CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 12-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
580-4 |
597-6 |
17-2 |
3.0% |
596-0 |
High |
585-0 |
603-0 |
18-0 |
3.1% |
596-0 |
Low |
580-4 |
594-6 |
14-2 |
2.5% |
570-0 |
Close |
581-0 |
595-2 |
14-2 |
2.5% |
569-4 |
Range |
4-4 |
8-2 |
3-6 |
83.3% |
26-0 |
ATR |
9-2 |
10-1 |
0-7 |
9.9% |
0-0 |
Volume |
6,226 |
9,741 |
3,515 |
56.5% |
13,677 |
|
Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
622-3 |
617-1 |
599-6 |
|
R3 |
614-1 |
608-7 |
597-4 |
|
R2 |
605-7 |
605-7 |
596-6 |
|
R1 |
600-5 |
600-5 |
596-0 |
599-1 |
PP |
597-5 |
597-5 |
597-5 |
597-0 |
S1 |
592-3 |
592-3 |
594-4 |
590-7 |
S2 |
589-3 |
589-3 |
593-6 |
|
S3 |
581-1 |
584-1 |
593-0 |
|
S4 |
572-7 |
575-7 |
590-6 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
656-4 |
639-0 |
583-6 |
|
R3 |
630-4 |
613-0 |
576-5 |
|
R2 |
604-4 |
604-4 |
574-2 |
|
R1 |
587-0 |
587-0 |
571-7 |
582-6 |
PP |
578-4 |
578-4 |
578-4 |
576-3 |
S1 |
561-0 |
561-0 |
567-1 |
556-6 |
S2 |
552-4 |
552-4 |
564-6 |
|
S3 |
526-4 |
535-0 |
562-3 |
|
S4 |
500-4 |
509-0 |
555-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
638-0 |
2.618 |
624-5 |
1.618 |
616-3 |
1.000 |
611-2 |
0.618 |
608-1 |
HIGH |
603-0 |
0.618 |
599-7 |
0.500 |
598-7 |
0.382 |
597-7 |
LOW |
594-6 |
0.618 |
589-5 |
1.000 |
586-4 |
1.618 |
581-3 |
2.618 |
573-1 |
4.250 |
559-6 |
|
|
Fisher Pivots for day following 12-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
598-7 |
593-1 |
PP |
597-5 |
590-7 |
S1 |
596-4 |
588-6 |
|