CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 30-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
507-0 |
506-4 |
-0-4 |
-0.1% |
539-0 |
High |
522-4 |
513-4 |
-9-0 |
-1.7% |
541-0 |
Low |
507-0 |
497-4 |
-9-4 |
-1.9% |
516-0 |
Close |
522-2 |
514-0 |
-8-2 |
-1.6% |
539-6 |
Range |
15-4 |
16-0 |
0-4 |
3.2% |
25-0 |
ATR |
10-2 |
11-2 |
1-0 |
10.1% |
0-0 |
Volume |
7,609 |
13,212 |
5,603 |
73.6% |
82,634 |
|
Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
556-3 |
551-1 |
522-6 |
|
R3 |
540-3 |
535-1 |
518-3 |
|
R2 |
524-3 |
524-3 |
516-7 |
|
R1 |
519-1 |
519-1 |
515-4 |
521-6 |
PP |
508-3 |
508-3 |
508-3 |
509-5 |
S1 |
503-1 |
503-1 |
512-4 |
505-6 |
S2 |
492-3 |
492-3 |
511-1 |
|
S3 |
476-3 |
487-1 |
509-5 |
|
S4 |
460-3 |
471-1 |
505-2 |
|
|
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 |
581-4 |
2.618 |
555-3 |
1.618 |
539-3 |
1.000 |
529-4 |
0.618 |
523-3 |
HIGH |
513-4 |
0.618 |
507-3 |
0.500 |
505-4 |
0.382 |
503-5 |
LOW |
497-4 |
0.618 |
487-5 |
1.000 |
481-4 |
1.618 |
471-5 |
2.618 |
455-5 |
4.250 |
429-4 |
|
|
Fisher Pivots for day following 30-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
511-1 |
513-6 |
PP |
508-3 |
513-4 |
S1 |
505-4 |
513-2 |
|