CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
517-4 |
524-0 |
6-4 |
1.3% |
539-0 |
| High |
520-0 |
541-0 |
21-0 |
4.0% |
541-0 |
| Low |
516-0 |
524-0 |
8-0 |
1.6% |
516-0 |
| Close |
518-2 |
539-6 |
21-4 |
4.1% |
539-6 |
| Range |
4-0 |
17-0 |
13-0 |
325.0% |
25-0 |
| ATR |
8-4 |
9-4 |
1-0 |
11.9% |
0-0 |
| Volume |
19,187 |
17,843 |
-1,344 |
-7.0% |
82,634 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
585-7 |
579-7 |
549-1 |
|
| R3 |
568-7 |
562-7 |
544-3 |
|
| R2 |
551-7 |
551-7 |
542-7 |
|
| R1 |
545-7 |
545-7 |
541-2 |
548-7 |
| PP |
534-7 |
534-7 |
534-7 |
536-4 |
| S1 |
528-7 |
528-7 |
538-2 |
531-7 |
| S2 |
517-7 |
517-7 |
536-5 |
|
| S3 |
500-7 |
511-7 |
535-1 |
|
| S4 |
483-7 |
494-7 |
530-3 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
607-2 |
598-4 |
553-4 |
|
| R3 |
582-2 |
573-4 |
546-5 |
|
| R2 |
557-2 |
557-2 |
544-3 |
|
| R1 |
548-4 |
548-4 |
542-0 |
552-7 |
| PP |
532-2 |
532-2 |
532-2 |
534-4 |
| S1 |
523-4 |
523-4 |
537-4 |
527-7 |
| S2 |
507-2 |
507-2 |
535-1 |
|
| S3 |
482-2 |
498-4 |
532-7 |
|
| S4 |
457-2 |
473-4 |
526-0 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
613-2 |
|
2.618 |
585-4 |
|
1.618 |
568-4 |
|
1.000 |
558-0 |
|
0.618 |
551-4 |
|
HIGH |
541-0 |
|
0.618 |
534-4 |
|
0.500 |
532-4 |
|
0.382 |
530-4 |
|
LOW |
524-0 |
|
0.618 |
513-4 |
|
1.000 |
507-0 |
|
1.618 |
496-4 |
|
2.618 |
479-4 |
|
4.250 |
451-6 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
537-3 |
536-0 |
| PP |
534-7 |
532-2 |
| S1 |
532-4 |
528-4 |
|