CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
598-4 |
615-0 |
16-4 |
2.8% |
612-0 |
| High |
616-0 |
625-0 |
9-0 |
1.5% |
625-0 |
| Low |
598-4 |
615-0 |
16-4 |
2.8% |
598-4 |
| Close |
616-2 |
622-6 |
6-4 |
1.1% |
622-6 |
| Range |
17-4 |
10-0 |
-7-4 |
-42.9% |
26-4 |
| ATR |
10-6 |
10-6 |
0-0 |
-0.5% |
0-0 |
| Volume |
8,746 |
7,464 |
-1,282 |
-14.7% |
29,997 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
650-7 |
646-7 |
628-2 |
|
| R3 |
640-7 |
636-7 |
625-4 |
|
| R2 |
630-7 |
630-7 |
624-5 |
|
| R1 |
626-7 |
626-7 |
623-5 |
628-7 |
| PP |
620-7 |
620-7 |
620-7 |
622-0 |
| S1 |
616-7 |
616-7 |
621-7 |
618-7 |
| S2 |
610-7 |
610-7 |
620-7 |
|
| S3 |
600-7 |
606-7 |
620-0 |
|
| S4 |
590-7 |
596-7 |
617-2 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
694-7 |
685-3 |
637-3 |
|
| R3 |
668-3 |
658-7 |
630-0 |
|
| R2 |
641-7 |
641-7 |
627-5 |
|
| R1 |
632-3 |
632-3 |
625-1 |
637-1 |
| PP |
615-3 |
615-3 |
615-3 |
617-6 |
| S1 |
605-7 |
605-7 |
620-3 |
610-5 |
| S2 |
588-7 |
588-7 |
617-7 |
|
| S3 |
562-3 |
579-3 |
615-4 |
|
| S4 |
535-7 |
552-7 |
608-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
667-4 |
|
2.618 |
651-1 |
|
1.618 |
641-1 |
|
1.000 |
635-0 |
|
0.618 |
631-1 |
|
HIGH |
625-0 |
|
0.618 |
621-1 |
|
0.500 |
620-0 |
|
0.382 |
618-7 |
|
LOW |
615-0 |
|
0.618 |
608-7 |
|
1.000 |
605-0 |
|
1.618 |
598-7 |
|
2.618 |
588-7 |
|
4.250 |
572-4 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
621-7 |
619-1 |
| PP |
620-7 |
615-3 |
| S1 |
620-0 |
611-6 |
|