CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 26-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
661-0 |
665-4 |
4-4 |
0.7% |
667-4 |
High |
661-4 |
675-0 |
13-4 |
2.0% |
680-4 |
Low |
654-4 |
663-0 |
8-4 |
1.3% |
642-0 |
Close |
659-0 |
672-6 |
13-6 |
2.1% |
671-2 |
Range |
7-0 |
12-0 |
5-0 |
71.4% |
38-4 |
ATR |
14-0 |
14-1 |
0-1 |
1.1% |
0-0 |
Volume |
44,705 |
37,873 |
-6,832 |
-15.3% |
202,086 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
706-2 |
701-4 |
679-3 |
|
R3 |
694-2 |
689-4 |
676-0 |
|
R2 |
682-2 |
682-2 |
675-0 |
|
R1 |
677-4 |
677-4 |
673-7 |
679-7 |
PP |
670-2 |
670-2 |
670-2 |
671-4 |
S1 |
665-4 |
665-4 |
671-5 |
667-7 |
S2 |
658-2 |
658-2 |
670-4 |
|
S3 |
646-2 |
653-4 |
669-4 |
|
S4 |
634-2 |
641-4 |
666-1 |
|
|
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 |
5.7% |
13-0 |
1.9% |
80% |
False |
False |
47,941 |
10 |
680-4 |
640-0 |
40-4 |
6.0% |
13-0 |
1.9% |
81% |
False |
False |
49,251 |
20 |
680-4 |
608-4 |
72-0 |
10.7% |
11-4 |
1.7% |
89% |
False |
False |
39,965 |
40 |
680-4 |
555-4 |
125-0 |
18.6% |
9-2 |
1.4% |
94% |
False |
False |
32,536 |
60 |
680-4 |
534-6 |
145-6 |
21.7% |
9-5 |
1.4% |
95% |
False |
False |
34,139 |
80 |
680-4 |
479-0 |
201-4 |
30.0% |
10-0 |
1.5% |
96% |
False |
False |
34,027 |
100 |
680-4 |
473-0 |
207-4 |
30.8% |
9-7 |
1.5% |
96% |
False |
False |
32,540 |
120 |
680-4 |
436-0 |
244-4 |
36.3% |
9-2 |
1.4% |
97% |
False |
False |
29,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
726-0 |
2.618 |
706-3 |
1.618 |
694-3 |
1.000 |
687-0 |
0.618 |
682-3 |
HIGH |
675-0 |
0.618 |
670-3 |
0.500 |
669-0 |
0.382 |
667-5 |
LOW |
663-0 |
0.618 |
655-5 |
1.000 |
651-0 |
1.618 |
643-5 |
2.618 |
631-5 |
4.250 |
612-0 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
671-4 |
670-1 |
PP |
670-2 |
667-3 |
S1 |
669-0 |
664-6 |
|