CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
574-4 |
580-4 |
6-0 |
1.0% |
596-0 |
High |
581-0 |
585-0 |
4-0 |
0.7% |
596-0 |
Low |
574-4 |
580-4 |
6-0 |
1.0% |
570-0 |
Close |
578-0 |
581-0 |
3-0 |
0.5% |
569-4 |
Range |
6-4 |
4-4 |
-2-0 |
-30.8% |
26-0 |
ATR |
9-3 |
9-2 |
-0-1 |
-1.8% |
0-0 |
Volume |
7,509 |
6,226 |
-1,283 |
-17.1% |
13,677 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
595-5 |
592-7 |
583-4 |
|
R3 |
591-1 |
588-3 |
582-2 |
|
R2 |
586-5 |
586-5 |
581-7 |
|
R1 |
583-7 |
583-7 |
581-3 |
585-2 |
PP |
582-1 |
582-1 |
582-1 |
582-7 |
S1 |
579-3 |
579-3 |
580-5 |
580-6 |
S2 |
577-5 |
577-5 |
580-1 |
|
S3 |
573-1 |
574-7 |
579-6 |
|
S4 |
568-5 |
570-3 |
578-4 |
|
|
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 |
604-1 |
2.618 |
596-6 |
1.618 |
592-2 |
1.000 |
589-4 |
0.618 |
587-6 |
HIGH |
585-0 |
0.618 |
583-2 |
0.500 |
582-6 |
0.382 |
582-2 |
LOW |
580-4 |
0.618 |
577-6 |
1.000 |
576-0 |
1.618 |
573-2 |
2.618 |
568-6 |
4.250 |
561-3 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
582-6 |
579-7 |
PP |
582-1 |
578-5 |
S1 |
581-5 |
577-4 |
|