CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 23-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
342-0 |
342-4 |
0-4 |
0.1% |
339-6 |
High |
348-0 |
358-0 |
10-0 |
2.9% |
370-2 |
Low |
340-0 |
342-4 |
2-4 |
0.7% |
338-4 |
Close |
348-2 |
352-4 |
4-2 |
1.2% |
340-4 |
Range |
8-0 |
15-4 |
7-4 |
93.8% |
31-6 |
ATR |
9-1 |
9-5 |
0-4 |
5.0% |
0-0 |
Volume |
4,265 |
3,008 |
-1,257 |
-29.5% |
18,440 |
|
Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
397-4 |
390-4 |
361-0 |
|
R3 |
382-0 |
375-0 |
356-6 |
|
R2 |
366-4 |
366-4 |
355-3 |
|
R1 |
359-4 |
359-4 |
353-7 |
363-0 |
PP |
351-0 |
351-0 |
351-0 |
352-6 |
S1 |
344-0 |
344-0 |
351-1 |
347-4 |
S2 |
335-4 |
335-4 |
349-5 |
|
S3 |
320-0 |
328-4 |
348-2 |
|
S4 |
304-4 |
313-0 |
344-0 |
|
|
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 |
423-7 |
2.618 |
398-5 |
1.618 |
383-1 |
1.000 |
373-4 |
0.618 |
367-5 |
HIGH |
358-0 |
0.618 |
352-1 |
0.500 |
350-2 |
0.382 |
348-3 |
LOW |
342-4 |
0.618 |
332-7 |
1.000 |
327-0 |
1.618 |
317-3 |
2.618 |
301-7 |
4.250 |
276-5 |
|
|
Fisher Pivots for day following 23-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
351-6 |
350-2 |
PP |
351-0 |
348-0 |
S1 |
350-2 |
345-6 |
|