CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
617-4 |
620-2 |
2-6 |
0.4% |
612-0 |
High |
625-0 |
620-2 |
-4-6 |
-0.8% |
625-0 |
Low |
617-4 |
618-0 |
0-4 |
0.1% |
598-4 |
Close |
624-6 |
617-6 |
-7-0 |
-1.1% |
622-6 |
Range |
7-4 |
2-2 |
-5-2 |
-70.0% |
26-4 |
ATR |
10-6 |
10-3 |
-0-2 |
-2.6% |
0-0 |
Volume |
4,964 |
5,329 |
365 |
7.4% |
29,997 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
625-3 |
623-7 |
619-0 |
|
R3 |
623-1 |
621-5 |
618-3 |
|
R2 |
620-7 |
620-7 |
618-1 |
|
R1 |
619-3 |
619-3 |
618-0 |
619-0 |
PP |
618-5 |
618-5 |
618-5 |
618-4 |
S1 |
617-1 |
617-1 |
617-4 |
616-6 |
S2 |
616-3 |
616-3 |
617-3 |
|
S3 |
614-1 |
614-7 |
617-1 |
|
S4 |
611-7 |
612-5 |
616-4 |
|
|
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 |
629-6 |
2.618 |
626-1 |
1.618 |
623-7 |
1.000 |
622-4 |
0.618 |
621-5 |
HIGH |
620-2 |
0.618 |
619-3 |
0.500 |
619-1 |
0.382 |
618-7 |
LOW |
618-0 |
0.618 |
616-5 |
1.000 |
615-6 |
1.618 |
614-3 |
2.618 |
612-1 |
4.250 |
608-4 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
619-1 |
617-2 |
PP |
618-5 |
616-6 |
S1 |
618-2 |
616-2 |
|