CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
667-4 |
676-4 |
9-0 |
1.3% |
614-0 |
High |
675-0 |
677-4 |
2-4 |
0.4% |
665-0 |
Low |
667-0 |
653-0 |
-14-0 |
-2.1% |
613-6 |
Close |
673-0 |
655-4 |
-17-4 |
-2.6% |
662-2 |
Range |
8-0 |
24-4 |
16-4 |
206.3% |
51-2 |
ATR |
12-6 |
13-5 |
0-7 |
6.6% |
0-0 |
Volume |
43,559 |
46,736 |
3,177 |
7.3% |
256,655 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
735-4 |
720-0 |
669-0 |
|
R3 |
711-0 |
695-4 |
662-2 |
|
R2 |
686-4 |
686-4 |
660-0 |
|
R1 |
671-0 |
671-0 |
657-6 |
666-4 |
PP |
662-0 |
662-0 |
662-0 |
659-6 |
S1 |
646-4 |
646-4 |
653-2 |
642-0 |
S2 |
637-4 |
637-4 |
651-0 |
|
S3 |
613-0 |
622-0 |
648-6 |
|
S4 |
588-4 |
597-4 |
642-0 |
|
|
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 |
677-4 |
640-0 |
37-4 |
5.7% |
13-0 |
2.0% |
41% |
True |
False |
50,562 |
10 |
677-4 |
608-4 |
69-0 |
10.5% |
12-4 |
1.9% |
68% |
True |
False |
45,715 |
20 |
677-4 |
608-4 |
69-0 |
10.5% |
9-4 |
1.4% |
68% |
True |
False |
32,751 |
40 |
677-4 |
534-6 |
142-6 |
21.8% |
8-6 |
1.3% |
85% |
True |
False |
30,551 |
60 |
677-4 |
534-6 |
142-6 |
21.8% |
9-4 |
1.4% |
85% |
True |
False |
32,536 |
80 |
677-4 |
479-0 |
198-4 |
30.3% |
10-0 |
1.5% |
89% |
True |
False |
32,463 |
100 |
677-4 |
462-0 |
215-4 |
32.9% |
9-3 |
1.4% |
90% |
True |
False |
30,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
781-5 |
2.618 |
741-5 |
1.618 |
717-1 |
1.000 |
702-0 |
0.618 |
692-5 |
HIGH |
677-4 |
0.618 |
668-1 |
0.500 |
665-2 |
0.382 |
662-3 |
LOW |
653-0 |
0.618 |
637-7 |
1.000 |
628-4 |
1.618 |
613-3 |
2.618 |
588-7 |
4.250 |
548-7 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
665-2 |
664-3 |
PP |
662-0 |
661-3 |
S1 |
658-6 |
658-4 |
|