CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 05-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
625-4 |
613-4 |
-12-0 |
-1.9% |
624-0 |
High |
627-4 |
631-4 |
4-0 |
0.6% |
640-0 |
Low |
616-6 |
613-4 |
-3-2 |
-0.5% |
624-0 |
Close |
620-6 |
631-6 |
11-0 |
1.8% |
640-0 |
Range |
10-6 |
18-0 |
7-2 |
67.4% |
16-0 |
ATR |
10-0 |
10-5 |
0-5 |
5.7% |
0-0 |
Volume |
22,367 |
30,103 |
7,736 |
34.6% |
98,305 |
|
Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
679-5 |
673-5 |
641-5 |
|
R3 |
661-5 |
655-5 |
636-6 |
|
R2 |
643-5 |
643-5 |
635-0 |
|
R1 |
637-5 |
637-5 |
633-3 |
640-5 |
PP |
625-5 |
625-5 |
625-5 |
627-0 |
S1 |
619-5 |
619-5 |
630-1 |
622-5 |
S2 |
607-5 |
607-5 |
628-4 |
|
S3 |
589-5 |
601-5 |
626-6 |
|
S4 |
571-5 |
583-5 |
621-7 |
|
|
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 |
613-4 |
30-0 |
4.7% |
10-0 |
1.6% |
61% |
False |
True |
21,587 |
10 |
643-4 |
613-4 |
30-0 |
4.7% |
7-6 |
1.2% |
61% |
False |
True |
20,580 |
20 |
643-4 |
570-0 |
73-4 |
11.6% |
7-5 |
1.2% |
84% |
False |
False |
21,906 |
40 |
643-4 |
534-6 |
108-6 |
17.2% |
9-2 |
1.5% |
89% |
False |
False |
30,254 |
60 |
643-4 |
534-6 |
108-6 |
17.2% |
9-4 |
1.5% |
89% |
False |
False |
30,848 |
80 |
643-4 |
479-0 |
164-4 |
26.0% |
9-6 |
1.5% |
93% |
False |
False |
30,172 |
100 |
643-4 |
444-4 |
199-0 |
31.5% |
8-7 |
1.4% |
94% |
False |
False |
27,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
708-0 |
2.618 |
678-5 |
1.618 |
660-5 |
1.000 |
649-4 |
0.618 |
642-5 |
HIGH |
631-4 |
0.618 |
624-5 |
0.500 |
622-4 |
0.382 |
620-3 |
LOW |
613-4 |
0.618 |
602-3 |
1.000 |
595-4 |
1.618 |
584-3 |
2.618 |
566-3 |
4.250 |
537-0 |
|
|
Fisher Pivots for day following 05-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
628-5 |
630-5 |
PP |
625-5 |
629-5 |
S1 |
622-4 |
628-4 |
|