CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
602-0 |
612-0 |
10-0 |
1.7% |
574-4 |
| High |
609-4 |
616-0 |
6-4 |
1.1% |
609-4 |
| Low |
602-0 |
611-0 |
9-0 |
1.5% |
574-4 |
| Close |
609-4 |
616-6 |
7-2 |
1.2% |
609-4 |
| Range |
7-4 |
5-0 |
-2-4 |
-33.3% |
35-0 |
| ATR |
10-1 |
9-7 |
-0-2 |
-2.6% |
0-0 |
| Volume |
8,465 |
6,665 |
-1,800 |
-21.3% |
42,663 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
629-5 |
628-1 |
619-4 |
|
| R3 |
624-5 |
623-1 |
618-1 |
|
| R2 |
619-5 |
619-5 |
617-5 |
|
| R1 |
618-1 |
618-1 |
617-2 |
618-7 |
| PP |
614-5 |
614-5 |
614-5 |
615-0 |
| S1 |
613-1 |
613-1 |
616-2 |
613-7 |
| S2 |
609-5 |
609-5 |
615-7 |
|
| S3 |
604-5 |
608-1 |
615-3 |
|
| S4 |
599-5 |
603-1 |
614-0 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
702-7 |
691-1 |
628-6 |
|
| R3 |
667-7 |
656-1 |
619-1 |
|
| R2 |
632-7 |
632-7 |
615-7 |
|
| R1 |
621-1 |
621-1 |
612-6 |
627-0 |
| PP |
597-7 |
597-7 |
597-7 |
600-6 |
| S1 |
586-1 |
586-1 |
606-2 |
592-0 |
| S2 |
562-7 |
562-7 |
603-1 |
|
| S3 |
527-7 |
551-1 |
599-7 |
|
| S4 |
492-7 |
516-1 |
590-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
637-2 |
|
2.618 |
629-1 |
|
1.618 |
624-1 |
|
1.000 |
621-0 |
|
0.618 |
619-1 |
|
HIGH |
616-0 |
|
0.618 |
614-1 |
|
0.500 |
613-4 |
|
0.382 |
612-7 |
|
LOW |
611-0 |
|
0.618 |
607-7 |
|
1.000 |
606-0 |
|
1.618 |
602-7 |
|
2.618 |
597-7 |
|
4.250 |
589-6 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
615-5 |
614-1 |
| PP |
614-5 |
611-5 |
| S1 |
613-4 |
609-0 |
|