CME Pit-Traded Corn Future May 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 |
655-4 |
661-4 |
6-0 |
0.9% |
663-4 |
| High |
656-0 |
671-6 |
15-6 |
2.4% |
675-0 |
| Low |
650-0 |
657-4 |
7-4 |
1.2% |
639-0 |
| Close |
654-2 |
668-0 |
13-6 |
2.1% |
667-0 |
| Range |
6-0 |
14-2 |
8-2 |
137.5% |
36-0 |
| ATR |
14-1 |
14-3 |
0-2 |
1.7% |
0-0 |
| Volume |
45,061 |
45,187 |
126 |
0.3% |
183,332 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
708-4 |
702-4 |
675-7 |
|
| R3 |
694-2 |
688-2 |
671-7 |
|
| R2 |
680-0 |
680-0 |
670-5 |
|
| R1 |
674-0 |
674-0 |
669-2 |
677-0 |
| PP |
665-6 |
665-6 |
665-6 |
667-2 |
| S1 |
659-6 |
659-6 |
666-6 |
662-6 |
| S2 |
651-4 |
651-4 |
665-3 |
|
| S3 |
637-2 |
645-4 |
664-1 |
|
| S4 |
623-0 |
631-2 |
660-1 |
|
|
| 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% |
12-7 |
1.9% |
81% |
False |
False |
43,599 |
| 10 |
675-0 |
637-0 |
38-0 |
5.7% |
12-7 |
1.9% |
82% |
False |
False |
46,049 |
| 20 |
675-0 |
604-0 |
71-0 |
10.6% |
11-6 |
1.8% |
90% |
False |
False |
35,830 |
| 40 |
675-0 |
551-2 |
123-6 |
18.5% |
9-7 |
1.5% |
94% |
False |
False |
29,040 |
| 60 |
675-0 |
530-6 |
144-2 |
21.6% |
10-1 |
1.5% |
95% |
False |
False |
26,527 |
| 80 |
675-0 |
474-4 |
200-4 |
30.0% |
10-3 |
1.6% |
97% |
False |
False |
24,396 |
| 100 |
675-0 |
466-4 |
208-4 |
31.2% |
10-2 |
1.5% |
97% |
False |
False |
22,371 |
| 120 |
675-0 |
428-2 |
246-6 |
36.9% |
9-4 |
1.4% |
97% |
False |
False |
19,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
732-2 |
|
2.618 |
709-0 |
|
1.618 |
694-6 |
|
1.000 |
686-0 |
|
0.618 |
680-4 |
|
HIGH |
671-6 |
|
0.618 |
666-2 |
|
0.500 |
664-5 |
|
0.382 |
663-0 |
|
LOW |
657-4 |
|
0.618 |
648-6 |
|
1.000 |
643-2 |
|
1.618 |
634-4 |
|
2.618 |
620-2 |
|
4.250 |
597-0 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
666-7 |
665-5 |
| PP |
665-6 |
663-2 |
| S1 |
664-5 |
660-7 |
|