CME Pit-Traded Corn Future May 2011
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
506-4 |
504-4 |
-2-0 |
-0.4% |
538-0 |
| High |
513-4 |
504-4 |
-9-0 |
-1.8% |
538-0 |
| Low |
497-4 |
484-0 |
-13-4 |
-2.7% |
484-0 |
| Close |
514-0 |
484-0 |
-30-0 |
-5.8% |
484-0 |
| Range |
16-0 |
20-4 |
4-4 |
28.1% |
54-0 |
| ATR |
11-2 |
12-5 |
1-3 |
11.8% |
0-0 |
| Volume |
13,212 |
17,624 |
4,412 |
33.4% |
68,795 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
552-3 |
538-5 |
495-2 |
|
| R3 |
531-7 |
518-1 |
489-5 |
|
| R2 |
511-3 |
511-3 |
487-6 |
|
| R1 |
497-5 |
497-5 |
485-7 |
494-2 |
| PP |
490-7 |
490-7 |
490-7 |
489-1 |
| S1 |
477-1 |
477-1 |
482-1 |
473-6 |
| S2 |
470-3 |
470-3 |
480-2 |
|
| S3 |
449-7 |
456-5 |
478-3 |
|
| S4 |
429-3 |
436-1 |
472-6 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664-0 |
628-0 |
513-6 |
|
| R3 |
610-0 |
574-0 |
498-7 |
|
| R2 |
556-0 |
556-0 |
493-7 |
|
| R1 |
520-0 |
520-0 |
489-0 |
511-0 |
| PP |
502-0 |
502-0 |
502-0 |
497-4 |
| S1 |
466-0 |
466-0 |
479-0 |
457-0 |
| S2 |
448-0 |
448-0 |
474-1 |
|
| S3 |
394-0 |
412-0 |
469-1 |
|
| S4 |
340-0 |
358-0 |
454-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
591-5 |
|
2.618 |
558-1 |
|
1.618 |
537-5 |
|
1.000 |
525-0 |
|
0.618 |
517-1 |
|
HIGH |
504-4 |
|
0.618 |
496-5 |
|
0.500 |
494-2 |
|
0.382 |
491-7 |
|
LOW |
484-0 |
|
0.618 |
471-3 |
|
1.000 |
463-4 |
|
1.618 |
450-7 |
|
2.618 |
430-3 |
|
4.250 |
396-7 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
494-2 |
503-2 |
| PP |
490-7 |
496-7 |
| S1 |
487-3 |
490-3 |
|