CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
596-0 |
580-0 |
-16-0 |
-2.7% |
576-4 |
| High |
596-0 |
580-0 |
-16-0 |
-2.7% |
593-0 |
| Low |
585-0 |
571-0 |
-14-0 |
-2.4% |
576-4 |
| Close |
585-0 |
576-0 |
-9-0 |
-1.5% |
595-4 |
| Range |
11-0 |
9-0 |
-2-0 |
-18.2% |
16-4 |
| ATR |
8-1 |
8-4 |
0-3 |
5.1% |
0-0 |
| Volume |
1,536 |
3,389 |
1,853 |
120.6% |
10,086 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
602-5 |
598-3 |
581-0 |
|
| R3 |
593-5 |
589-3 |
578-4 |
|
| R2 |
584-5 |
584-5 |
577-5 |
|
| R1 |
580-3 |
580-3 |
576-7 |
578-0 |
| PP |
575-5 |
575-5 |
575-5 |
574-4 |
| S1 |
571-3 |
571-3 |
575-1 |
569-0 |
| S2 |
566-5 |
566-5 |
574-3 |
|
| S3 |
557-5 |
562-3 |
573-4 |
|
| S4 |
548-5 |
553-3 |
571-0 |
|
|
| 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 |
618-2 |
|
2.618 |
603-4 |
|
1.618 |
594-4 |
|
1.000 |
589-0 |
|
0.618 |
585-4 |
|
HIGH |
580-0 |
|
0.618 |
576-4 |
|
0.500 |
575-4 |
|
0.382 |
574-4 |
|
LOW |
571-0 |
|
0.618 |
565-4 |
|
1.000 |
562-0 |
|
1.618 |
556-4 |
|
2.618 |
547-4 |
|
4.250 |
532-6 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
575-7 |
583-4 |
| PP |
575-5 |
581-0 |
| S1 |
575-4 |
578-4 |
|