CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
614-0 |
626-0 |
12-0 |
2.0% |
642-4 |
High |
626-0 |
627-4 |
1-4 |
0.2% |
643-4 |
Low |
613-6 |
619-4 |
5-6 |
0.9% |
608-4 |
Close |
620-2 |
620-0 |
-0-2 |
0.0% |
608-4 |
Range |
12-2 |
8-0 |
-4-2 |
-34.7% |
35-0 |
ATR |
11-2 |
11-0 |
-0-2 |
-2.1% |
0-0 |
Volume |
57,165 |
36,975 |
-20,190 |
-35.3% |
150,105 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
646-3 |
641-1 |
624-3 |
|
R3 |
638-3 |
633-1 |
622-2 |
|
R2 |
630-3 |
630-3 |
621-4 |
|
R1 |
625-1 |
625-1 |
620-6 |
623-6 |
PP |
622-3 |
622-3 |
622-3 |
621-5 |
S1 |
617-1 |
617-1 |
619-2 |
615-6 |
S2 |
614-3 |
614-3 |
618-4 |
|
S3 |
606-3 |
609-1 |
617-6 |
|
S4 |
598-3 |
601-1 |
615-5 |
|
|
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% |
12-0 |
1.9% |
50% |
False |
False |
40,869 |
10 |
643-4 |
608-4 |
35-0 |
5.6% |
9-7 |
1.6% |
33% |
False |
False |
30,679 |
20 |
643-4 |
594-2 |
49-2 |
7.9% |
7-7 |
1.3% |
52% |
False |
False |
25,642 |
40 |
643-4 |
534-6 |
108-6 |
17.5% |
8-6 |
1.4% |
78% |
False |
False |
29,413 |
60 |
643-4 |
534-6 |
108-6 |
17.5% |
9-2 |
1.5% |
78% |
False |
False |
30,891 |
80 |
643-4 |
479-0 |
164-4 |
26.5% |
9-7 |
1.6% |
86% |
False |
False |
31,003 |
100 |
643-4 |
444-4 |
199-0 |
32.1% |
9-0 |
1.5% |
88% |
False |
False |
29,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
661-4 |
2.618 |
648-4 |
1.618 |
640-4 |
1.000 |
635-4 |
0.618 |
632-4 |
HIGH |
627-4 |
0.618 |
624-4 |
0.500 |
623-4 |
0.382 |
622-4 |
LOW |
619-4 |
0.618 |
614-4 |
1.000 |
611-4 |
1.618 |
606-4 |
2.618 |
598-4 |
4.250 |
585-4 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
623-4 |
619-3 |
PP |
622-3 |
618-5 |
S1 |
621-1 |
618-0 |
|