CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
635-6 |
631-6 |
-4-0 |
-0.6% |
620-6 |
High |
639-0 |
631-6 |
-7-2 |
-1.1% |
625-0 |
Low |
629-2 |
631-6 |
2-4 |
0.4% |
607-4 |
Close |
635-6 |
629-0 |
-6-6 |
-1.1% |
611-6 |
Range |
9-6 |
0-0 |
-9-6 |
-100.0% |
17-4 |
ATR |
10-3 |
9-7 |
-0-4 |
-4.4% |
0-0 |
Volume |
3,791 |
2,747 |
-1,044 |
-27.5% |
26,553 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
630-7 |
629-7 |
629-0 |
|
R3 |
630-7 |
629-7 |
629-0 |
|
R2 |
630-7 |
630-7 |
629-0 |
|
R1 |
629-7 |
629-7 |
629-0 |
630-3 |
PP |
630-7 |
630-7 |
630-7 |
631-0 |
S1 |
629-7 |
629-7 |
629-0 |
630-3 |
S2 |
630-7 |
630-7 |
629-0 |
|
S3 |
630-7 |
629-7 |
629-0 |
|
S4 |
630-7 |
629-7 |
629-0 |
|
|
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 |
631-6 |
2.618 |
631-6 |
1.618 |
631-6 |
1.000 |
631-6 |
0.618 |
631-6 |
HIGH |
631-6 |
0.618 |
631-6 |
0.500 |
631-6 |
0.382 |
631-6 |
LOW |
631-6 |
0.618 |
631-6 |
1.000 |
631-6 |
1.618 |
631-6 |
2.618 |
631-6 |
4.250 |
631-6 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
631-6 |
633-7 |
PP |
630-7 |
632-2 |
S1 |
629-7 |
630-5 |
|