CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
333-4 |
342-0 |
8-4 |
2.5% |
339-6 |
| High |
338-0 |
348-0 |
10-0 |
3.0% |
370-2 |
| Low |
333-4 |
340-0 |
6-4 |
1.9% |
338-4 |
| Close |
338-4 |
348-2 |
9-6 |
2.9% |
340-4 |
| Range |
4-4 |
8-0 |
3-4 |
77.8% |
31-6 |
| ATR |
9-1 |
9-1 |
0-0 |
0.3% |
0-0 |
| Volume |
3,594 |
4,265 |
671 |
18.7% |
18,440 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
369-3 |
366-7 |
352-5 |
|
| R3 |
361-3 |
358-7 |
350-4 |
|
| R2 |
353-3 |
353-3 |
349-6 |
|
| R1 |
350-7 |
350-7 |
349-0 |
352-1 |
| PP |
345-3 |
345-3 |
345-3 |
346-0 |
| S1 |
342-7 |
342-7 |
347-4 |
344-1 |
| S2 |
337-3 |
337-3 |
346-6 |
|
| S3 |
329-3 |
334-7 |
346-0 |
|
| S4 |
321-3 |
326-7 |
343-7 |
|
|
| 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 |
382-0 |
|
2.618 |
369-0 |
|
1.618 |
361-0 |
|
1.000 |
356-0 |
|
0.618 |
353-0 |
|
HIGH |
348-0 |
|
0.618 |
345-0 |
|
0.500 |
344-0 |
|
0.382 |
343-0 |
|
LOW |
340-0 |
|
0.618 |
335-0 |
|
1.000 |
332-0 |
|
1.618 |
327-0 |
|
2.618 |
319-0 |
|
4.250 |
306-0 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
346-7 |
345-7 |
| PP |
345-3 |
343-3 |
| S1 |
344-0 |
341-0 |
|