CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
580-0 |
570-4 |
-9-4 |
-1.6% |
576-4 |
| High |
580-0 |
587-4 |
7-4 |
1.3% |
593-0 |
| Low |
571-0 |
570-4 |
-0-4 |
-0.1% |
576-4 |
| Close |
576-0 |
587-4 |
11-4 |
2.0% |
595-4 |
| Range |
9-0 |
17-0 |
8-0 |
88.9% |
16-4 |
| ATR |
8-4 |
9-1 |
0-5 |
7.0% |
0-0 |
| Volume |
3,389 |
2,763 |
-626 |
-18.5% |
10,086 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
632-7 |
627-1 |
596-7 |
|
| R3 |
615-7 |
610-1 |
592-1 |
|
| R2 |
598-7 |
598-7 |
590-5 |
|
| R1 |
593-1 |
593-1 |
589-0 |
596-0 |
| PP |
581-7 |
581-7 |
581-7 |
583-2 |
| S1 |
576-1 |
576-1 |
586-0 |
579-0 |
| S2 |
564-7 |
564-7 |
584-3 |
|
| S3 |
547-7 |
559-1 |
582-7 |
|
| S4 |
530-7 |
542-1 |
578-1 |
|
|
| 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 |
659-6 |
|
2.618 |
632-0 |
|
1.618 |
615-0 |
|
1.000 |
604-4 |
|
0.618 |
598-0 |
|
HIGH |
587-4 |
|
0.618 |
581-0 |
|
0.500 |
579-0 |
|
0.382 |
577-0 |
|
LOW |
570-4 |
|
0.618 |
560-0 |
|
1.000 |
553-4 |
|
1.618 |
543-0 |
|
2.618 |
526-0 |
|
4.250 |
498-2 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
584-5 |
586-1 |
| PP |
581-7 |
584-5 |
| S1 |
579-0 |
583-2 |
|