CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
522-4 |
539-0 |
16-4 |
3.2% |
499-6 |
| High |
531-4 |
539-0 |
7-4 |
1.4% |
531-4 |
| Low |
520-0 |
525-2 |
5-2 |
1.0% |
499-0 |
| Close |
530-6 |
526-2 |
-4-4 |
-0.8% |
530-6 |
| Range |
11-4 |
13-6 |
2-2 |
19.6% |
32-4 |
| ATR |
8-3 |
8-6 |
0-3 |
4.5% |
0-0 |
| Volume |
14,121 |
20,922 |
6,801 |
48.2% |
68,590 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
571-3 |
562-5 |
533-6 |
|
| R3 |
557-5 |
548-7 |
530-0 |
|
| R2 |
543-7 |
543-7 |
528-6 |
|
| R1 |
535-1 |
535-1 |
527-4 |
532-5 |
| PP |
530-1 |
530-1 |
530-1 |
529-0 |
| S1 |
521-3 |
521-3 |
525-0 |
518-7 |
| S2 |
516-3 |
516-3 |
523-6 |
|
| S3 |
502-5 |
507-5 |
522-4 |
|
| S4 |
488-7 |
493-7 |
518-6 |
|
|
| 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 |
597-4 |
|
2.618 |
575-0 |
|
1.618 |
561-2 |
|
1.000 |
552-6 |
|
0.618 |
547-4 |
|
HIGH |
539-0 |
|
0.618 |
533-6 |
|
0.500 |
532-1 |
|
0.382 |
530-4 |
|
LOW |
525-2 |
|
0.618 |
516-6 |
|
1.000 |
511-4 |
|
1.618 |
503-0 |
|
2.618 |
489-2 |
|
4.250 |
466-6 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
532-1 |
525-5 |
| PP |
530-1 |
525-1 |
| S1 |
528-2 |
524-4 |
|