CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
570-0 |
574-4 |
4-4 |
0.8% |
596-0 |
High |
576-0 |
581-0 |
5-0 |
0.9% |
596-0 |
Low |
570-0 |
574-4 |
4-4 |
0.8% |
570-0 |
Close |
569-4 |
578-0 |
8-4 |
1.5% |
569-4 |
Range |
6-0 |
6-4 |
0-4 |
8.3% |
26-0 |
ATR |
9-2 |
9-3 |
0-1 |
1.8% |
0-0 |
Volume |
2,513 |
7,509 |
4,996 |
198.8% |
13,677 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
597-3 |
594-1 |
581-5 |
|
R3 |
590-7 |
587-5 |
579-6 |
|
R2 |
584-3 |
584-3 |
579-2 |
|
R1 |
581-1 |
581-1 |
578-5 |
582-6 |
PP |
577-7 |
577-7 |
577-7 |
578-5 |
S1 |
574-5 |
574-5 |
577-3 |
576-2 |
S2 |
571-3 |
571-3 |
576-6 |
|
S3 |
564-7 |
568-1 |
576-2 |
|
S4 |
558-3 |
561-5 |
574-3 |
|
|
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 |
608-5 |
2.618 |
598-0 |
1.618 |
591-4 |
1.000 |
587-4 |
0.618 |
585-0 |
HIGH |
581-0 |
0.618 |
578-4 |
0.500 |
577-6 |
0.382 |
577-0 |
LOW |
574-4 |
0.618 |
570-4 |
1.000 |
568-0 |
1.618 |
564-0 |
2.618 |
557-4 |
4.250 |
546-7 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
577-7 |
577-7 |
PP |
577-7 |
577-5 |
S1 |
577-6 |
577-4 |
|