CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
499-0 |
513-0 |
14-0 |
2.8% |
477-6 |
High |
511-4 |
514-4 |
3-0 |
0.6% |
494-0 |
Low |
499-0 |
511-2 |
12-2 |
2.5% |
477-6 |
Close |
511-4 |
513-2 |
1-6 |
0.3% |
494-6 |
Range |
12-4 |
3-2 |
-9-2 |
-74.0% |
16-2 |
ATR |
8-2 |
7-7 |
-0-3 |
-4.3% |
0-0 |
Volume |
8,983 |
18,145 |
9,162 |
102.0% |
58,987 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
522-6 |
521-2 |
515-0 |
|
R3 |
519-4 |
518-0 |
514-1 |
|
R2 |
516-2 |
516-2 |
513-7 |
|
R1 |
514-6 |
514-6 |
513-4 |
515-4 |
PP |
513-0 |
513-0 |
513-0 |
513-3 |
S1 |
511-4 |
511-4 |
513-0 |
512-2 |
S2 |
509-6 |
509-6 |
512-5 |
|
S3 |
506-4 |
508-2 |
512-3 |
|
S4 |
503-2 |
505-0 |
511-4 |
|
|
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 |
528-2 |
2.618 |
523-0 |
1.618 |
519-6 |
1.000 |
517-6 |
0.618 |
516-4 |
HIGH |
514-4 |
0.618 |
513-2 |
0.500 |
512-7 |
0.382 |
512-4 |
LOW |
511-2 |
0.618 |
509-2 |
1.000 |
508-0 |
1.618 |
506-0 |
2.618 |
502-6 |
4.250 |
497-4 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
513-1 |
511-1 |
PP |
513-0 |
508-7 |
S1 |
512-7 |
506-6 |
|