CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 22-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
525-4 |
521-6 |
-3-6 |
-0.7% |
499-6 |
High |
533-0 |
524-4 |
-8-4 |
-1.6% |
531-4 |
Low |
521-4 |
521-6 |
0-2 |
0.0% |
499-0 |
Close |
523-2 |
524-4 |
1-2 |
0.2% |
530-6 |
Range |
11-4 |
2-6 |
-8-6 |
-76.1% |
32-4 |
ATR |
9-0 |
8-4 |
-0-4 |
-5.0% |
0-0 |
Volume |
14,030 |
10,652 |
-3,378 |
-24.1% |
68,590 |
|
Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
531-7 |
530-7 |
526-0 |
|
R3 |
529-1 |
528-1 |
525-2 |
|
R2 |
526-3 |
526-3 |
525-0 |
|
R1 |
525-3 |
525-3 |
524-6 |
525-7 |
PP |
523-5 |
523-5 |
523-5 |
523-6 |
S1 |
522-5 |
522-5 |
524-2 |
523-1 |
S2 |
520-7 |
520-7 |
524-0 |
|
S3 |
518-1 |
519-7 |
523-6 |
|
S4 |
515-3 |
517-1 |
523-0 |
|
|
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 |
536-2 |
2.618 |
531-6 |
1.618 |
529-0 |
1.000 |
527-2 |
0.618 |
526-2 |
HIGH |
524-4 |
0.618 |
523-4 |
0.500 |
523-1 |
0.382 |
522-6 |
LOW |
521-6 |
0.618 |
520-0 |
1.000 |
519-0 |
1.618 |
517-2 |
2.618 |
514-4 |
4.250 |
510-0 |
|
|
Fisher Pivots for day following 22-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
524-0 |
530-2 |
PP |
523-5 |
528-3 |
S1 |
523-1 |
526-3 |
|