CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
521-6 |
517-4 |
-4-2 |
-0.8% |
499-6 |
| High |
524-4 |
520-0 |
-4-4 |
-0.9% |
531-4 |
| Low |
521-6 |
516-0 |
-5-6 |
-1.1% |
499-0 |
| Close |
524-4 |
518-2 |
-6-2 |
-1.2% |
530-6 |
| Range |
2-6 |
4-0 |
1-2 |
45.5% |
32-4 |
| ATR |
8-4 |
8-4 |
0-0 |
0.0% |
0-0 |
| Volume |
10,652 |
19,187 |
8,535 |
80.1% |
68,590 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
530-1 |
528-1 |
520-4 |
|
| R3 |
526-1 |
524-1 |
519-3 |
|
| R2 |
522-1 |
522-1 |
519-0 |
|
| R1 |
520-1 |
520-1 |
518-5 |
521-1 |
| PP |
518-1 |
518-1 |
518-1 |
518-4 |
| S1 |
516-1 |
516-1 |
517-7 |
517-1 |
| S2 |
514-1 |
514-1 |
517-4 |
|
| S3 |
510-1 |
512-1 |
517-1 |
|
| S4 |
506-1 |
508-1 |
516-0 |
|
|
| 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 |
537-0 |
|
2.618 |
530-4 |
|
1.618 |
526-4 |
|
1.000 |
524-0 |
|
0.618 |
522-4 |
|
HIGH |
520-0 |
|
0.618 |
518-4 |
|
0.500 |
518-0 |
|
0.382 |
517-4 |
|
LOW |
516-0 |
|
0.618 |
513-4 |
|
1.000 |
512-0 |
|
1.618 |
509-4 |
|
2.618 |
505-4 |
|
4.250 |
499-0 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
518-1 |
524-4 |
| PP |
518-1 |
522-3 |
| S1 |
518-0 |
520-3 |
|