CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
570-4 |
582-4 |
12-0 |
2.1% |
576-4 |
High |
587-4 |
585-0 |
-2-4 |
-0.4% |
593-0 |
Low |
570-4 |
574-2 |
3-6 |
0.7% |
576-4 |
Close |
587-4 |
575-2 |
-12-2 |
-2.1% |
595-4 |
Range |
17-0 |
10-6 |
-6-2 |
-36.8% |
16-4 |
ATR |
9-1 |
9-4 |
0-2 |
3.2% |
0-0 |
Volume |
2,763 |
3,476 |
713 |
25.8% |
10,086 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
610-3 |
603-5 |
581-1 |
|
R3 |
599-5 |
592-7 |
578-2 |
|
R2 |
588-7 |
588-7 |
577-2 |
|
R1 |
582-1 |
582-1 |
576-2 |
580-1 |
PP |
578-1 |
578-1 |
578-1 |
577-2 |
S1 |
571-3 |
571-3 |
574-2 |
569-3 |
S2 |
567-3 |
567-3 |
573-2 |
|
S3 |
556-5 |
560-5 |
572-2 |
|
S4 |
545-7 |
549-7 |
569-3 |
|
|
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 |
630-6 |
2.618 |
613-1 |
1.618 |
602-3 |
1.000 |
595-6 |
0.618 |
591-5 |
HIGH |
585-0 |
0.618 |
580-7 |
0.500 |
579-5 |
0.382 |
578-3 |
LOW |
574-2 |
0.618 |
567-5 |
1.000 |
563-4 |
1.618 |
556-7 |
2.618 |
546-1 |
4.250 |
528-4 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
579-5 |
579-0 |
PP |
578-1 |
577-6 |
S1 |
576-6 |
576-4 |
|