CME Pit-Traded Corn Future July 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 |
670-4 |
669-0 |
-1-4 |
-0.2% |
670-0 |
| High |
670-6 |
672-0 |
1-2 |
0.2% |
675-0 |
| Low |
663-2 |
659-0 |
-4-2 |
-0.6% |
654-4 |
| Close |
666-0 |
659-6 |
-6-2 |
-0.9% |
659-6 |
| Range |
7-4 |
13-0 |
5-4 |
73.3% |
20-4 |
| ATR |
13-6 |
13-6 |
0-0 |
-0.4% |
0-0 |
| Volume |
42,977 |
21,134 |
-21,843 |
-50.8% |
192,027 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702-5 |
694-1 |
666-7 |
|
| R3 |
689-5 |
681-1 |
663-3 |
|
| R2 |
676-5 |
676-5 |
662-1 |
|
| R1 |
668-1 |
668-1 |
661-0 |
665-7 |
| PP |
663-5 |
663-5 |
663-5 |
662-4 |
| S1 |
655-1 |
655-1 |
658-4 |
652-7 |
| S2 |
650-5 |
650-5 |
657-3 |
|
| S3 |
637-5 |
642-1 |
656-1 |
|
| S4 |
624-5 |
629-1 |
652-5 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
724-5 |
712-5 |
671-0 |
|
| R3 |
704-1 |
692-1 |
665-3 |
|
| R2 |
683-5 |
683-5 |
663-4 |
|
| R1 |
671-5 |
671-5 |
661-5 |
667-3 |
| PP |
663-1 |
663-1 |
663-1 |
661-0 |
| S1 |
651-1 |
651-1 |
657-7 |
646-7 |
| S2 |
642-5 |
642-5 |
656-0 |
|
| S3 |
622-1 |
630-5 |
654-1 |
|
| S4 |
601-5 |
610-1 |
648-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
675-0 |
654-4 |
20-4 |
3.1% |
9-2 |
1.4% |
26% |
False |
False |
38,405 |
| 10 |
680-4 |
642-0 |
38-4 |
5.8% |
13-1 |
2.0% |
46% |
False |
False |
44,849 |
| 20 |
680-4 |
608-4 |
72-0 |
10.9% |
11-6 |
1.8% |
71% |
False |
False |
41,128 |
| 40 |
680-4 |
568-4 |
112-0 |
17.0% |
9-4 |
1.4% |
81% |
False |
False |
32,989 |
| 60 |
680-4 |
534-6 |
145-6 |
22.1% |
9-6 |
1.5% |
86% |
False |
False |
34,435 |
| 80 |
680-4 |
509-2 |
171-2 |
26.0% |
9-7 |
1.5% |
88% |
False |
False |
33,849 |
| 100 |
680-4 |
479-0 |
201-4 |
30.5% |
9-7 |
1.5% |
90% |
False |
False |
32,538 |
| 120 |
680-4 |
436-0 |
244-4 |
37.1% |
9-2 |
1.4% |
92% |
False |
False |
29,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
727-2 |
|
2.618 |
706-0 |
|
1.618 |
693-0 |
|
1.000 |
685-0 |
|
0.618 |
680-0 |
|
HIGH |
672-0 |
|
0.618 |
667-0 |
|
0.500 |
665-4 |
|
0.382 |
664-0 |
|
LOW |
659-0 |
|
0.618 |
651-0 |
|
1.000 |
646-0 |
|
1.618 |
638-0 |
|
2.618 |
625-0 |
|
4.250 |
603-6 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
665-4 |
667-0 |
| PP |
663-5 |
664-5 |
| S1 |
661-5 |
662-1 |
|