CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 27-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
524-0 |
538-0 |
14-0 |
2.7% |
539-0 |
High |
541-0 |
538-0 |
-3-0 |
-0.6% |
541-0 |
Low |
524-0 |
528-4 |
4-4 |
0.9% |
516-0 |
Close |
539-6 |
530-2 |
-9-4 |
-1.8% |
539-6 |
Range |
17-0 |
9-4 |
-7-4 |
-44.1% |
25-0 |
ATR |
9-4 |
9-5 |
0-1 |
1.3% |
0-0 |
Volume |
17,843 |
17,848 |
5 |
0.0% |
82,634 |
|
Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
560-6 |
555-0 |
535-4 |
|
R3 |
551-2 |
545-4 |
532-7 |
|
R2 |
541-6 |
541-6 |
532-0 |
|
R1 |
536-0 |
536-0 |
531-1 |
534-1 |
PP |
532-2 |
532-2 |
532-2 |
531-2 |
S1 |
526-4 |
526-4 |
529-3 |
524-5 |
S2 |
522-6 |
522-6 |
528-4 |
|
S3 |
513-2 |
517-0 |
527-5 |
|
S4 |
503-6 |
507-4 |
525-0 |
|
|
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 |
578-3 |
2.618 |
562-7 |
1.618 |
553-3 |
1.000 |
547-4 |
0.618 |
543-7 |
HIGH |
538-0 |
0.618 |
534-3 |
0.500 |
533-2 |
0.382 |
532-1 |
LOW |
528-4 |
0.618 |
522-5 |
1.000 |
519-0 |
1.618 |
513-1 |
2.618 |
503-5 |
4.250 |
488-1 |
|
|
Fisher Pivots for day following 27-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
533-2 |
529-5 |
PP |
532-2 |
529-1 |
S1 |
531-2 |
528-4 |
|