CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
569-6 |
571-6 |
2-0 |
0.4% |
555-0 |
High |
573-0 |
577-2 |
4-2 |
0.7% |
560-4 |
Low |
569-6 |
571-6 |
2-0 |
0.4% |
547-2 |
Close |
573-2 |
578-4 |
5-2 |
0.9% |
561-6 |
Range |
3-2 |
5-4 |
2-2 |
69.2% |
13-2 |
ATR |
8-7 |
8-5 |
-0-2 |
-2.7% |
0-0 |
Volume |
2,062 |
3,004 |
942 |
45.7% |
15,445 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
592-3 |
590-7 |
581-4 |
|
R3 |
586-7 |
585-3 |
580-0 |
|
R2 |
581-3 |
581-3 |
579-4 |
|
R1 |
579-7 |
579-7 |
579-0 |
580-5 |
PP |
575-7 |
575-7 |
575-7 |
576-2 |
S1 |
574-3 |
574-3 |
578-0 |
575-1 |
S2 |
570-3 |
570-3 |
577-4 |
|
S3 |
564-7 |
568-7 |
577-0 |
|
S4 |
559-3 |
563-3 |
575-4 |
|
|
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 |
600-5 |
2.618 |
591-5 |
1.618 |
586-1 |
1.000 |
582-6 |
0.618 |
580-5 |
HIGH |
577-2 |
0.618 |
575-1 |
0.500 |
574-4 |
0.382 |
573-7 |
LOW |
571-6 |
0.618 |
568-3 |
1.000 |
566-2 |
1.618 |
562-7 |
2.618 |
557-3 |
4.250 |
548-3 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
577-1 |
575-5 |
PP |
575-7 |
572-6 |
S1 |
574-4 |
569-7 |
|