CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
646-0 |
651-2 |
5-2 |
0.8% |
654-4 |
| High |
646-4 |
662-0 |
15-4 |
2.4% |
667-0 |
| Low |
639-4 |
648-0 |
8-4 |
1.3% |
628-0 |
| Close |
644-0 |
657-6 |
13-6 |
2.1% |
657-2 |
| Range |
7-0 |
14-0 |
7-0 |
100.0% |
39-0 |
| ATR |
15-1 |
15-3 |
0-2 |
1.3% |
0-0 |
| Volume |
170,231 |
140,762 |
-29,469 |
-17.3% |
787,070 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
697-7 |
691-7 |
665-4 |
|
| R3 |
683-7 |
677-7 |
661-5 |
|
| R2 |
669-7 |
669-7 |
660-3 |
|
| R1 |
663-7 |
663-7 |
659-0 |
666-7 |
| PP |
655-7 |
655-7 |
655-7 |
657-4 |
| S1 |
649-7 |
649-7 |
656-4 |
652-7 |
| S2 |
641-7 |
641-7 |
655-1 |
|
| S3 |
627-7 |
635-7 |
653-7 |
|
| S4 |
613-7 |
621-7 |
650-0 |
|
|
| 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% |
13-6 |
2.1% |
76% |
False |
False |
165,856 |
| 10 |
667-0 |
628-0 |
39-0 |
5.9% |
14-0 |
2.1% |
76% |
False |
False |
181,244 |
| 20 |
667-0 |
595-0 |
72-0 |
10.9% |
13-1 |
2.0% |
87% |
False |
False |
153,339 |
| 40 |
667-0 |
543-4 |
123-4 |
18.8% |
11-2 |
1.7% |
93% |
False |
False |
136,973 |
| 60 |
667-0 |
520-6 |
146-2 |
22.2% |
11-6 |
1.8% |
94% |
False |
False |
132,205 |
| 80 |
667-0 |
468-0 |
199-0 |
30.3% |
11-6 |
1.8% |
95% |
False |
False |
116,964 |
| 100 |
667-0 |
460-6 |
206-2 |
31.4% |
11-6 |
1.8% |
96% |
False |
False |
105,383 |
| 120 |
667-0 |
420-0 |
247-0 |
37.6% |
11-0 |
1.7% |
96% |
False |
False |
92,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
721-4 |
|
2.618 |
698-5 |
|
1.618 |
684-5 |
|
1.000 |
676-0 |
|
0.618 |
670-5 |
|
HIGH |
662-0 |
|
0.618 |
656-5 |
|
0.500 |
655-0 |
|
0.382 |
653-3 |
|
LOW |
648-0 |
|
0.618 |
639-3 |
|
1.000 |
634-0 |
|
1.618 |
625-3 |
|
2.618 |
611-3 |
|
4.250 |
588-4 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
656-7 |
655-3 |
| PP |
655-7 |
653-1 |
| S1 |
655-0 |
650-6 |
|