CME Pit-Traded Corn Future September 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
620-2 |
621-0 |
0-6 |
0.1% |
620-6 |
| High |
620-2 |
623-0 |
2-6 |
0.4% |
625-0 |
| Low |
618-0 |
612-0 |
-6-0 |
-1.0% |
607-4 |
| Close |
617-6 |
611-6 |
-6-0 |
-1.0% |
611-6 |
| Range |
2-2 |
11-0 |
8-6 |
388.9% |
17-4 |
| ATR |
10-3 |
10-4 |
0-0 |
0.4% |
0-0 |
| Volume |
5,329 |
3,136 |
-2,193 |
-41.2% |
26,553 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
648-5 |
641-1 |
617-6 |
|
| R3 |
637-5 |
630-1 |
614-6 |
|
| R2 |
626-5 |
626-5 |
613-6 |
|
| R1 |
619-1 |
619-1 |
612-6 |
617-3 |
| PP |
615-5 |
615-5 |
615-5 |
614-6 |
| S1 |
608-1 |
608-1 |
610-6 |
606-3 |
| S2 |
604-5 |
604-5 |
609-6 |
|
| S3 |
593-5 |
597-1 |
608-6 |
|
| S4 |
582-5 |
586-1 |
605-6 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
667-2 |
657-0 |
621-3 |
|
| R3 |
649-6 |
639-4 |
616-4 |
|
| R2 |
632-2 |
632-2 |
615-0 |
|
| R1 |
622-0 |
622-0 |
613-3 |
618-3 |
| PP |
614-6 |
614-6 |
614-6 |
613-0 |
| S1 |
604-4 |
604-4 |
610-1 |
600-7 |
| S2 |
597-2 |
597-2 |
608-4 |
|
| S3 |
579-6 |
587-0 |
607-0 |
|
| S4 |
562-2 |
569-4 |
602-1 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
669-6 |
|
2.618 |
651-6 |
|
1.618 |
640-6 |
|
1.000 |
634-0 |
|
0.618 |
629-6 |
|
HIGH |
623-0 |
|
0.618 |
618-6 |
|
0.500 |
617-4 |
|
0.382 |
616-2 |
|
LOW |
612-0 |
|
0.618 |
605-2 |
|
1.000 |
601-0 |
|
1.618 |
594-2 |
|
2.618 |
583-2 |
|
4.250 |
565-2 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
617-4 |
618-4 |
| PP |
615-5 |
616-2 |
| S1 |
613-5 |
614-0 |
|