CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
555-0 |
557-0 |
2-0 |
0.4% |
540-6 |
High |
560-0 |
557-0 |
-3-0 |
-0.5% |
549-4 |
Low |
555-0 |
556-0 |
1-0 |
0.2% |
533-2 |
Close |
559-4 |
554-4 |
-5-0 |
-0.9% |
549-2 |
Range |
5-0 |
1-0 |
-4-0 |
-80.0% |
16-2 |
ATR |
11-4 |
11-0 |
-0-5 |
-5.0% |
0-0 |
Volume |
3,537 |
3,358 |
-179 |
-5.1% |
17,043 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
558-7 |
557-5 |
555-0 |
|
R3 |
557-7 |
556-5 |
554-6 |
|
R2 |
556-7 |
556-7 |
554-5 |
|
R1 |
555-5 |
555-5 |
554-5 |
555-6 |
PP |
555-7 |
555-7 |
555-7 |
555-7 |
S1 |
554-5 |
554-5 |
554-3 |
554-6 |
S2 |
554-7 |
554-7 |
554-3 |
|
S3 |
553-7 |
553-5 |
554-2 |
|
S4 |
552-7 |
552-5 |
554-0 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
592-6 |
587-2 |
558-2 |
|
R3 |
576-4 |
571-0 |
553-6 |
|
R2 |
560-2 |
560-2 |
552-2 |
|
R1 |
554-6 |
554-6 |
550-6 |
557-4 |
PP |
544-0 |
544-0 |
544-0 |
545-3 |
S1 |
538-4 |
538-4 |
547-6 |
541-2 |
S2 |
527-6 |
527-6 |
546-2 |
|
S3 |
511-4 |
522-2 |
544-6 |
|
S4 |
495-2 |
506-0 |
540-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
561-2 |
2.618 |
559-5 |
1.618 |
558-5 |
1.000 |
558-0 |
0.618 |
557-5 |
HIGH |
557-0 |
0.618 |
556-5 |
0.500 |
556-4 |
0.382 |
556-3 |
LOW |
556-0 |
0.618 |
555-3 |
1.000 |
555-0 |
1.618 |
554-3 |
2.618 |
553-3 |
4.250 |
551-6 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
556-4 |
554-6 |
PP |
555-7 |
554-5 |
S1 |
555-1 |
554-5 |
|