CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
642-0 |
667-0 |
25-0 |
3.9% |
667-4 |
High |
668-0 |
680-4 |
12-4 |
1.9% |
680-4 |
Low |
642-0 |
667-0 |
25-0 |
3.9% |
642-0 |
Close |
668-0 |
671-2 |
3-2 |
0.5% |
671-2 |
Range |
26-0 |
13-4 |
-12-4 |
-48.1% |
38-4 |
ATR |
14-4 |
14-3 |
-0-1 |
-0.5% |
0-0 |
Volume |
55,597 |
56,194 |
597 |
1.1% |
202,086 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
713-3 |
705-7 |
678-5 |
|
R3 |
699-7 |
692-3 |
675-0 |
|
R2 |
686-3 |
686-3 |
673-6 |
|
R1 |
678-7 |
678-7 |
672-4 |
682-5 |
PP |
672-7 |
672-7 |
672-7 |
674-6 |
S1 |
665-3 |
665-3 |
670-0 |
669-1 |
S2 |
659-3 |
659-3 |
668-6 |
|
S3 |
645-7 |
651-7 |
667-4 |
|
S4 |
632-3 |
638-3 |
663-7 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
780-1 |
764-1 |
692-3 |
|
R3 |
741-5 |
725-5 |
681-7 |
|
R2 |
703-1 |
703-1 |
678-2 |
|
R1 |
687-1 |
687-1 |
674-6 |
695-1 |
PP |
664-5 |
664-5 |
664-5 |
668-4 |
S1 |
648-5 |
648-5 |
667-6 |
656-5 |
S2 |
626-1 |
626-1 |
664-2 |
|
S3 |
587-5 |
610-1 |
660-5 |
|
S4 |
549-1 |
571-5 |
650-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
680-4 |
642-0 |
38-4 |
5.7% |
17-1 |
2.6% |
76% |
True |
False |
51,294 |
10 |
680-4 |
608-4 |
72-0 |
10.7% |
13-2 |
2.0% |
87% |
True |
False |
50,272 |
20 |
680-4 |
608-4 |
72-0 |
10.7% |
11-0 |
1.6% |
87% |
True |
False |
36,584 |
40 |
680-4 |
555-4 |
125-0 |
18.6% |
8-7 |
1.3% |
93% |
True |
False |
31,287 |
60 |
680-4 |
534-6 |
145-6 |
21.7% |
9-6 |
1.5% |
94% |
True |
False |
33,449 |
80 |
680-4 |
479-0 |
201-4 |
30.0% |
10-2 |
1.5% |
95% |
True |
False |
33,352 |
100 |
680-4 |
463-4 |
217-0 |
32.3% |
9-6 |
1.5% |
96% |
True |
False |
31,728 |
120 |
680-4 |
427-4 |
253-0 |
37.7% |
9-2 |
1.4% |
96% |
True |
False |
28,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
737-7 |
2.618 |
715-7 |
1.618 |
702-3 |
1.000 |
694-0 |
0.618 |
688-7 |
HIGH |
680-4 |
0.618 |
675-3 |
0.500 |
673-6 |
0.382 |
672-1 |
LOW |
667-0 |
0.618 |
658-5 |
1.000 |
653-4 |
1.618 |
645-1 |
2.618 |
631-5 |
4.250 |
609-5 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
673-6 |
667-7 |
PP |
672-7 |
664-5 |
S1 |
672-1 |
661-2 |
|