CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
631-6 |
630-0 |
-1-6 |
-0.3% |
617-0 |
High |
631-6 |
642-0 |
10-2 |
1.6% |
642-0 |
Low |
631-6 |
629-0 |
-2-6 |
-0.4% |
617-0 |
Close |
629-0 |
644-0 |
15-0 |
2.4% |
644-0 |
Range |
0-0 |
13-0 |
13-0 |
|
25-0 |
ATR |
9-7 |
10-1 |
0-2 |
2.2% |
0-0 |
Volume |
2,747 |
3,504 |
757 |
27.6% |
16,152 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
677-3 |
673-5 |
651-1 |
|
R3 |
664-3 |
660-5 |
647-5 |
|
R2 |
651-3 |
651-3 |
646-3 |
|
R1 |
647-5 |
647-5 |
645-2 |
649-4 |
PP |
638-3 |
638-3 |
638-3 |
639-2 |
S1 |
634-5 |
634-5 |
642-6 |
636-4 |
S2 |
625-3 |
625-3 |
641-5 |
|
S3 |
612-3 |
621-5 |
640-3 |
|
S4 |
599-3 |
608-5 |
636-7 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
709-3 |
701-5 |
657-6 |
|
R3 |
684-3 |
676-5 |
650-7 |
|
R2 |
659-3 |
659-3 |
648-5 |
|
R1 |
651-5 |
651-5 |
646-2 |
655-4 |
PP |
634-3 |
634-3 |
634-3 |
636-2 |
S1 |
626-5 |
626-5 |
641-6 |
630-4 |
S2 |
609-3 |
609-3 |
639-3 |
|
S3 |
584-3 |
601-5 |
637-1 |
|
S4 |
559-3 |
576-5 |
630-2 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
697-2 |
2.618 |
676-0 |
1.618 |
663-0 |
1.000 |
655-0 |
0.618 |
650-0 |
HIGH |
642-0 |
0.618 |
637-0 |
0.500 |
635-4 |
0.382 |
634-0 |
LOW |
629-0 |
0.618 |
621-0 |
1.000 |
616-0 |
1.618 |
608-0 |
2.618 |
595-0 |
4.250 |
573-6 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
641-1 |
641-1 |
PP |
638-3 |
638-3 |
S1 |
635-4 |
635-4 |
|