CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
621-0 |
617-0 |
-4-0 |
-0.6% |
620-6 |
High |
623-0 |
625-6 |
2-6 |
0.4% |
625-0 |
Low |
612-0 |
617-0 |
5-0 |
0.8% |
607-4 |
Close |
611-6 |
626-2 |
14-4 |
2.4% |
611-6 |
Range |
11-0 |
8-6 |
-2-2 |
-20.5% |
17-4 |
ATR |
10-4 |
10-6 |
0-2 |
2.4% |
0-0 |
Volume |
3,136 |
3,920 |
784 |
25.0% |
26,553 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
649-2 |
646-4 |
631-0 |
|
R3 |
640-4 |
637-6 |
628-5 |
|
R2 |
631-6 |
631-6 |
627-7 |
|
R1 |
629-0 |
629-0 |
627-0 |
630-3 |
PP |
623-0 |
623-0 |
623-0 |
623-6 |
S1 |
620-2 |
620-2 |
625-4 |
621-5 |
S2 |
614-2 |
614-2 |
624-5 |
|
S3 |
605-4 |
611-4 |
623-7 |
|
S4 |
596-6 |
602-6 |
621-4 |
|
|
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 |
663-0 |
2.618 |
648-5 |
1.618 |
639-7 |
1.000 |
634-4 |
0.618 |
631-1 |
HIGH |
625-6 |
0.618 |
622-3 |
0.500 |
621-3 |
0.382 |
620-3 |
LOW |
617-0 |
0.618 |
611-5 |
1.000 |
608-2 |
1.618 |
602-7 |
2.618 |
594-1 |
4.250 |
579-6 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
624-5 |
623-6 |
PP |
623-0 |
621-3 |
S1 |
621-3 |
618-7 |
|