CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
626-0 |
640-0 |
14-0 |
2.2% |
642-4 |
| High |
627-4 |
649-4 |
22-0 |
3.5% |
643-4 |
| Low |
619-4 |
640-0 |
20-4 |
3.3% |
608-4 |
| Close |
620-0 |
644-2 |
24-2 |
3.9% |
608-4 |
| Range |
8-0 |
9-4 |
1-4 |
18.8% |
35-0 |
| ATR |
11-0 |
12-3 |
1-3 |
11.9% |
0-0 |
| Volume |
36,975 |
33,547 |
-3,428 |
-9.3% |
150,105 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
673-1 |
668-1 |
649-4 |
|
| R3 |
663-5 |
658-5 |
646-7 |
|
| R2 |
654-1 |
654-1 |
646-0 |
|
| R1 |
649-1 |
649-1 |
645-1 |
651-5 |
| PP |
644-5 |
644-5 |
644-5 |
645-6 |
| S1 |
639-5 |
639-5 |
643-3 |
642-1 |
| S2 |
635-1 |
635-1 |
642-4 |
|
| S3 |
625-5 |
630-1 |
641-5 |
|
| S4 |
616-1 |
620-5 |
639-0 |
|
|
| 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 |
649-4 |
608-4 |
41-0 |
6.4% |
10-2 |
1.6% |
87% |
True |
False |
41,558 |
| 10 |
649-4 |
608-4 |
41-0 |
6.4% |
10-1 |
1.6% |
87% |
True |
False |
31,572 |
| 20 |
649-4 |
594-2 |
55-2 |
8.6% |
8-2 |
1.3% |
90% |
True |
False |
26,085 |
| 40 |
649-4 |
534-6 |
114-6 |
17.8% |
8-4 |
1.3% |
95% |
True |
False |
29,160 |
| 60 |
649-4 |
534-6 |
114-6 |
17.8% |
9-2 |
1.4% |
95% |
True |
False |
31,035 |
| 80 |
649-4 |
479-0 |
170-4 |
26.5% |
9-6 |
1.5% |
97% |
True |
False |
30,977 |
| 100 |
649-4 |
444-4 |
205-0 |
31.8% |
9-0 |
1.4% |
97% |
True |
False |
29,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
689-7 |
|
2.618 |
674-3 |
|
1.618 |
664-7 |
|
1.000 |
659-0 |
|
0.618 |
655-3 |
|
HIGH |
649-4 |
|
0.618 |
645-7 |
|
0.500 |
644-6 |
|
0.382 |
643-5 |
|
LOW |
640-0 |
|
0.618 |
634-1 |
|
1.000 |
630-4 |
|
1.618 |
624-5 |
|
2.618 |
615-1 |
|
4.250 |
599-5 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
644-6 |
640-0 |
| PP |
644-5 |
635-7 |
| S1 |
644-3 |
631-5 |
|