 |
613-3 |
S2 |
610-7 |
610-7 |
618-6 |
|
S3 |
600-1 |
605-1 |
617-6 |
|
S4 |
589-3 |
594-3 |
614-7 |
|
|
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 |
616-6 |
26-6 |
4.3% |
7-6 |
1.2% |
15% |
False |
True |
20,489 |
10 |
643-4 |
609-6 |
33-6 |
5.4% |
6-3 |
1.0% |
33% |
False |
False |
19,786 |
20 |
643-4 |
570-0 |
73-4 |
11.8% |
7-4 |
1.2% |
69% |
False |
False |
21,732 |
40 |
643-4 |
534-6 |
108-6 |
17.5% |
8-7 |
1.4% |
79% |
False |
False |
30,276 |
60 |
643-4 |
534-6 |
108-6 |
17.5% |
9-4 |
1.5% |
79% |
False |
False |
30,954 |
80 |
643-4 |
479-0 |
164-4 |
26.5% |
9-4 |
1.5% |
86% |
False |
False |
30,181 |
100 |
643-4 |
444-4 |
199-0 |
32.1% |
8-6 |
1.4% |
89% |
False |
False |
27,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
673-2 |
2.618 |
655-5 |
1.618 |
644-7 |
1.000 |
638-2 |
0.618 |
634-1 |
HIGH |
627-4 |
0.618 |
623-3 |
0.500 |
622-1 |
0.382 |
620-7 |
LOW |
616-6 |
0.618 |
610-1 |
1.000 |
606-0 |
1.618 |
599-3 |
2.618 |
588-5 |
4.250 |
571-0 |
|
|
Fisher Pivots for day following 04-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
622-1 |
630-1 |
PP |
621-5 |
627-0 |
S1 |
621-2 |
623-7 |
|