CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
617-0 |
602-0 |
-15-0 |
-2.4% |
612-6 |
| High |
617-0 |
619-4 |
2-4 |
0.4% |
630-0 |
| Low |
604-0 |
602-0 |
-2-0 |
-0.3% |
612-4 |
| Close |
608-4 |
619-2 |
10-6 |
1.8% |
629-0 |
| Range |
13-0 |
17-4 |
4-4 |
34.6% |
17-4 |
| ATR |
11-5 |
12-0 |
0-3 |
3.6% |
0-0 |
| Volume |
167,967 |
168,352 |
385 |
0.2% |
287,084 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
666-1 |
660-1 |
628-7 |
|
| R3 |
648-5 |
642-5 |
624-0 |
|
| R2 |
631-1 |
631-1 |
622-4 |
|
| R1 |
625-1 |
625-1 |
620-7 |
628-1 |
| PP |
613-5 |
613-5 |
613-5 |
615-0 |
| S1 |
607-5 |
607-5 |
617-5 |
610-5 |
| S2 |
596-1 |
596-1 |
616-0 |
|
| S3 |
578-5 |
590-1 |
614-4 |
|
| S4 |
561-1 |
572-5 |
609-5 |
|
|
| 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 |
602-0 |
31-6 |
5.1% |
12-5 |
2.0% |
54% |
False |
True |
108,186 |
| 10 |
633-6 |
602-0 |
31-6 |
5.1% |
9-3 |
1.5% |
54% |
False |
True |
92,161 |
| 20 |
633-6 |
556-0 |
77-6 |
12.6% |
9-3 |
1.5% |
81% |
False |
False |
102,415 |
| 40 |
633-6 |
520-6 |
113-0 |
18.2% |
11-4 |
1.9% |
87% |
False |
False |
126,023 |
| 60 |
633-6 |
520-6 |
113-0 |
18.2% |
11-4 |
1.9% |
87% |
False |
False |
108,264 |
| 80 |
633-6 |
468-0 |
165-6 |
26.8% |
11-5 |
1.9% |
91% |
False |
False |
96,205 |
| 100 |
633-6 |
429-4 |
204-2 |
33.0% |
10-6 |
1.7% |
93% |
False |
False |
84,690 |
| 120 |
633-6 |
390-4 |
243-2 |
39.3% |
10-3 |
1.7% |
94% |
False |
False |
74,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
693-7 |
|
2.618 |
665-3 |
|
1.618 |
647-7 |
|
1.000 |
637-0 |
|
0.618 |
630-3 |
|
HIGH |
619-4 |
|
0.618 |
612-7 |
|
0.500 |
610-6 |
|
0.382 |
608-5 |
|
LOW |
602-0 |
|
0.618 |
591-1 |
|
1.000 |
584-4 |
|
1.618 |
573-5 |
|
2.618 |
556-1 |
|
4.250 |
527-5 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
616-3 |
618-6 |
| PP |
613-5 |
618-3 |
| S1 |
610-6 |
617-7 |
|