CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 24-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
342-4 |
345-4 |
3-0 |
0.9% |
339-6 |
High |
358-0 |
358-6 |
0-6 |
0.2% |
370-2 |
Low |
342-4 |
345-4 |
3-0 |
0.9% |
338-4 |
Close |
352-4 |
358-4 |
6-0 |
1.7% |
340-4 |
Range |
15-4 |
13-2 |
-2-2 |
-14.5% |
31-6 |
ATR |
9-5 |
9-7 |
0-2 |
2.7% |
0-0 |
Volume |
3,008 |
3,419 |
411 |
13.7% |
18,440 |
|
Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
394-0 |
389-4 |
365-6 |
|
R3 |
380-6 |
376-2 |
362-1 |
|
R2 |
367-4 |
367-4 |
360-7 |
|
R1 |
363-0 |
363-0 |
359-6 |
365-2 |
PP |
354-2 |
354-2 |
354-2 |
355-3 |
S1 |
349-6 |
349-6 |
357-2 |
352-0 |
S2 |
341-0 |
341-0 |
356-1 |
|
S3 |
327-6 |
336-4 |
354-7 |
|
S4 |
314-4 |
323-2 |
351-2 |
|
|
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 |
415-0 |
2.618 |
393-4 |
1.618 |
380-2 |
1.000 |
372-0 |
0.618 |
367-0 |
HIGH |
358-6 |
0.618 |
353-6 |
0.500 |
352-1 |
0.382 |
350-4 |
LOW |
345-4 |
0.618 |
337-2 |
1.000 |
332-2 |
1.618 |
324-0 |
2.618 |
310-6 |
4.250 |
289-2 |
|
|
Fisher Pivots for day following 24-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
356-3 |
355-4 |
PP |
354-2 |
352-3 |
S1 |
352-1 |
349-3 |
|