CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 15-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
339-6 |
365-6 |
26-0 |
7.7% |
329-6 |
High |
342-2 |
370-2 |
28-0 |
8.2% |
339-4 |
Low |
338-4 |
365-6 |
27-2 |
8.1% |
328-4 |
Close |
340-4 |
369-0 |
28-4 |
8.4% |
342-4 |
Range |
3-6 |
4-4 |
0-6 |
20.0% |
11-0 |
ATR |
6-2 |
7-7 |
1-5 |
27.2% |
0-0 |
Volume |
3,232 |
2,125 |
-1,107 |
-34.3% |
17,656 |
|
Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
381-7 |
379-7 |
371-4 |
|
R3 |
377-3 |
375-3 |
370-2 |
|
R2 |
372-7 |
372-7 |
369-7 |
|
R1 |
370-7 |
370-7 |
369-3 |
371-7 |
PP |
368-3 |
368-3 |
368-3 |
368-6 |
S1 |
366-3 |
366-3 |
368-5 |
367-3 |
S2 |
363-7 |
363-7 |
368-1 |
|
S3 |
359-3 |
361-7 |
367-6 |
|
S4 |
354-7 |
357-3 |
366-4 |
|
|
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 |
389-3 |
2.618 |
382-0 |
1.618 |
377-4 |
1.000 |
374-6 |
0.618 |
373-0 |
HIGH |
370-2 |
0.618 |
368-4 |
0.500 |
368-0 |
0.382 |
367-4 |
LOW |
365-6 |
0.618 |
363-0 |
1.000 |
361-2 |
1.618 |
358-4 |
2.618 |
354-0 |
4.250 |
346-5 |
|
|
Fisher Pivots for day following 15-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
368-5 |
363-2 |
PP |
368-3 |
357-3 |
S1 |
368-0 |
351-5 |
|