CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
582-4 |
570-0 |
-12-4 |
-2.1% |
596-0 |
High |
585-0 |
576-0 |
-9-0 |
-1.5% |
596-0 |
Low |
574-2 |
570-0 |
-4-2 |
-0.7% |
570-0 |
Close |
575-2 |
569-4 |
-5-6 |
-1.0% |
569-4 |
Range |
10-6 |
6-0 |
-4-6 |
-44.2% |
26-0 |
ATR |
9-4 |
9-2 |
-0-2 |
-2.6% |
0-0 |
Volume |
3,476 |
2,513 |
-963 |
-27.7% |
13,677 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
589-7 |
585-5 |
572-6 |
|
R3 |
583-7 |
579-5 |
571-1 |
|
R2 |
577-7 |
577-7 |
570-5 |
|
R1 |
573-5 |
573-5 |
570-0 |
572-6 |
PP |
571-7 |
571-7 |
571-7 |
571-3 |
S1 |
567-5 |
567-5 |
569-0 |
566-6 |
S2 |
565-7 |
565-7 |
568-3 |
|
S3 |
559-7 |
561-5 |
567-7 |
|
S4 |
553-7 |
555-5 |
566-2 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
656-4 |
639-0 |
583-6 |
|
R3 |
630-4 |
613-0 |
576-5 |
|
R2 |
604-4 |
604-4 |
574-2 |
|
R1 |
587-0 |
587-0 |
571-7 |
582-6 |
PP |
578-4 |
578-4 |
578-4 |
576-3 |
S1 |
561-0 |
561-0 |
567-1 |
556-6 |
S2 |
552-4 |
552-4 |
564-6 |
|
S3 |
526-4 |
535-0 |
562-3 |
|
S4 |
500-4 |
509-0 |
555-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
601-4 |
2.618 |
591-6 |
1.618 |
585-6 |
1.000 |
582-0 |
0.618 |
579-6 |
HIGH |
576-0 |
0.618 |
573-6 |
0.500 |
573-0 |
0.382 |
572-2 |
LOW |
570-0 |
0.618 |
566-2 |
1.000 |
564-0 |
1.618 |
560-2 |
2.618 |
554-2 |
4.250 |
544-4 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
573-0 |
578-6 |
PP |
571-7 |
575-5 |
S1 |
570-5 |
572-5 |
|