CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
665-4 |
670-4 |
5-0 |
0.8% |
667-4 |
| High |
675-0 |
670-6 |
-4-2 |
-0.6% |
680-4 |
| Low |
663-0 |
663-2 |
0-2 |
0.0% |
642-0 |
| Close |
672-6 |
666-0 |
-6-6 |
-1.0% |
671-2 |
| Range |
12-0 |
7-4 |
-4-4 |
-37.5% |
38-4 |
| ATR |
14-1 |
13-6 |
-0-3 |
-2.3% |
0-0 |
| Volume |
37,873 |
42,977 |
5,104 |
13.5% |
202,086 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
689-1 |
685-1 |
670-1 |
|
| R3 |
681-5 |
677-5 |
668-0 |
|
| R2 |
674-1 |
674-1 |
667-3 |
|
| R1 |
670-1 |
670-1 |
666-6 |
668-3 |
| PP |
666-5 |
666-5 |
666-5 |
665-6 |
| S1 |
662-5 |
662-5 |
665-2 |
660-7 |
| S2 |
659-1 |
659-1 |
664-5 |
|
| S3 |
651-5 |
655-1 |
664-0 |
|
| S4 |
644-1 |
647-5 |
661-7 |
|
|
| 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 |
654-4 |
26-0 |
3.9% |
9-2 |
1.4% |
44% |
False |
False |
45,417 |
| 10 |
680-4 |
642-0 |
38-4 |
5.8% |
12-7 |
1.9% |
62% |
False |
False |
50,194 |
| 20 |
680-4 |
608-4 |
72-0 |
10.8% |
11-4 |
1.7% |
80% |
False |
False |
40,883 |
| 40 |
680-4 |
567-0 |
113-4 |
17.0% |
9-4 |
1.4% |
87% |
False |
False |
33,024 |
| 60 |
680-4 |
534-6 |
145-6 |
21.9% |
9-5 |
1.4% |
90% |
False |
False |
34,569 |
| 80 |
680-4 |
500-4 |
180-0 |
27.0% |
9-7 |
1.5% |
92% |
False |
False |
34,012 |
| 100 |
680-4 |
479-0 |
201-4 |
30.3% |
9-7 |
1.5% |
93% |
False |
False |
32,819 |
| 120 |
680-4 |
436-0 |
244-4 |
36.7% |
9-2 |
1.4% |
94% |
False |
False |
29,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
702-5 |
|
2.618 |
690-3 |
|
1.618 |
682-7 |
|
1.000 |
678-2 |
|
0.618 |
675-3 |
|
HIGH |
670-6 |
|
0.618 |
667-7 |
|
0.500 |
667-0 |
|
0.382 |
666-1 |
|
LOW |
663-2 |
|
0.618 |
658-5 |
|
1.000 |
655-6 |
|
1.618 |
651-1 |
|
2.618 |
643-5 |
|
4.250 |
631-3 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
667-0 |
665-5 |
| PP |
666-5 |
665-1 |
| S1 |
666-3 |
664-6 |
|