CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
631-0 |
639-4 |
8-4 |
1.3% |
632-4 |
| High |
637-0 |
649-0 |
12-0 |
1.9% |
633-6 |
| Low |
628-0 |
637-4 |
9-4 |
1.5% |
595-0 |
| Close |
631-0 |
642-4 |
11-4 |
1.8% |
595-0 |
| Range |
9-0 |
11-4 |
2-4 |
27.8% |
38-6 |
| ATR |
13-7 |
14-2 |
0-2 |
2.1% |
0-0 |
| Volume |
216,362 |
203,571 |
-12,791 |
-5.9% |
790,495 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
677-4 |
671-4 |
648-7 |
|
| R3 |
666-0 |
660-0 |
645-5 |
|
| R2 |
654-4 |
654-4 |
644-5 |
|
| R1 |
648-4 |
648-4 |
643-4 |
651-4 |
| PP |
643-0 |
643-0 |
643-0 |
644-4 |
| S1 |
637-0 |
637-0 |
641-4 |
640-0 |
| S2 |
631-4 |
631-4 |
640-3 |
|
| S3 |
620-0 |
625-4 |
639-3 |
|
| S4 |
608-4 |
614-0 |
636-1 |
|
|
| 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 |
649-0 |
595-0 |
54-0 |
8.4% |
11-1 |
1.7% |
88% |
True |
False |
178,128 |
| 10 |
649-0 |
595-0 |
54-0 |
8.4% |
12-5 |
2.0% |
88% |
True |
False |
159,037 |
| 20 |
649-0 |
582-4 |
66-4 |
10.4% |
9-7 |
1.5% |
90% |
True |
False |
117,989 |
| 40 |
649-0 |
520-6 |
128-2 |
20.0% |
10-5 |
1.6% |
95% |
True |
False |
130,996 |
| 60 |
649-0 |
520-6 |
128-2 |
20.0% |
11-2 |
1.8% |
95% |
True |
False |
118,364 |
| 80 |
649-0 |
468-0 |
181-0 |
28.2% |
11-5 |
1.8% |
96% |
True |
False |
104,643 |
| 100 |
649-0 |
429-4 |
219-4 |
34.2% |
11-0 |
1.7% |
97% |
True |
False |
93,873 |
| 120 |
649-0 |
390-4 |
258-4 |
40.2% |
10-6 |
1.7% |
97% |
True |
False |
82,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
697-7 |
|
2.618 |
679-1 |
|
1.618 |
667-5 |
|
1.000 |
660-4 |
|
0.618 |
656-1 |
|
HIGH |
649-0 |
|
0.618 |
644-5 |
|
0.500 |
643-2 |
|
0.382 |
641-7 |
|
LOW |
637-4 |
|
0.618 |
630-3 |
|
1.000 |
626-0 |
|
1.618 |
618-7 |
|
2.618 |
607-3 |
|
4.250 |
588-5 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
643-2 |
637-1 |
| PP |
643-0 |
631-5 |
| S1 |
642-6 |
626-2 |
|