CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
640-0 |
652-4 |
12-4 |
2.0% |
642-4 |
| High |
649-4 |
661-4 |
12-0 |
1.8% |
643-4 |
| Low |
640-0 |
652-0 |
12-0 |
1.9% |
608-4 |
| Close |
644-2 |
656-4 |
12-2 |
1.9% |
608-4 |
| Range |
9-4 |
9-4 |
0-0 |
0.0% |
35-0 |
| ATR |
12-3 |
12-6 |
0-3 |
2.8% |
0-0 |
| Volume |
33,547 |
74,583 |
41,036 |
122.3% |
150,105 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
685-1 |
680-3 |
661-6 |
|
| R3 |
675-5 |
670-7 |
659-1 |
|
| R2 |
666-1 |
666-1 |
658-2 |
|
| R1 |
661-3 |
661-3 |
657-3 |
663-6 |
| PP |
656-5 |
656-5 |
656-5 |
657-7 |
| S1 |
651-7 |
651-7 |
655-5 |
654-2 |
| S2 |
647-1 |
647-1 |
654-6 |
|
| S3 |
637-5 |
642-3 |
653-7 |
|
| S4 |
628-1 |
632-7 |
651-2 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
725-1 |
701-7 |
627-6 |
|
| R3 |
690-1 |
666-7 |
618-1 |
|
| R2 |
655-1 |
655-1 |
614-7 |
|
| R1 |
631-7 |
631-7 |
611-6 |
626-0 |
| PP |
620-1 |
620-1 |
620-1 |
617-2 |
| S1 |
596-7 |
596-7 |
605-2 |
591-0 |
| S2 |
585-1 |
585-1 |
602-1 |
|
| S3 |
550-1 |
561-7 |
598-7 |
|
| S4 |
515-1 |
526-7 |
589-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
661-4 |
608-4 |
53-0 |
8.1% |
9-3 |
1.4% |
91% |
True |
False |
49,250 |
| 10 |
661-4 |
608-4 |
53-0 |
8.1% |
10-4 |
1.6% |
91% |
True |
False |
37,406 |
| 20 |
661-4 |
595-0 |
66-4 |
10.1% |
8-1 |
1.2% |
92% |
True |
False |
28,852 |
| 40 |
661-4 |
534-6 |
126-6 |
19.3% |
8-3 |
1.3% |
96% |
True |
False |
30,068 |
| 60 |
661-4 |
534-6 |
126-6 |
19.3% |
9-3 |
1.4% |
96% |
True |
False |
32,031 |
| 80 |
661-4 |
479-0 |
182-4 |
27.8% |
9-6 |
1.5% |
97% |
True |
False |
31,602 |
| 100 |
661-4 |
444-4 |
217-0 |
33.1% |
9-1 |
1.4% |
98% |
True |
False |
29,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
701-7 |
|
2.618 |
686-3 |
|
1.618 |
676-7 |
|
1.000 |
671-0 |
|
0.618 |
667-3 |
|
HIGH |
661-4 |
|
0.618 |
657-7 |
|
0.500 |
656-6 |
|
0.382 |
655-5 |
|
LOW |
652-0 |
|
0.618 |
646-1 |
|
1.000 |
642-4 |
|
1.618 |
636-5 |
|
2.618 |
627-1 |
|
4.250 |
611-5 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
656-6 |
651-1 |
| PP |
656-5 |
645-7 |
| S1 |
656-5 |
640-4 |
|