CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
613-4 |
614-0 |
0-4 |
0.1% |
642-4 |
High |
616-0 |
626-0 |
10-0 |
1.6% |
643-4 |
Low |
608-4 |
613-6 |
5-2 |
0.9% |
608-4 |
Close |
608-4 |
620-2 |
11-6 |
1.9% |
608-4 |
Range |
7-4 |
12-2 |
4-6 |
63.3% |
35-0 |
ATR |
10-6 |
11-2 |
0-4 |
4.4% |
0-0 |
Volume |
43,981 |
57,165 |
13,184 |
30.0% |
150,105 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
656-6 |
650-6 |
627-0 |
|
R3 |
644-4 |
638-4 |
623-5 |
|
R2 |
632-2 |
632-2 |
622-4 |
|
R1 |
626-2 |
626-2 |
621-3 |
629-2 |
PP |
620-0 |
620-0 |
620-0 |
621-4 |
S1 |
614-0 |
614-0 |
619-1 |
617-0 |
S2 |
607-6 |
607-6 |
618-0 |
|
S3 |
595-4 |
601-6 |
616-7 |
|
S4 |
583-2 |
589-4 |
613-4 |
|
|
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 |
631-4 |
608-4 |
23-0 |
3.7% |
12-4 |
2.0% |
51% |
False |
False |
37,947 |
10 |
643-4 |
608-4 |
35-0 |
5.6% |
9-5 |
1.5% |
34% |
False |
False |
28,483 |
20 |
643-4 |
594-2 |
49-2 |
7.9% |
7-6 |
1.3% |
53% |
False |
False |
24,986 |
40 |
643-4 |
534-6 |
108-6 |
17.5% |
9-0 |
1.5% |
79% |
False |
False |
29,641 |
60 |
643-4 |
534-6 |
108-6 |
17.5% |
9-1 |
1.5% |
79% |
False |
False |
30,680 |
80 |
643-4 |
479-0 |
164-4 |
26.5% |
9-7 |
1.6% |
86% |
False |
False |
30,864 |
100 |
643-4 |
444-4 |
199-0 |
32.1% |
9-1 |
1.5% |
88% |
False |
False |
28,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
678-0 |
2.618 |
658-1 |
1.618 |
645-7 |
1.000 |
638-2 |
0.618 |
633-5 |
HIGH |
626-0 |
0.618 |
621-3 |
0.500 |
619-7 |
0.382 |
618-3 |
LOW |
613-6 |
0.618 |
606-1 |
1.000 |
601-4 |
1.618 |
593-7 |
2.618 |
581-5 |
4.250 |
561-6 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
620-1 |
619-6 |
PP |
620-0 |
619-2 |
S1 |
619-7 |
618-6 |
|