CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 21-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
539-0 |
525-4 |
-13-4 |
-2.5% |
499-6 |
High |
539-0 |
533-0 |
-6-0 |
-1.1% |
531-4 |
Low |
525-2 |
521-4 |
-3-6 |
-0.7% |
499-0 |
Close |
526-2 |
523-2 |
-3-0 |
-0.6% |
530-6 |
Range |
13-6 |
11-4 |
-2-2 |
-16.4% |
32-4 |
ATR |
8-6 |
9-0 |
0-2 |
2.2% |
0-0 |
Volume |
20,922 |
14,030 |
-6,892 |
-32.9% |
68,590 |
|
Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
560-3 |
553-3 |
529-5 |
|
R3 |
548-7 |
541-7 |
526-3 |
|
R2 |
537-3 |
537-3 |
525-3 |
|
R1 |
530-3 |
530-3 |
524-2 |
528-1 |
PP |
525-7 |
525-7 |
525-7 |
524-6 |
S1 |
518-7 |
518-7 |
522-2 |
516-5 |
S2 |
514-3 |
514-3 |
521-1 |
|
S3 |
502-7 |
507-3 |
520-1 |
|
S4 |
491-3 |
495-7 |
516-7 |
|
|
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 |
581-7 |
2.618 |
563-1 |
1.618 |
551-5 |
1.000 |
544-4 |
0.618 |
540-1 |
HIGH |
533-0 |
0.618 |
528-5 |
0.500 |
527-2 |
0.382 |
525-7 |
LOW |
521-4 |
0.618 |
514-3 |
1.000 |
510-0 |
1.618 |
502-7 |
2.618 |
491-3 |
4.250 |
472-5 |
|
|
Fisher Pivots for day following 21-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
527-2 |
529-4 |
PP |
525-7 |
527-3 |
S1 |
524-5 |
525-3 |
|