CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
617-0 |
598-4 |
-18-4 |
-3.0% |
574-4 |
| High |
619-0 |
616-0 |
-3-0 |
-0.5% |
609-4 |
| Low |
603-4 |
598-4 |
-5-0 |
-0.8% |
574-4 |
| Close |
605-2 |
616-2 |
11-0 |
1.8% |
609-4 |
| Range |
15-4 |
17-4 |
2-0 |
12.9% |
35-0 |
| ATR |
10-2 |
10-6 |
0-4 |
5.0% |
0-0 |
| Volume |
7,122 |
8,746 |
1,624 |
22.8% |
42,663 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
662-6 |
657-0 |
625-7 |
|
| R3 |
645-2 |
639-4 |
621-0 |
|
| R2 |
627-6 |
627-6 |
619-4 |
|
| R1 |
622-0 |
622-0 |
617-7 |
624-7 |
| PP |
610-2 |
610-2 |
610-2 |
611-6 |
| S1 |
604-4 |
604-4 |
614-5 |
607-3 |
| S2 |
592-6 |
592-6 |
613-0 |
|
| S3 |
575-2 |
587-0 |
611-4 |
|
| S4 |
557-6 |
569-4 |
606-5 |
|
|
| 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 |
690-3 |
|
2.618 |
661-7 |
|
1.618 |
644-3 |
|
1.000 |
633-4 |
|
0.618 |
626-7 |
|
HIGH |
616-0 |
|
0.618 |
609-3 |
|
0.500 |
607-2 |
|
0.382 |
605-1 |
|
LOW |
598-4 |
|
0.618 |
587-5 |
|
1.000 |
581-0 |
|
1.618 |
570-1 |
|
2.618 |
552-5 |
|
4.250 |
524-1 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
613-2 |
613-6 |
| PP |
610-2 |
611-2 |
| S1 |
607-2 |
608-6 |
|