CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
510-0 |
522-4 |
12-4 |
2.5% |
499-6 |
| High |
514-4 |
531-4 |
17-0 |
3.3% |
531-4 |
| Low |
510-0 |
520-0 |
10-0 |
2.0% |
499-0 |
| Close |
513-4 |
530-6 |
17-2 |
3.4% |
530-6 |
| Range |
4-4 |
11-4 |
7-0 |
155.6% |
32-4 |
| ATR |
7-5 |
8-3 |
0-6 |
9.6% |
0-0 |
| Volume |
13,572 |
14,121 |
549 |
4.0% |
68,590 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
561-7 |
557-7 |
537-1 |
|
| R3 |
550-3 |
546-3 |
533-7 |
|
| R2 |
538-7 |
538-7 |
532-7 |
|
| R1 |
534-7 |
534-7 |
531-6 |
536-7 |
| PP |
527-3 |
527-3 |
527-3 |
528-4 |
| S1 |
523-3 |
523-3 |
529-6 |
525-3 |
| S2 |
515-7 |
515-7 |
528-5 |
|
| S3 |
504-3 |
511-7 |
527-5 |
|
| S4 |
492-7 |
500-3 |
524-3 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
617-7 |
606-7 |
548-5 |
|
| R3 |
585-3 |
574-3 |
539-6 |
|
| R2 |
552-7 |
552-7 |
536-6 |
|
| R1 |
541-7 |
541-7 |
533-6 |
547-3 |
| PP |
520-3 |
520-3 |
520-3 |
523-2 |
| S1 |
509-3 |
509-3 |
527-6 |
514-7 |
| S2 |
487-7 |
487-7 |
524-6 |
|
| S3 |
455-3 |
476-7 |
521-6 |
|
| S4 |
422-7 |
444-3 |
512-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
580-3 |
|
2.618 |
561-5 |
|
1.618 |
550-1 |
|
1.000 |
543-0 |
|
0.618 |
538-5 |
|
HIGH |
531-4 |
|
0.618 |
527-1 |
|
0.500 |
525-6 |
|
0.382 |
524-3 |
|
LOW |
520-0 |
|
0.618 |
512-7 |
|
1.000 |
508-4 |
|
1.618 |
501-3 |
|
2.618 |
489-7 |
|
4.250 |
471-1 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
529-1 |
527-3 |
| PP |
527-3 |
524-1 |
| S1 |
525-6 |
520-6 |
|