CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
657-0 |
654-0 |
-3-0 |
-0.5% |
657-0 |
| High |
657-2 |
657-4 |
0-2 |
0.0% |
662-0 |
| Low |
648-0 |
642-4 |
-5-4 |
-0.8% |
639-4 |
| Close |
650-6 |
644-0 |
-6-6 |
-1.0% |
644-0 |
| Range |
9-2 |
15-0 |
5-6 |
62.2% |
22-4 |
| ATR |
15-0 |
15-0 |
0-0 |
0.0% |
0-0 |
| Volume |
139,695 |
150,574 |
10,879 |
7.8% |
731,618 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
693-0 |
683-4 |
652-2 |
|
| R3 |
678-0 |
668-4 |
648-1 |
|
| R2 |
663-0 |
663-0 |
646-6 |
|
| R1 |
653-4 |
653-4 |
645-3 |
650-6 |
| PP |
648-0 |
648-0 |
648-0 |
646-5 |
| S1 |
638-4 |
638-4 |
642-5 |
635-6 |
| S2 |
633-0 |
633-0 |
641-2 |
|
| S3 |
618-0 |
623-4 |
639-7 |
|
| S4 |
603-0 |
608-4 |
635-6 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
716-0 |
702-4 |
656-3 |
|
| R3 |
693-4 |
680-0 |
650-2 |
|
| R2 |
671-0 |
671-0 |
648-1 |
|
| R1 |
657-4 |
657-4 |
646-0 |
653-0 |
| PP |
648-4 |
648-4 |
648-4 |
646-2 |
| S1 |
635-0 |
635-0 |
642-0 |
630-4 |
| S2 |
626-0 |
626-0 |
639-7 |
|
| S3 |
603-4 |
612-4 |
637-6 |
|
| S4 |
581-0 |
590-0 |
631-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
662-0 |
639-4 |
22-4 |
3.5% |
10-5 |
1.6% |
20% |
False |
False |
146,323 |
| 10 |
667-0 |
628-0 |
39-0 |
6.1% |
14-3 |
2.2% |
41% |
False |
False |
168,277 |
| 20 |
667-0 |
595-0 |
72-0 |
11.2% |
13-4 |
2.1% |
68% |
False |
False |
163,657 |
| 40 |
667-0 |
555-2 |
111-6 |
17.4% |
11-3 |
1.8% |
79% |
False |
False |
135,479 |
| 60 |
667-0 |
520-6 |
146-2 |
22.7% |
11-6 |
1.8% |
84% |
False |
False |
135,097 |
| 80 |
667-0 |
498-2 |
168-6 |
26.2% |
11-5 |
1.8% |
86% |
False |
False |
118,704 |
| 100 |
667-0 |
468-0 |
199-0 |
30.9% |
11-6 |
1.8% |
88% |
False |
False |
107,000 |
| 120 |
667-0 |
420-0 |
247-0 |
38.4% |
11-1 |
1.7% |
91% |
False |
False |
94,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
721-2 |
|
2.618 |
696-6 |
|
1.618 |
681-6 |
|
1.000 |
672-4 |
|
0.618 |
666-6 |
|
HIGH |
657-4 |
|
0.618 |
651-6 |
|
0.500 |
650-0 |
|
0.382 |
648-2 |
|
LOW |
642-4 |
|
0.618 |
633-2 |
|
1.000 |
627-4 |
|
1.618 |
618-2 |
|
2.618 |
603-2 |
|
4.250 |
578-6 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
650-0 |
652-2 |
| PP |
648-0 |
649-4 |
| S1 |
646-0 |
646-6 |
|