CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
628-6 |
635-6 |
7-0 |
1.1% |
620-6 |
High |
632-4 |
639-0 |
6-4 |
1.0% |
625-0 |
Low |
628-6 |
629-2 |
0-4 |
0.1% |
607-4 |
Close |
633-0 |
635-6 |
2-6 |
0.4% |
611-6 |
Range |
3-6 |
9-6 |
6-0 |
160.0% |
17-4 |
ATR |
10-3 |
10-3 |
0-0 |
-0.4% |
0-0 |
Volume |
2,190 |
3,791 |
1,601 |
73.1% |
26,553 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
663-7 |
659-5 |
641-1 |
|
R3 |
654-1 |
649-7 |
638-3 |
|
R2 |
644-3 |
644-3 |
637-4 |
|
R1 |
640-1 |
640-1 |
636-5 |
640-5 |
PP |
634-5 |
634-5 |
634-5 |
635-0 |
S1 |
630-3 |
630-3 |
634-7 |
630-7 |
S2 |
624-7 |
624-7 |
634-0 |
|
S3 |
615-1 |
620-5 |
633-1 |
|
S4 |
605-3 |
610-7 |
630-3 |
|
|
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 |
680-4 |
2.618 |
664-4 |
1.618 |
654-6 |
1.000 |
648-6 |
0.618 |
645-0 |
HIGH |
639-0 |
0.618 |
635-2 |
0.500 |
634-1 |
0.382 |
633-0 |
LOW |
629-2 |
0.618 |
623-2 |
1.000 |
619-4 |
1.618 |
613-4 |
2.618 |
603-6 |
4.250 |
587-6 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
635-2 |
633-1 |
PP |
634-5 |
630-5 |
S1 |
634-1 |
628-0 |
|