CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
632-4 |
617-0 |
-15-4 |
-2.5% |
612-6 |
| High |
633-6 |
617-0 |
-16-6 |
-2.6% |
630-0 |
| Low |
620-0 |
604-0 |
-16-0 |
-2.6% |
612-4 |
| Close |
620-4 |
608-4 |
-12-0 |
-1.9% |
629-0 |
| Range |
13-6 |
13-0 |
-0-6 |
-5.5% |
17-4 |
| ATR |
11-2 |
11-5 |
0-3 |
3.4% |
0-0 |
| Volume |
117,858 |
167,967 |
50,109 |
42.5% |
287,084 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648-7 |
641-5 |
615-5 |
|
| R3 |
635-7 |
628-5 |
612-1 |
|
| R2 |
622-7 |
622-7 |
610-7 |
|
| R1 |
615-5 |
615-5 |
609-6 |
612-6 |
| PP |
609-7 |
609-7 |
609-7 |
608-3 |
| S1 |
602-5 |
602-5 |
607-2 |
599-6 |
| S2 |
596-7 |
596-7 |
606-1 |
|
| S3 |
583-7 |
589-5 |
604-7 |
|
| S4 |
570-7 |
576-5 |
601-3 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
676-3 |
670-1 |
638-5 |
|
| R3 |
658-7 |
652-5 |
633-6 |
|
| R2 |
641-3 |
641-3 |
632-2 |
|
| R1 |
635-1 |
635-1 |
630-5 |
638-2 |
| PP |
623-7 |
623-7 |
623-7 |
625-3 |
| S1 |
617-5 |
617-5 |
627-3 |
620-6 |
| S2 |
606-3 |
606-3 |
625-6 |
|
| S3 |
588-7 |
600-1 |
624-2 |
|
| S4 |
571-3 |
582-5 |
619-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
633-6 |
604-0 |
29-6 |
4.9% |
10-3 |
1.7% |
15% |
False |
True |
87,724 |
| 10 |
633-6 |
598-0 |
35-6 |
5.9% |
8-2 |
1.4% |
29% |
False |
False |
82,978 |
| 20 |
633-6 |
556-0 |
77-6 |
12.8% |
9-4 |
1.6% |
68% |
False |
False |
101,173 |
| 40 |
633-6 |
520-6 |
113-0 |
18.6% |
11-2 |
1.8% |
78% |
False |
False |
123,927 |
| 60 |
633-6 |
520-6 |
113-0 |
18.6% |
11-4 |
1.9% |
78% |
False |
False |
106,329 |
| 80 |
633-6 |
468-0 |
165-6 |
27.2% |
11-3 |
1.9% |
85% |
False |
False |
95,071 |
| 100 |
633-6 |
429-4 |
204-2 |
33.6% |
10-5 |
1.7% |
88% |
False |
False |
83,428 |
| 120 |
633-6 |
390-4 |
243-2 |
40.0% |
10-2 |
1.7% |
90% |
False |
False |
72,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
672-2 |
|
2.618 |
651-0 |
|
1.618 |
638-0 |
|
1.000 |
630-0 |
|
0.618 |
625-0 |
|
HIGH |
617-0 |
|
0.618 |
612-0 |
|
0.500 |
610-4 |
|
0.382 |
609-0 |
|
LOW |
604-0 |
|
0.618 |
596-0 |
|
1.000 |
591-0 |
|
1.618 |
583-0 |
|
2.618 |
570-0 |
|
4.250 |
548-6 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
610-4 |
618-7 |
| PP |
609-7 |
615-3 |
| S1 |
609-1 |
612-0 |
|