CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
652-4 |
652-0 |
-0-4 |
-0.1% |
614-0 |
High |
661-4 |
665-0 |
3-4 |
0.5% |
665-0 |
Low |
652-0 |
651-2 |
-0-6 |
-0.1% |
613-6 |
Close |
656-4 |
662-2 |
5-6 |
0.9% |
662-2 |
Range |
9-4 |
13-6 |
4-2 |
44.7% |
51-2 |
ATR |
12-6 |
12-6 |
0-1 |
0.6% |
0-0 |
Volume |
74,583 |
54,385 |
-20,198 |
-27.1% |
256,655 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
700-6 |
695-2 |
669-6 |
|
R3 |
687-0 |
681-4 |
666-0 |
|
R2 |
673-2 |
673-2 |
664-6 |
|
R1 |
667-6 |
667-6 |
663-4 |
670-4 |
PP |
659-4 |
659-4 |
659-4 |
660-7 |
S1 |
654-0 |
654-0 |
661-0 |
656-6 |
S2 |
645-6 |
645-6 |
659-6 |
|
S3 |
632-0 |
640-2 |
658-4 |
|
S4 |
618-2 |
626-4 |
654-6 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
800-6 |
782-6 |
690-4 |
|
R3 |
749-4 |
731-4 |
676-3 |
|
R2 |
698-2 |
698-2 |
671-5 |
|
R1 |
680-2 |
680-2 |
667-0 |
689-2 |
PP |
647-0 |
647-0 |
647-0 |
651-4 |
S1 |
629-0 |
629-0 |
657-4 |
638-0 |
S2 |
595-6 |
595-6 |
652-7 |
|
S3 |
544-4 |
577-6 |
648-1 |
|
S4 |
493-2 |
526-4 |
634-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
665-0 |
613-6 |
51-2 |
7.7% |
10-5 |
1.6% |
95% |
True |
False |
51,331 |
10 |
665-0 |
608-4 |
56-4 |
8.5% |
11-2 |
1.7% |
95% |
True |
False |
40,676 |
20 |
665-0 |
600-4 |
64-4 |
9.7% |
8-5 |
1.3% |
96% |
True |
False |
30,249 |
40 |
665-0 |
534-6 |
130-2 |
19.7% |
8-4 |
1.3% |
98% |
True |
False |
30,282 |
60 |
665-0 |
534-6 |
130-2 |
19.7% |
9-2 |
1.4% |
98% |
True |
False |
32,370 |
80 |
665-0 |
479-0 |
186-0 |
28.1% |
9-7 |
1.5% |
99% |
True |
False |
31,993 |
100 |
665-0 |
444-4 |
220-4 |
33.3% |
9-2 |
1.4% |
99% |
True |
False |
30,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
723-4 |
2.618 |
701-0 |
1.618 |
687-2 |
1.000 |
678-6 |
0.618 |
673-4 |
HIGH |
665-0 |
0.618 |
659-6 |
0.500 |
658-1 |
0.382 |
656-4 |
LOW |
651-2 |
0.618 |
642-6 |
1.000 |
637-4 |
1.618 |
629-0 |
2.618 |
615-2 |
4.250 |
592-6 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
660-7 |
659-0 |
PP |
659-4 |
655-6 |
S1 |
658-1 |
652-4 |
|