CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
502-2 |
516-2 |
14-0 |
2.8% |
482-2 |
High |
514-4 |
518-0 |
3-4 |
0.7% |
498-0 |
Low |
502-0 |
514-0 |
12-0 |
2.4% |
482-2 |
Close |
514-2 |
517-0 |
2-6 |
0.5% |
497-4 |
Range |
12-4 |
4-0 |
-8-4 |
-68.0% |
15-6 |
ATR |
8-2 |
8-0 |
-0-2 |
-3.7% |
0-0 |
Volume |
20,984 |
32,825 |
11,841 |
56.4% |
127,626 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
528-3 |
526-5 |
519-2 |
|
R3 |
524-3 |
522-5 |
518-1 |
|
R2 |
520-3 |
520-3 |
517-6 |
|
R1 |
518-5 |
518-5 |
517-3 |
519-4 |
PP |
516-3 |
516-3 |
516-3 |
516-6 |
S1 |
514-5 |
514-5 |
516-5 |
515-4 |
S2 |
512-3 |
512-3 |
516-2 |
|
S3 |
508-3 |
510-5 |
515-7 |
|
S4 |
504-3 |
506-5 |
514-6 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
539-7 |
534-3 |
506-1 |
|
R3 |
524-1 |
518-5 |
501-7 |
|
R2 |
508-3 |
508-3 |
500-3 |
|
R1 |
502-7 |
502-7 |
499-0 |
505-5 |
PP |
492-5 |
492-5 |
492-5 |
494-0 |
S1 |
487-1 |
487-1 |
496-0 |
489-7 |
S2 |
476-7 |
476-7 |
494-5 |
|
S3 |
461-1 |
471-3 |
493-1 |
|
S4 |
445-3 |
455-5 |
488-7 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
535-0 |
2.618 |
528-4 |
1.618 |
524-4 |
1.000 |
522-0 |
0.618 |
520-4 |
HIGH |
518-0 |
0.618 |
516-4 |
0.500 |
516-0 |
0.382 |
515-4 |
LOW |
514-0 |
0.618 |
511-4 |
1.000 |
510-0 |
1.618 |
507-4 |
2.618 |
503-4 |
4.250 |
497-0 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
516-5 |
514-5 |
PP |
516-3 |
512-1 |
S1 |
516-0 |
509-6 |
|