CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
563-4 |
563-6 |
0-2 |
0.0% |
555-0 |
High |
563-4 |
567-0 |
3-4 |
0.6% |
560-4 |
Low |
563-4 |
562-4 |
-1-0 |
-0.2% |
547-2 |
Close |
563-4 |
568-2 |
4-6 |
0.8% |
561-6 |
Range |
0-0 |
4-4 |
4-4 |
|
13-2 |
ATR |
9-5 |
9-2 |
-0-3 |
-3.8% |
0-0 |
Volume |
4,429 |
1,498 |
-2,931 |
-66.2% |
15,445 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
579-3 |
578-3 |
570-6 |
|
R3 |
574-7 |
573-7 |
569-4 |
|
R2 |
570-3 |
570-3 |
569-1 |
|
R1 |
569-3 |
569-3 |
568-5 |
569-7 |
PP |
565-7 |
565-7 |
565-7 |
566-2 |
S1 |
564-7 |
564-7 |
567-7 |
565-3 |
S2 |
561-3 |
561-3 |
567-3 |
|
S3 |
556-7 |
560-3 |
567-0 |
|
S4 |
552-3 |
555-7 |
565-6 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
596-2 |
592-2 |
569-0 |
|
R3 |
583-0 |
579-0 |
565-3 |
|
R2 |
569-6 |
569-6 |
564-1 |
|
R1 |
565-6 |
565-6 |
563-0 |
567-6 |
PP |
556-4 |
556-4 |
556-4 |
557-4 |
S1 |
552-4 |
552-4 |
560-4 |
554-4 |
S2 |
543-2 |
543-2 |
559-3 |
|
S3 |
530-0 |
539-2 |
558-1 |
|
S4 |
516-6 |
526-0 |
554-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
586-1 |
2.618 |
578-6 |
1.618 |
574-2 |
1.000 |
571-4 |
0.618 |
569-6 |
HIGH |
567-0 |
0.618 |
565-2 |
0.500 |
564-6 |
0.382 |
564-2 |
LOW |
562-4 |
0.618 |
559-6 |
1.000 |
558-0 |
1.618 |
555-2 |
2.618 |
550-6 |
4.250 |
543-3 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
567-1 |
566-5 |
PP |
565-7 |
565-1 |
S1 |
564-6 |
563-4 |
|