CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 01-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
617-0 |
628-6 |
11-6 |
1.9% |
620-6 |
High |
625-6 |
632-4 |
6-6 |
1.1% |
625-0 |
Low |
617-0 |
628-6 |
11-6 |
1.9% |
607-4 |
Close |
626-2 |
633-0 |
6-6 |
1.1% |
611-6 |
Range |
8-6 |
3-6 |
-5-0 |
-57.1% |
17-4 |
ATR |
10-6 |
10-3 |
-0-3 |
-3.0% |
0-0 |
Volume |
3,920 |
2,190 |
-1,730 |
-44.1% |
26,553 |
|
Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
642-5 |
641-5 |
635-0 |
|
R3 |
638-7 |
637-7 |
634-0 |
|
R2 |
635-1 |
635-1 |
633-6 |
|
R1 |
634-1 |
634-1 |
633-3 |
634-5 |
PP |
631-3 |
631-3 |
631-3 |
631-6 |
S1 |
630-3 |
630-3 |
632-5 |
630-7 |
S2 |
627-5 |
627-5 |
632-2 |
|
S3 |
623-7 |
626-5 |
632-0 |
|
S4 |
620-1 |
622-7 |
631-0 |
|
|
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 |
648-4 |
2.618 |
642-3 |
1.618 |
638-5 |
1.000 |
636-2 |
0.618 |
634-7 |
HIGH |
632-4 |
0.618 |
631-1 |
0.500 |
630-5 |
0.382 |
630-1 |
LOW |
628-6 |
0.618 |
626-3 |
1.000 |
625-0 |
1.618 |
622-5 |
2.618 |
618-7 |
4.250 |
612-6 |
|
|
Fisher Pivots for day following 01-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
632-2 |
629-3 |
PP |
631-3 |
625-7 |
S1 |
630-5 |
622-2 |
|