CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 28-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
538-0 |
525-4 |
-12-4 |
-2.3% |
539-0 |
High |
538-0 |
529-0 |
-9-0 |
-1.7% |
541-0 |
Low |
528-4 |
517-6 |
-10-6 |
-2.0% |
516-0 |
Close |
530-2 |
518-2 |
-12-0 |
-2.3% |
539-6 |
Range |
9-4 |
11-2 |
1-6 |
18.4% |
25-0 |
ATR |
9-5 |
9-7 |
0-2 |
2.1% |
0-0 |
Volume |
17,848 |
12,502 |
-5,346 |
-30.0% |
82,634 |
|
Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
555-3 |
548-1 |
524-4 |
|
R3 |
544-1 |
536-7 |
521-3 |
|
R2 |
532-7 |
532-7 |
520-2 |
|
R1 |
525-5 |
525-5 |
519-2 |
523-5 |
PP |
521-5 |
521-5 |
521-5 |
520-6 |
S1 |
514-3 |
514-3 |
517-2 |
512-3 |
S2 |
510-3 |
510-3 |
516-2 |
|
S3 |
499-1 |
503-1 |
515-1 |
|
S4 |
487-7 |
491-7 |
512-0 |
|
|
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 |
576-6 |
2.618 |
558-4 |
1.618 |
547-2 |
1.000 |
540-2 |
0.618 |
536-0 |
HIGH |
529-0 |
0.618 |
524-6 |
0.500 |
523-3 |
0.382 |
522-0 |
LOW |
517-6 |
0.618 |
510-6 |
1.000 |
506-4 |
1.618 |
499-4 |
2.618 |
488-2 |
4.250 |
470-0 |
|
|
Fisher Pivots for day following 28-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
523-3 |
529-3 |
PP |
521-5 |
525-5 |
S1 |
520-0 |
522-0 |
|