CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 20-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
676-4 |
642-0 |
-34-4 |
-5.1% |
614-0 |
High |
677-4 |
668-0 |
-9-4 |
-1.4% |
665-0 |
Low |
653-0 |
642-0 |
-11-0 |
-1.7% |
613-6 |
Close |
655-4 |
668-0 |
12-4 |
1.9% |
662-2 |
Range |
24-4 |
26-0 |
1-4 |
6.1% |
51-2 |
ATR |
13-5 |
14-4 |
0-7 |
6.5% |
0-0 |
Volume |
46,736 |
55,597 |
8,861 |
19.0% |
256,655 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
737-3 |
728-5 |
682-2 |
|
R3 |
711-3 |
702-5 |
675-1 |
|
R2 |
685-3 |
685-3 |
672-6 |
|
R1 |
676-5 |
676-5 |
670-3 |
681-0 |
PP |
659-3 |
659-3 |
659-3 |
661-4 |
S1 |
650-5 |
650-5 |
665-5 |
655-0 |
S2 |
633-3 |
633-3 |
663-2 |
|
S3 |
607-3 |
624-5 |
660-7 |
|
S4 |
581-3 |
598-5 |
653-6 |
|
|
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 |
677-4 |
642-0 |
35-4 |
5.3% |
16-3 |
2.4% |
73% |
False |
True |
54,972 |
10 |
677-4 |
608-4 |
69-0 |
10.3% |
13-2 |
2.0% |
86% |
False |
False |
48,265 |
20 |
677-4 |
608-4 |
69-0 |
10.3% |
10-4 |
1.6% |
86% |
False |
False |
34,422 |
40 |
677-4 |
534-6 |
142-6 |
21.4% |
9-1 |
1.4% |
93% |
False |
False |
30,907 |
60 |
677-4 |
534-6 |
142-6 |
21.4% |
9-6 |
1.5% |
93% |
False |
False |
32,968 |
80 |
677-4 |
479-0 |
198-4 |
29.7% |
10-2 |
1.5% |
95% |
False |
False |
32,842 |
100 |
677-4 |
463-4 |
214-0 |
32.0% |
9-5 |
1.4% |
96% |
False |
False |
31,282 |
120 |
677-4 |
427-4 |
250-0 |
37.4% |
9-2 |
1.4% |
96% |
False |
False |
28,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
778-4 |
2.618 |
736-1 |
1.618 |
710-1 |
1.000 |
694-0 |
0.618 |
684-1 |
HIGH |
668-0 |
0.618 |
658-1 |
0.500 |
655-0 |
0.382 |
651-7 |
LOW |
642-0 |
0.618 |
625-7 |
1.000 |
616-0 |
1.618 |
599-7 |
2.618 |
573-7 |
4.250 |
531-4 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
663-5 |
665-2 |
PP |
659-3 |
662-4 |
S1 |
655-0 |
659-6 |
|