CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
589-0 |
596-0 |
7-0 |
1.2% |
576-4 |
| High |
593-0 |
596-0 |
3-0 |
0.5% |
593-0 |
| Low |
589-0 |
585-0 |
-4-0 |
-0.7% |
576-4 |
| Close |
595-4 |
585-0 |
-10-4 |
-1.8% |
595-4 |
| Range |
4-0 |
11-0 |
7-0 |
175.0% |
16-4 |
| ATR |
7-7 |
8-1 |
0-2 |
2.8% |
0-0 |
| Volume |
2,786 |
1,536 |
-1,250 |
-44.9% |
10,086 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
621-5 |
614-3 |
591-0 |
|
| R3 |
610-5 |
603-3 |
588-0 |
|
| R2 |
599-5 |
599-5 |
587-0 |
|
| R1 |
592-3 |
592-3 |
586-0 |
590-4 |
| PP |
588-5 |
588-5 |
588-5 |
587-6 |
| S1 |
581-3 |
581-3 |
584-0 |
579-4 |
| S2 |
577-5 |
577-5 |
583-0 |
|
| S3 |
566-5 |
570-3 |
582-0 |
|
| S4 |
555-5 |
559-3 |
579-0 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
637-7 |
633-1 |
604-5 |
|
| R3 |
621-3 |
616-5 |
600-0 |
|
| R2 |
604-7 |
604-7 |
598-4 |
|
| R1 |
600-1 |
600-1 |
597-0 |
602-4 |
| PP |
588-3 |
588-3 |
588-3 |
589-4 |
| S1 |
583-5 |
583-5 |
594-0 |
586-0 |
| S2 |
571-7 |
571-7 |
592-4 |
|
| S3 |
555-3 |
567-1 |
591-0 |
|
| S4 |
538-7 |
550-5 |
586-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
642-6 |
|
2.618 |
624-6 |
|
1.618 |
613-6 |
|
1.000 |
607-0 |
|
0.618 |
602-6 |
|
HIGH |
596-0 |
|
0.618 |
591-6 |
|
0.500 |
590-4 |
|
0.382 |
589-2 |
|
LOW |
585-0 |
|
0.618 |
578-2 |
|
1.000 |
574-0 |
|
1.618 |
567-2 |
|
2.618 |
556-2 |
|
4.250 |
538-2 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
590-4 |
589-1 |
| PP |
588-5 |
587-6 |
| S1 |
586-7 |
586-3 |
|