CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
631-0 |
654-4 |
23-4 |
3.7% |
654-4 |
High |
654-2 |
667-0 |
12-6 |
1.9% |
667-0 |
Low |
628-0 |
653-4 |
25-4 |
4.1% |
628-0 |
Close |
654-0 |
657-2 |
3-2 |
0.5% |
657-2 |
Range |
26-2 |
13-4 |
-12-6 |
-48.6% |
39-0 |
ATR |
15-7 |
15-5 |
-0-1 |
-1.0% |
0-0 |
Volume |
200,235 |
187,696 |
-12,539 |
-6.3% |
787,070 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
699-6 |
692-0 |
664-5 |
|
R3 |
686-2 |
678-4 |
661-0 |
|
R2 |
672-6 |
672-6 |
659-6 |
|
R1 |
665-0 |
665-0 |
658-4 |
668-7 |
PP |
659-2 |
659-2 |
659-2 |
661-2 |
S1 |
651-4 |
651-4 |
656-0 |
655-3 |
S2 |
645-6 |
645-6 |
654-6 |
|
S3 |
632-2 |
638-0 |
653-4 |
|
S4 |
618-6 |
624-4 |
649-7 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
767-6 |
751-4 |
678-6 |
|
R3 |
728-6 |
712-4 |
668-0 |
|
R2 |
689-6 |
689-6 |
664-3 |
|
R1 |
673-4 |
673-4 |
660-7 |
681-5 |
PP |
650-6 |
650-6 |
650-6 |
654-6 |
S1 |
634-4 |
634-4 |
653-5 |
642-5 |
S2 |
611-6 |
611-6 |
650-1 |
|
S3 |
572-6 |
595-4 |
646-4 |
|
S4 |
533-6 |
556-4 |
635-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
667-0 |
628-0 |
39-0 |
5.9% |
18-0 |
2.7% |
75% |
True |
False |
190,232 |
10 |
667-0 |
595-0 |
72-0 |
11.0% |
14-5 |
2.2% |
86% |
True |
False |
184,180 |
20 |
667-0 |
595-0 |
72-0 |
11.0% |
12-5 |
1.9% |
86% |
True |
False |
142,014 |
40 |
667-0 |
543-4 |
123-4 |
18.8% |
11-0 |
1.7% |
92% |
True |
False |
135,691 |
60 |
667-0 |
520-6 |
146-2 |
22.3% |
11-6 |
1.8% |
93% |
True |
False |
128,390 |
80 |
667-0 |
468-0 |
199-0 |
30.3% |
12-1 |
1.8% |
95% |
True |
False |
113,454 |
100 |
667-0 |
452-0 |
215-0 |
32.7% |
11-4 |
1.8% |
95% |
True |
False |
101,915 |
120 |
667-0 |
412-6 |
254-2 |
38.7% |
11-1 |
1.7% |
96% |
True |
False |
89,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
724-3 |
2.618 |
702-3 |
1.618 |
688-7 |
1.000 |
680-4 |
0.618 |
675-3 |
HIGH |
667-0 |
0.618 |
661-7 |
0.500 |
660-2 |
0.382 |
658-5 |
LOW |
653-4 |
0.618 |
645-1 |
1.000 |
640-0 |
1.618 |
631-5 |
2.618 |
618-1 |
4.250 |
596-1 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
660-2 |
654-0 |
PP |
659-2 |
650-6 |
S1 |
658-2 |
647-4 |
|