CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
597-6 |
604-0 |
6-2 |
1.0% |
596-0 |
High |
603-0 |
608-6 |
5-6 |
1.0% |
596-0 |
Low |
594-6 |
603-6 |
9-0 |
1.5% |
570-0 |
Close |
595-2 |
608-0 |
12-6 |
2.1% |
569-4 |
Range |
8-2 |
5-0 |
-3-2 |
-39.4% |
26-0 |
ATR |
10-1 |
10-3 |
0-2 |
2.4% |
0-0 |
Volume |
9,741 |
10,722 |
981 |
10.1% |
13,677 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
621-7 |
619-7 |
610-6 |
|
R3 |
616-7 |
614-7 |
609-3 |
|
R2 |
611-7 |
611-7 |
608-7 |
|
R1 |
609-7 |
609-7 |
608-4 |
610-7 |
PP |
606-7 |
606-7 |
606-7 |
607-2 |
S1 |
604-7 |
604-7 |
607-4 |
605-7 |
S2 |
601-7 |
601-7 |
607-1 |
|
S3 |
596-7 |
599-7 |
606-5 |
|
S4 |
591-7 |
594-7 |
605-2 |
|
|
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 |
630-0 |
2.618 |
621-7 |
1.618 |
616-7 |
1.000 |
613-6 |
0.618 |
611-7 |
HIGH |
608-6 |
0.618 |
606-7 |
0.500 |
606-2 |
0.382 |
605-5 |
LOW |
603-6 |
0.618 |
600-5 |
1.000 |
598-6 |
1.618 |
595-5 |
2.618 |
590-5 |
4.250 |
582-4 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
607-3 |
603-4 |
PP |
606-7 |
599-1 |
S1 |
606-2 |
594-5 |
|