CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
613-4 |
626-0 |
12-4 |
2.0% |
624-0 |
High |
631-4 |
629-0 |
-2-4 |
-0.4% |
640-0 |
Low |
613-4 |
615-0 |
1-4 |
0.2% |
624-0 |
Close |
631-6 |
615-0 |
-16-6 |
-2.7% |
640-0 |
Range |
18-0 |
14-0 |
-4-0 |
-22.2% |
16-0 |
ATR |
10-5 |
11-0 |
0-4 |
4.1% |
0-0 |
Volume |
30,103 |
36,122 |
6,019 |
20.0% |
98,305 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
661-5 |
652-3 |
622-6 |
|
R3 |
647-5 |
638-3 |
618-7 |
|
R2 |
633-5 |
633-5 |
617-5 |
|
R1 |
624-3 |
624-3 |
616-2 |
622-0 |
PP |
619-5 |
619-5 |
619-5 |
618-4 |
S1 |
610-3 |
610-3 |
613-6 |
608-0 |
S2 |
605-5 |
605-5 |
612-3 |
|
S3 |
591-5 |
596-3 |
611-1 |
|
S4 |
577-5 |
582-3 |
607-2 |
|
|
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 |
4.9% |
11-4 |
1.9% |
5% |
False |
False |
25,563 |
10 |
643-4 |
613-4 |
30-0 |
4.9% |
8-6 |
1.4% |
5% |
False |
False |
22,895 |
20 |
643-4 |
582-0 |
61-4 |
10.0% |
7-4 |
1.2% |
54% |
False |
False |
22,300 |
40 |
643-4 |
534-6 |
108-6 |
17.7% |
9-0 |
1.5% |
74% |
False |
False |
30,258 |
60 |
643-4 |
534-6 |
108-6 |
17.7% |
9-3 |
1.5% |
74% |
False |
False |
30,408 |
80 |
643-4 |
479-0 |
164-4 |
26.7% |
9-6 |
1.6% |
83% |
False |
False |
30,361 |
100 |
643-4 |
444-4 |
199-0 |
32.4% |
9-0 |
1.5% |
86% |
False |
False |
28,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
688-4 |
2.618 |
665-5 |
1.618 |
651-5 |
1.000 |
643-0 |
0.618 |
637-5 |
HIGH |
629-0 |
0.618 |
623-5 |
0.500 |
622-0 |
0.382 |
620-3 |
LOW |
615-0 |
0.618 |
606-3 |
1.000 |
601-0 |
1.618 |
592-3 |
2.618 |
578-3 |
4.250 |
555-4 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
622-0 |
622-4 |
PP |
619-5 |
620-0 |
S1 |
617-3 |
617-4 |
|