CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
615-0 |
620-6 |
5-6 |
0.9% |
612-0 |
High |
625-0 |
623-0 |
-2-0 |
-0.3% |
625-0 |
Low |
615-0 |
618-0 |
3-0 |
0.5% |
598-4 |
Close |
622-6 |
621-2 |
-1-4 |
-0.2% |
622-6 |
Range |
10-0 |
5-0 |
-5-0 |
-50.0% |
26-4 |
ATR |
10-6 |
10-3 |
-0-3 |
-3.8% |
0-0 |
Volume |
7,464 |
6,553 |
-911 |
-12.2% |
29,997 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
635-6 |
633-4 |
624-0 |
|
R3 |
630-6 |
628-4 |
622-5 |
|
R2 |
625-6 |
625-6 |
622-1 |
|
R1 |
623-4 |
623-4 |
621-6 |
624-5 |
PP |
620-6 |
620-6 |
620-6 |
621-2 |
S1 |
618-4 |
618-4 |
620-6 |
619-5 |
S2 |
615-6 |
615-6 |
620-3 |
|
S3 |
610-6 |
613-4 |
619-7 |
|
S4 |
605-6 |
608-4 |
618-4 |
|
|
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 |
644-2 |
2.618 |
636-1 |
1.618 |
631-1 |
1.000 |
628-0 |
0.618 |
626-1 |
HIGH |
623-0 |
0.618 |
621-1 |
0.500 |
620-4 |
0.382 |
619-7 |
LOW |
618-0 |
0.618 |
614-7 |
1.000 |
613-0 |
1.618 |
609-7 |
2.618 |
604-7 |
4.250 |
596-6 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
621-0 |
618-1 |
PP |
620-6 |
614-7 |
S1 |
620-4 |
611-6 |
|