CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
332-0 |
338-6 |
6-6 |
2.0% |
329-6 |
High |
339-4 |
339-4 |
0-0 |
0.0% |
339-4 |
Low |
332-0 |
333-0 |
1-0 |
0.3% |
328-4 |
Close |
338-0 |
342-4 |
4-4 |
1.3% |
342-4 |
Range |
7-4 |
6-4 |
-1-0 |
-13.3% |
11-0 |
ATR |
6-3 |
6-3 |
0-0 |
0.2% |
0-0 |
Volume |
2,645 |
5,141 |
2,496 |
94.4% |
17,656 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
357-7 |
356-5 |
346-1 |
|
R3 |
351-3 |
350-1 |
344-2 |
|
R2 |
344-7 |
344-7 |
343-6 |
|
R1 |
343-5 |
343-5 |
343-1 |
344-2 |
PP |
338-3 |
338-3 |
338-3 |
338-5 |
S1 |
337-1 |
337-1 |
341-7 |
337-6 |
S2 |
331-7 |
331-7 |
341-2 |
|
S3 |
325-3 |
330-5 |
340-6 |
|
S4 |
318-7 |
324-1 |
338-7 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
369-7 |
367-1 |
348-4 |
|
R3 |
358-7 |
356-1 |
345-4 |
|
R2 |
347-7 |
347-7 |
344-4 |
|
R1 |
345-1 |
345-1 |
343-4 |
346-4 |
PP |
336-7 |
336-7 |
336-7 |
337-4 |
S1 |
334-1 |
334-1 |
341-4 |
335-4 |
S2 |
325-7 |
325-7 |
340-4 |
|
S3 |
314-7 |
323-1 |
339-4 |
|
S4 |
303-7 |
312-1 |
336-4 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
367-1 |
2.618 |
356-4 |
1.618 |
350-0 |
1.000 |
346-0 |
0.618 |
343-4 |
HIGH |
339-4 |
0.618 |
337-0 |
0.500 |
336-2 |
0.382 |
335-4 |
LOW |
333-0 |
0.618 |
329-0 |
1.000 |
326-4 |
1.618 |
322-4 |
2.618 |
316-0 |
4.250 |
305-3 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
340-3 |
339-5 |
PP |
338-3 |
336-7 |
S1 |
336-2 |
334-0 |
|