CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
465-2 |
466-4 |
1-2 |
0.3% |
461-4 |
| High |
467-2 |
482-4 |
15-2 |
3.3% |
482-4 |
| Low |
464-0 |
466-4 |
2-4 |
0.5% |
459-2 |
| Close |
467-2 |
482-4 |
15-2 |
3.3% |
482-4 |
| Range |
3-2 |
16-0 |
12-6 |
392.3% |
23-2 |
| ATR |
8-0 |
8-5 |
0-5 |
7.2% |
0-0 |
| Volume |
7,751 |
6,402 |
-1,349 |
-17.4% |
29,759 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
525-1 |
519-7 |
491-2 |
|
| R3 |
509-1 |
503-7 |
486-7 |
|
| R2 |
493-1 |
493-1 |
485-3 |
|
| R1 |
487-7 |
487-7 |
484-0 |
490-4 |
| PP |
477-1 |
477-1 |
477-1 |
478-4 |
| S1 |
471-7 |
471-7 |
481-0 |
474-4 |
| S2 |
461-1 |
461-1 |
479-5 |
|
| S3 |
445-1 |
455-7 |
478-1 |
|
| S4 |
429-1 |
439-7 |
473-6 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
544-4 |
536-6 |
495-2 |
|
| R3 |
521-2 |
513-4 |
488-7 |
|
| R2 |
498-0 |
498-0 |
486-6 |
|
| R1 |
490-2 |
490-2 |
484-5 |
494-1 |
| PP |
474-6 |
474-6 |
474-6 |
476-6 |
| S1 |
467-0 |
467-0 |
480-3 |
470-7 |
| S2 |
451-4 |
451-4 |
478-2 |
|
| S3 |
428-2 |
443-6 |
476-1 |
|
| S4 |
405-0 |
420-4 |
469-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
550-4 |
|
2.618 |
524-3 |
|
1.618 |
508-3 |
|
1.000 |
498-4 |
|
0.618 |
492-3 |
|
HIGH |
482-4 |
|
0.618 |
476-3 |
|
0.500 |
474-4 |
|
0.382 |
472-5 |
|
LOW |
466-4 |
|
0.618 |
456-5 |
|
1.000 |
450-4 |
|
1.618 |
440-5 |
|
2.618 |
424-5 |
|
4.250 |
398-4 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
479-7 |
479-3 |
| PP |
477-1 |
476-3 |
| S1 |
474-4 |
473-2 |
|