CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 21-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
346-0 |
333-4 |
-12-4 |
-3.6% |
339-6 |
High |
348-4 |
338-0 |
-10-4 |
-3.0% |
370-2 |
Low |
340-4 |
333-4 |
-7-0 |
-2.1% |
338-4 |
Close |
340-4 |
338-4 |
-2-0 |
-0.6% |
340-4 |
Range |
8-0 |
4-4 |
-3-4 |
-43.8% |
31-6 |
ATR |
9-2 |
9-1 |
-0-1 |
-1.8% |
0-0 |
Volume |
1,553 |
3,594 |
2,041 |
131.4% |
18,440 |
|
Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
350-1 |
348-7 |
341-0 |
|
R3 |
345-5 |
344-3 |
339-6 |
|
R2 |
341-1 |
341-1 |
339-3 |
|
R1 |
339-7 |
339-7 |
338-7 |
340-4 |
PP |
336-5 |
336-5 |
336-5 |
337-0 |
S1 |
335-3 |
335-3 |
338-1 |
336-0 |
S2 |
332-1 |
332-1 |
337-5 |
|
S3 |
327-5 |
330-7 |
337-2 |
|
S4 |
323-1 |
326-3 |
336-0 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
445-0 |
424-4 |
358-0 |
|
R3 |
413-2 |
392-6 |
349-2 |
|
R2 |
381-4 |
381-4 |
346-3 |
|
R1 |
361-0 |
361-0 |
343-3 |
371-2 |
PP |
349-6 |
349-6 |
349-6 |
354-7 |
S1 |
329-2 |
329-2 |
337-5 |
339-4 |
S2 |
318-0 |
318-0 |
334-5 |
|
S3 |
286-2 |
297-4 |
331-6 |
|
S4 |
254-4 |
265-6 |
323-0 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
357-1 |
2.618 |
349-6 |
1.618 |
345-2 |
1.000 |
342-4 |
0.618 |
340-6 |
HIGH |
338-0 |
0.618 |
336-2 |
0.500 |
335-6 |
0.382 |
335-2 |
LOW |
333-4 |
0.618 |
330-6 |
1.000 |
329-0 |
1.618 |
326-2 |
2.618 |
321-6 |
4.250 |
314-3 |
|
|
Fisher Pivots for day following 21-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
337-5 |
343-4 |
PP |
336-5 |
341-7 |
S1 |
335-6 |
340-1 |
|