CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
626-0 |
613-4 |
-12-4 |
-2.0% |
642-4 |
High |
629-0 |
616-0 |
-13-0 |
-2.1% |
643-4 |
Low |
615-0 |
608-4 |
-6-4 |
-1.1% |
608-4 |
Close |
615-0 |
608-4 |
-6-4 |
-1.1% |
608-4 |
Range |
14-0 |
7-4 |
-6-4 |
-46.4% |
35-0 |
ATR |
11-0 |
10-6 |
-0-2 |
-2.3% |
0-0 |
Volume |
36,122 |
43,981 |
7,859 |
21.8% |
150,105 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
633-4 |
628-4 |
612-5 |
|
R3 |
626-0 |
621-0 |
610-4 |
|
R2 |
618-4 |
618-4 |
609-7 |
|
R1 |
613-4 |
613-4 |
609-2 |
612-2 |
PP |
611-0 |
611-0 |
611-0 |
610-3 |
S1 |
606-0 |
606-0 |
607-6 |
604-6 |
S2 |
603-4 |
603-4 |
607-1 |
|
S3 |
596-0 |
598-4 |
606-4 |
|
S4 |
588-4 |
591-0 |
604-3 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
725-1 |
701-7 |
627-6 |
|
R3 |
690-1 |
666-7 |
618-1 |
|
R2 |
655-1 |
655-1 |
614-7 |
|
R1 |
631-7 |
631-7 |
611-6 |
626-0 |
PP |
620-1 |
620-1 |
620-1 |
617-2 |
S1 |
596-7 |
596-7 |
605-2 |
591-0 |
S2 |
585-1 |
585-1 |
602-1 |
|
S3 |
550-1 |
561-7 |
598-7 |
|
S4 |
515-1 |
526-7 |
589-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
643-4 |
608-4 |
35-0 |
5.8% |
12-0 |
2.0% |
0% |
False |
True |
30,021 |
10 |
643-4 |
608-4 |
35-0 |
5.8% |
8-6 |
1.4% |
0% |
False |
True |
24,841 |
20 |
643-4 |
582-0 |
61-4 |
10.1% |
7-4 |
1.2% |
43% |
False |
False |
23,156 |
40 |
643-4 |
534-6 |
108-6 |
17.9% |
9-0 |
1.5% |
68% |
False |
False |
29,533 |
60 |
643-4 |
534-6 |
108-6 |
17.9% |
9-1 |
1.5% |
68% |
False |
False |
30,338 |
80 |
643-4 |
479-0 |
164-4 |
27.0% |
9-6 |
1.6% |
79% |
False |
False |
30,501 |
100 |
643-4 |
444-4 |
199-0 |
32.7% |
9-0 |
1.5% |
82% |
False |
False |
28,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
647-7 |
2.618 |
635-5 |
1.618 |
628-1 |
1.000 |
623-4 |
0.618 |
620-5 |
HIGH |
616-0 |
0.618 |
613-1 |
0.500 |
612-2 |
0.382 |
611-3 |
LOW |
608-4 |
0.618 |
603-7 |
1.000 |
601-0 |
1.618 |
596-3 |
2.618 |
588-7 |
4.250 |
576-5 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
612-2 |
620-0 |
PP |
611-0 |
616-1 |
S1 |
609-6 |
612-3 |
|