CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
664-0 |
666-0 |
2-0 |
0.3% |
663-4 |
| High |
675-0 |
668-0 |
-7-0 |
-1.0% |
675-0 |
| Low |
664-0 |
660-4 |
-3-4 |
-0.5% |
639-0 |
| Close |
667-0 |
665-0 |
-2-0 |
-0.3% |
667-0 |
| Range |
11-0 |
7-4 |
-3-4 |
-31.8% |
36-0 |
| ATR |
14-4 |
14-0 |
-0-4 |
-3.5% |
0-0 |
| Volume |
43,373 |
33,280 |
-10,093 |
-23.3% |
183,332 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
687-0 |
683-4 |
669-1 |
|
| R3 |
679-4 |
676-0 |
667-0 |
|
| R2 |
672-0 |
672-0 |
666-3 |
|
| R1 |
668-4 |
668-4 |
665-6 |
666-4 |
| PP |
664-4 |
664-4 |
664-4 |
663-4 |
| S1 |
661-0 |
661-0 |
664-2 |
659-0 |
| S2 |
657-0 |
657-0 |
663-5 |
|
| S3 |
649-4 |
653-4 |
663-0 |
|
| S4 |
642-0 |
646-0 |
660-7 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
768-3 |
753-5 |
686-6 |
|
| R3 |
732-3 |
717-5 |
676-7 |
|
| R2 |
696-3 |
696-3 |
673-5 |
|
| R1 |
681-5 |
681-5 |
670-2 |
689-0 |
| PP |
660-3 |
660-3 |
660-3 |
664-0 |
| S1 |
645-5 |
645-5 |
663-6 |
653-0 |
| S2 |
624-3 |
624-3 |
660-3 |
|
| S3 |
588-3 |
609-5 |
657-1 |
|
| S4 |
552-3 |
573-5 |
647-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
675-0 |
639-0 |
36-0 |
5.4% |
15-4 |
2.3% |
72% |
False |
False |
43,322 |
| 10 |
675-0 |
609-2 |
65-6 |
9.9% |
13-0 |
2.0% |
85% |
False |
False |
43,775 |
| 20 |
675-0 |
604-0 |
71-0 |
10.7% |
11-3 |
1.7% |
86% |
False |
False |
32,598 |
| 40 |
675-0 |
551-2 |
123-6 |
18.6% |
9-4 |
1.4% |
92% |
False |
False |
27,609 |
| 60 |
675-0 |
530-6 |
144-2 |
21.7% |
10-0 |
1.5% |
93% |
False |
False |
25,456 |
| 80 |
675-0 |
474-4 |
200-4 |
30.2% |
10-5 |
1.6% |
95% |
False |
False |
23,654 |
| 100 |
675-0 |
464-0 |
211-0 |
31.7% |
10-1 |
1.5% |
95% |
False |
False |
21,608 |
| 120 |
675-0 |
428-2 |
246-6 |
37.1% |
9-5 |
1.4% |
96% |
False |
False |
18,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
699-7 |
|
2.618 |
687-5 |
|
1.618 |
680-1 |
|
1.000 |
675-4 |
|
0.618 |
672-5 |
|
HIGH |
668-0 |
|
0.618 |
665-1 |
|
0.500 |
664-2 |
|
0.382 |
663-3 |
|
LOW |
660-4 |
|
0.618 |
655-7 |
|
1.000 |
653-0 |
|
1.618 |
648-3 |
|
2.618 |
640-7 |
|
4.250 |
628-5 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
664-6 |
662-3 |
| PP |
664-4 |
659-5 |
| S1 |
664-2 |
657-0 |
|