CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
499-6 |
499-0 |
-0-6 |
-0.2% |
477-6 |
| High |
501-2 |
511-4 |
10-2 |
2.0% |
494-0 |
| Low |
499-0 |
499-0 |
0-0 |
0.0% |
477-6 |
| Close |
499-6 |
511-4 |
11-6 |
2.4% |
494-6 |
| Range |
2-2 |
12-4 |
10-2 |
455.6% |
16-2 |
| ATR |
8-0 |
8-2 |
0-3 |
4.1% |
0-0 |
| Volume |
13,769 |
8,983 |
-4,786 |
-34.8% |
58,987 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
544-7 |
540-5 |
518-3 |
|
| R3 |
532-3 |
528-1 |
515-0 |
|
| R2 |
519-7 |
519-7 |
513-6 |
|
| R1 |
515-5 |
515-5 |
512-5 |
517-6 |
| PP |
507-3 |
507-3 |
507-3 |
508-3 |
| S1 |
503-1 |
503-1 |
510-3 |
505-2 |
| S2 |
494-7 |
494-7 |
509-2 |
|
| S3 |
482-3 |
490-5 |
508-0 |
|
| S4 |
469-7 |
478-1 |
504-5 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
537-5 |
532-3 |
503-6 |
|
| R3 |
521-3 |
516-1 |
499-2 |
|
| R2 |
505-1 |
505-1 |
497-6 |
|
| R1 |
499-7 |
499-7 |
496-2 |
502-4 |
| PP |
488-7 |
488-7 |
488-7 |
490-1 |
| S1 |
483-5 |
483-5 |
493-2 |
486-2 |
| S2 |
472-5 |
472-5 |
491-6 |
|
| S3 |
456-3 |
467-3 |
490-2 |
|
| S4 |
440-1 |
451-1 |
485-6 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
564-5 |
|
2.618 |
544-2 |
|
1.618 |
531-6 |
|
1.000 |
524-0 |
|
0.618 |
519-2 |
|
HIGH |
511-4 |
|
0.618 |
506-6 |
|
0.500 |
505-2 |
|
0.382 |
503-6 |
|
LOW |
499-0 |
|
0.618 |
491-2 |
|
1.000 |
486-4 |
|
1.618 |
478-6 |
|
2.618 |
466-2 |
|
4.250 |
445-7 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
509-3 |
507-1 |
| PP |
507-3 |
502-5 |
| S1 |
505-2 |
498-2 |
|