CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
516-2 |
513-4 |
-2-6 |
-0.5% |
482-2 |
High |
518-0 |
516-6 |
-1-2 |
-0.2% |
498-0 |
Low |
514-0 |
513-4 |
-0-4 |
-0.1% |
482-2 |
Close |
517-0 |
517-0 |
0-0 |
0.0% |
497-4 |
Range |
4-0 |
3-2 |
-0-6 |
-18.8% |
15-6 |
ATR |
8-0 |
7-5 |
-0-3 |
-4.0% |
0-0 |
Volume |
32,825 |
28,121 |
-4,704 |
-14.3% |
127,626 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
525-4 |
524-4 |
518-6 |
|
R3 |
522-2 |
521-2 |
517-7 |
|
R2 |
519-0 |
519-0 |
517-5 |
|
R1 |
518-0 |
518-0 |
517-2 |
518-4 |
PP |
515-6 |
515-6 |
515-6 |
516-0 |
S1 |
514-6 |
514-6 |
516-6 |
515-2 |
S2 |
512-4 |
512-4 |
516-3 |
|
S3 |
509-2 |
511-4 |
516-1 |
|
S4 |
506-0 |
508-2 |
515-2 |
|
|
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 |
530-4 |
2.618 |
525-2 |
1.618 |
522-0 |
1.000 |
520-0 |
0.618 |
518-6 |
HIGH |
516-6 |
0.618 |
515-4 |
0.500 |
515-1 |
0.382 |
514-6 |
LOW |
513-4 |
0.618 |
511-4 |
1.000 |
510-2 |
1.618 |
508-2 |
2.618 |
505-0 |
4.250 |
499-6 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
516-3 |
514-5 |
PP |
515-6 |
512-3 |
S1 |
515-1 |
510-0 |
|