CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
670-0 |
661-0 |
-9-0 |
-1.3% |
667-4 |
High |
672-0 |
661-4 |
-10-4 |
-1.6% |
680-4 |
Low |
665-4 |
654-4 |
-11-0 |
-1.7% |
642-0 |
Close |
669-4 |
659-0 |
-10-4 |
-1.6% |
671-2 |
Range |
6-4 |
7-0 |
0-4 |
7.7% |
38-4 |
ATR |
13-7 |
14-0 |
0-1 |
0.6% |
0-0 |
Volume |
45,338 |
44,705 |
-633 |
-1.4% |
202,086 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
679-3 |
676-1 |
662-7 |
|
R3 |
672-3 |
669-1 |
660-7 |
|
R2 |
665-3 |
665-3 |
660-2 |
|
R1 |
662-1 |
662-1 |
659-5 |
660-2 |
PP |
658-3 |
658-3 |
658-3 |
657-3 |
S1 |
655-1 |
655-1 |
658-3 |
653-2 |
S2 |
651-3 |
651-3 |
657-6 |
|
S3 |
644-3 |
648-1 |
657-1 |
|
S4 |
637-3 |
641-1 |
655-1 |
|
|
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% |
15-4 |
2.4% |
44% |
False |
False |
49,714 |
10 |
680-4 |
619-4 |
61-0 |
9.3% |
12-5 |
1.9% |
65% |
False |
False |
49,161 |
20 |
680-4 |
608-4 |
72-0 |
10.9% |
11-1 |
1.7% |
70% |
False |
False |
38,822 |
40 |
680-4 |
555-4 |
125-0 |
19.0% |
9-0 |
1.4% |
83% |
False |
False |
31,865 |
60 |
680-4 |
534-6 |
145-6 |
22.1% |
9-5 |
1.5% |
85% |
False |
False |
34,014 |
80 |
680-4 |
479-0 |
201-4 |
30.6% |
10-0 |
1.5% |
89% |
False |
False |
34,019 |
100 |
680-4 |
470-0 |
210-4 |
31.9% |
9-6 |
1.5% |
90% |
False |
False |
32,346 |
120 |
680-4 |
436-0 |
244-4 |
37.1% |
9-2 |
1.4% |
91% |
False |
False |
29,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
691-2 |
2.618 |
679-7 |
1.618 |
672-7 |
1.000 |
668-4 |
0.618 |
665-7 |
HIGH |
661-4 |
0.618 |
658-7 |
0.500 |
658-0 |
0.382 |
657-1 |
LOW |
654-4 |
0.618 |
650-1 |
1.000 |
647-4 |
1.618 |
643-1 |
2.618 |
636-1 |
4.250 |
624-6 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
658-5 |
667-4 |
PP |
658-3 |
664-5 |
S1 |
658-0 |
661-7 |
|