CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
461-6 |
464-2 |
2-4 |
0.5% |
455-2 |
| High |
463-6 |
465-4 |
1-6 |
0.4% |
459-4 |
| Low |
459-2 |
464-2 |
5-0 |
1.1% |
438-0 |
| Close |
458-6 |
466-2 |
7-4 |
1.6% |
456-2 |
| Range |
4-4 |
1-2 |
-3-2 |
-72.2% |
21-4 |
| ATR |
8-4 |
8-3 |
-0-1 |
-1.5% |
0-0 |
| Volume |
4,741 |
6,236 |
1,495 |
31.5% |
23,713 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
469-1 |
468-7 |
467-0 |
|
| R3 |
467-7 |
467-5 |
466-5 |
|
| R2 |
466-5 |
466-5 |
466-4 |
|
| R1 |
466-3 |
466-3 |
466-3 |
466-4 |
| PP |
465-3 |
465-3 |
465-3 |
465-3 |
| S1 |
465-1 |
465-1 |
466-1 |
465-2 |
| S2 |
464-1 |
464-1 |
466-0 |
|
| S3 |
462-7 |
463-7 |
465-7 |
|
| S4 |
461-5 |
462-5 |
465-4 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
515-6 |
507-4 |
468-1 |
|
| R3 |
494-2 |
486-0 |
462-1 |
|
| R2 |
472-6 |
472-6 |
460-2 |
|
| R1 |
464-4 |
464-4 |
458-2 |
468-5 |
| PP |
451-2 |
451-2 |
451-2 |
453-2 |
| S1 |
443-0 |
443-0 |
454-2 |
447-1 |
| S2 |
429-6 |
429-6 |
452-2 |
|
| S3 |
408-2 |
421-4 |
450-3 |
|
| S4 |
386-6 |
400-0 |
444-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
470-6 |
|
2.618 |
468-6 |
|
1.618 |
467-4 |
|
1.000 |
466-6 |
|
0.618 |
466-2 |
|
HIGH |
465-4 |
|
0.618 |
465-0 |
|
0.500 |
464-7 |
|
0.382 |
464-6 |
|
LOW |
464-2 |
|
0.618 |
463-4 |
|
1.000 |
463-0 |
|
1.618 |
462-2 |
|
2.618 |
461-0 |
|
4.250 |
459-0 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
465-6 |
465-0 |
| PP |
465-3 |
463-5 |
| S1 |
464-7 |
462-3 |
|