CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
571-6 |
576-4 |
4-6 |
0.8% |
563-4 |
High |
577-2 |
581-0 |
3-6 |
0.6% |
577-2 |
Low |
571-6 |
576-4 |
4-6 |
0.8% |
562-4 |
Close |
578-4 |
579-4 |
1-0 |
0.2% |
578-4 |
Range |
5-4 |
4-4 |
-1-0 |
-18.2% |
14-6 |
ATR |
8-5 |
8-3 |
-0-2 |
-3.4% |
0-0 |
Volume |
3,004 |
2,145 |
-859 |
-28.6% |
10,993 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
592-4 |
590-4 |
582-0 |
|
R3 |
588-0 |
586-0 |
580-6 |
|
R2 |
583-4 |
583-4 |
580-3 |
|
R1 |
581-4 |
581-4 |
579-7 |
582-4 |
PP |
579-0 |
579-0 |
579-0 |
579-4 |
S1 |
577-0 |
577-0 |
579-1 |
578-0 |
S2 |
574-4 |
574-4 |
578-5 |
|
S3 |
570-0 |
572-4 |
578-2 |
|
S4 |
565-4 |
568-0 |
577-0 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
617-0 |
612-4 |
586-5 |
|
R3 |
602-2 |
597-6 |
582-4 |
|
R2 |
587-4 |
587-4 |
581-2 |
|
R1 |
583-0 |
583-0 |
579-7 |
585-2 |
PP |
572-6 |
572-6 |
572-6 |
573-7 |
S1 |
568-2 |
568-2 |
577-1 |
570-4 |
S2 |
558-0 |
558-0 |
575-6 |
|
S3 |
543-2 |
553-4 |
574-4 |
|
S4 |
528-4 |
538-6 |
570-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
600-1 |
2.618 |
592-6 |
1.618 |
588-2 |
1.000 |
585-4 |
0.618 |
583-6 |
HIGH |
581-0 |
0.618 |
579-2 |
0.500 |
578-6 |
0.382 |
578-2 |
LOW |
576-4 |
0.618 |
573-6 |
1.000 |
572-0 |
1.618 |
569-2 |
2.618 |
564-6 |
4.250 |
557-3 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
579-2 |
578-1 |
PP |
579-0 |
576-6 |
S1 |
578-6 |
575-3 |
|