CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
667-0 |
670-0 |
3-0 |
0.4% |
667-4 |
High |
680-4 |
672-0 |
-8-4 |
-1.2% |
680-4 |
Low |
667-0 |
665-4 |
-1-4 |
-0.2% |
642-0 |
Close |
671-2 |
669-4 |
-1-6 |
-0.3% |
671-2 |
Range |
13-4 |
6-4 |
-7-0 |
-51.9% |
38-4 |
ATR |
14-3 |
13-7 |
-0-5 |
-3.9% |
0-0 |
Volume |
56,194 |
45,338 |
-10,856 |
-19.3% |
202,086 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
688-4 |
685-4 |
673-1 |
|
R3 |
682-0 |
679-0 |
671-2 |
|
R2 |
675-4 |
675-4 |
670-6 |
|
R1 |
672-4 |
672-4 |
670-1 |
670-6 |
PP |
669-0 |
669-0 |
669-0 |
668-1 |
S1 |
666-0 |
666-0 |
668-7 |
664-2 |
S2 |
662-4 |
662-4 |
668-2 |
|
S3 |
656-0 |
659-4 |
667-6 |
|
S4 |
649-4 |
653-0 |
665-7 |
|
|
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 |
5.8% |
15-6 |
2.3% |
71% |
False |
False |
49,484 |
10 |
680-4 |
613-6 |
66-6 |
10.0% |
13-1 |
2.0% |
84% |
False |
False |
50,407 |
20 |
680-4 |
608-4 |
72-0 |
10.8% |
11-0 |
1.6% |
85% |
False |
False |
37,624 |
40 |
680-4 |
555-4 |
125-0 |
18.7% |
9-0 |
1.3% |
91% |
False |
False |
31,617 |
60 |
680-4 |
534-6 |
145-6 |
21.8% |
9-5 |
1.4% |
92% |
False |
False |
33,735 |
80 |
680-4 |
479-0 |
201-4 |
30.1% |
10-1 |
1.5% |
95% |
False |
False |
33,719 |
100 |
680-4 |
469-2 |
211-2 |
31.6% |
9-6 |
1.5% |
95% |
False |
False |
32,025 |
120 |
680-4 |
436-0 |
244-4 |
36.5% |
9-2 |
1.4% |
96% |
False |
False |
29,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
699-5 |
2.618 |
689-0 |
1.618 |
682-4 |
1.000 |
678-4 |
0.618 |
676-0 |
HIGH |
672-0 |
0.618 |
669-4 |
0.500 |
668-6 |
0.382 |
668-0 |
LOW |
665-4 |
0.618 |
661-4 |
1.000 |
659-0 |
1.618 |
655-0 |
2.618 |
648-4 |
4.250 |
637-7 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
669-2 |
666-6 |
PP |
669-0 |
664-0 |
S1 |
668-6 |
661-2 |
|