CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
652-0 |
667-4 |
15-4 |
2.4% |
614-0 |
| High |
665-0 |
675-0 |
10-0 |
1.5% |
665-0 |
| Low |
651-2 |
667-0 |
15-6 |
2.4% |
613-6 |
| Close |
662-2 |
673-0 |
10-6 |
1.6% |
662-2 |
| Range |
13-6 |
8-0 |
-5-6 |
-41.8% |
51-2 |
| ATR |
12-6 |
12-6 |
0-0 |
0.0% |
0-0 |
| Volume |
54,385 |
43,559 |
-10,826 |
-19.9% |
256,655 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
695-5 |
692-3 |
677-3 |
|
| R3 |
687-5 |
684-3 |
675-2 |
|
| R2 |
679-5 |
679-5 |
674-4 |
|
| R1 |
676-3 |
676-3 |
673-6 |
678-0 |
| PP |
671-5 |
671-5 |
671-5 |
672-4 |
| S1 |
668-3 |
668-3 |
672-2 |
670-0 |
| S2 |
663-5 |
663-5 |
671-4 |
|
| S3 |
655-5 |
660-3 |
670-6 |
|
| S4 |
647-5 |
652-3 |
668-5 |
|
|
| 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 |
675-0 |
619-4 |
55-4 |
8.2% |
9-6 |
1.4% |
96% |
True |
False |
48,609 |
| 10 |
675-0 |
608-4 |
66-4 |
9.9% |
11-1 |
1.7% |
97% |
True |
False |
43,278 |
| 20 |
675-0 |
608-4 |
66-4 |
9.9% |
8-4 |
1.3% |
97% |
True |
False |
31,703 |
| 40 |
675-0 |
534-6 |
140-2 |
20.8% |
8-4 |
1.3% |
99% |
True |
False |
30,270 |
| 60 |
675-0 |
534-6 |
140-2 |
20.8% |
9-1 |
1.4% |
99% |
True |
False |
32,281 |
| 80 |
675-0 |
479-0 |
196-0 |
29.1% |
9-7 |
1.5% |
99% |
True |
False |
32,175 |
| 100 |
675-0 |
454-6 |
220-2 |
32.7% |
9-2 |
1.4% |
99% |
True |
False |
30,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
709-0 |
|
2.618 |
696-0 |
|
1.618 |
688-0 |
|
1.000 |
683-0 |
|
0.618 |
680-0 |
|
HIGH |
675-0 |
|
0.618 |
672-0 |
|
0.500 |
671-0 |
|
0.382 |
670-0 |
|
LOW |
667-0 |
|
0.618 |
662-0 |
|
1.000 |
659-0 |
|
1.618 |
654-0 |
|
2.618 |
646-0 |
|
4.250 |
633-0 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
672-3 |
669-6 |
| PP |
671-5 |
666-3 |
| S1 |
671-0 |
663-1 |
|