CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
651-2 |
657-0 |
5-6 |
0.9% |
654-4 |
| High |
662-0 |
657-2 |
-4-6 |
-0.7% |
667-0 |
| Low |
648-0 |
648-0 |
0-0 |
0.0% |
628-0 |
| Close |
657-6 |
650-6 |
-7-0 |
-1.1% |
657-2 |
| Range |
14-0 |
9-2 |
-4-6 |
-33.9% |
39-0 |
| ATR |
15-3 |
15-0 |
-0-3 |
-2.6% |
0-0 |
| Volume |
140,762 |
139,695 |
-1,067 |
-0.8% |
787,070 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
679-6 |
674-4 |
655-7 |
|
| R3 |
670-4 |
665-2 |
653-2 |
|
| R2 |
661-2 |
661-2 |
652-4 |
|
| R1 |
656-0 |
656-0 |
651-5 |
654-0 |
| PP |
652-0 |
652-0 |
652-0 |
651-0 |
| S1 |
646-6 |
646-6 |
649-7 |
644-6 |
| S2 |
642-6 |
642-6 |
649-0 |
|
| S3 |
633-4 |
637-4 |
648-2 |
|
| S4 |
624-2 |
628-2 |
645-5 |
|
|
| 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 |
639-4 |
27-4 |
4.2% |
10-2 |
1.6% |
41% |
False |
False |
153,748 |
| 10 |
667-0 |
628-0 |
39-0 |
6.0% |
14-0 |
2.1% |
58% |
False |
False |
173,577 |
| 20 |
667-0 |
595-0 |
72-0 |
11.1% |
13-2 |
2.0% |
77% |
False |
False |
157,021 |
| 40 |
667-0 |
554-0 |
113-0 |
17.4% |
11-2 |
1.7% |
86% |
False |
False |
135,423 |
| 60 |
667-0 |
520-6 |
146-2 |
22.5% |
11-5 |
1.8% |
89% |
False |
False |
133,727 |
| 80 |
667-0 |
490-0 |
177-0 |
27.2% |
11-5 |
1.8% |
91% |
False |
False |
117,571 |
| 100 |
667-0 |
468-0 |
199-0 |
30.6% |
11-5 |
1.8% |
92% |
False |
False |
106,451 |
| 120 |
667-0 |
420-0 |
247-0 |
38.0% |
11-0 |
1.7% |
93% |
False |
False |
93,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
696-4 |
|
2.618 |
681-4 |
|
1.618 |
672-2 |
|
1.000 |
666-4 |
|
0.618 |
663-0 |
|
HIGH |
657-2 |
|
0.618 |
653-6 |
|
0.500 |
652-5 |
|
0.382 |
651-4 |
|
LOW |
648-0 |
|
0.618 |
642-2 |
|
1.000 |
638-6 |
|
1.618 |
633-0 |
|
2.618 |
623-6 |
|
4.250 |
608-6 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
652-5 |
650-6 |
| PP |
652-0 |
650-6 |
| S1 |
651-3 |
650-6 |
|