CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
612-4 |
631-0 |
18-4 |
3.0% |
632-4 |
| High |
615-4 |
637-0 |
21-4 |
3.5% |
633-6 |
| Low |
603-4 |
628-0 |
24-4 |
4.1% |
595-0 |
| Close |
607-0 |
631-0 |
24-0 |
4.0% |
595-0 |
| Range |
12-0 |
9-0 |
-3-0 |
-25.0% |
38-6 |
| ATR |
12-5 |
13-7 |
1-2 |
9.8% |
0-0 |
| Volume |
145,978 |
216,362 |
70,384 |
48.2% |
790,495 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
659-0 |
654-0 |
636-0 |
|
| R3 |
650-0 |
645-0 |
633-4 |
|
| R2 |
641-0 |
641-0 |
632-5 |
|
| R1 |
636-0 |
636-0 |
631-7 |
635-4 |
| PP |
632-0 |
632-0 |
632-0 |
631-6 |
| S1 |
627-0 |
627-0 |
630-1 |
626-4 |
| S2 |
623-0 |
623-0 |
629-3 |
|
| S3 |
614-0 |
618-0 |
628-4 |
|
| S4 |
605-0 |
609-0 |
626-0 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
724-1 |
698-3 |
616-2 |
|
| R3 |
685-3 |
659-5 |
605-5 |
|
| R2 |
646-5 |
646-5 |
602-1 |
|
| R1 |
620-7 |
620-7 |
598-4 |
614-3 |
| PP |
607-7 |
607-7 |
607-7 |
604-6 |
| S1 |
582-1 |
582-1 |
591-4 |
575-5 |
| S2 |
569-1 |
569-1 |
587-7 |
|
| S3 |
530-3 |
543-3 |
584-3 |
|
| S4 |
491-5 |
504-5 |
573-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
637-0 |
595-0 |
42-0 |
6.7% |
12-2 |
1.9% |
86% |
True |
False |
172,745 |
| 10 |
637-0 |
595-0 |
42-0 |
6.7% |
12-4 |
2.0% |
86% |
True |
False |
140,465 |
| 20 |
637-0 |
580-4 |
56-4 |
9.0% |
10-0 |
1.6% |
89% |
True |
False |
114,167 |
| 40 |
637-0 |
520-6 |
116-2 |
18.4% |
10-6 |
1.7% |
95% |
True |
False |
129,497 |
| 60 |
637-0 |
520-6 |
116-2 |
18.4% |
11-3 |
1.8% |
95% |
True |
False |
115,594 |
| 80 |
637-0 |
468-0 |
169-0 |
26.8% |
11-5 |
1.9% |
96% |
True |
False |
103,136 |
| 100 |
637-0 |
429-4 |
207-4 |
32.9% |
10-7 |
1.7% |
97% |
True |
False |
92,041 |
| 120 |
637-0 |
390-4 |
246-4 |
39.1% |
10-5 |
1.7% |
98% |
True |
False |
80,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
675-2 |
|
2.618 |
660-4 |
|
1.618 |
651-4 |
|
1.000 |
646-0 |
|
0.618 |
642-4 |
|
HIGH |
637-0 |
|
0.618 |
633-4 |
|
0.500 |
632-4 |
|
0.382 |
631-4 |
|
LOW |
628-0 |
|
0.618 |
622-4 |
|
1.000 |
619-0 |
|
1.618 |
613-4 |
|
2.618 |
604-4 |
|
4.250 |
589-6 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
632-4 |
626-6 |
| PP |
632-0 |
622-4 |
| S1 |
631-4 |
618-2 |
|