CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
525-0 |
540-4 |
15-4 |
3.0% |
502-0 |
High |
534-0 |
541-4 |
7-4 |
1.4% |
534-0 |
Low |
524-0 |
528-4 |
4-4 |
0.9% |
501-4 |
Close |
533-2 |
528-6 |
-4-4 |
-0.8% |
533-2 |
Range |
10-0 |
13-0 |
3-0 |
30.0% |
32-4 |
ATR |
8-2 |
8-5 |
0-3 |
4.0% |
0-0 |
Volume |
25,797 |
35,636 |
9,839 |
38.1% |
138,518 |
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
571-7 |
563-3 |
535-7 |
|
R3 |
558-7 |
550-3 |
532-3 |
|
R2 |
545-7 |
545-7 |
531-1 |
|
R1 |
537-3 |
537-3 |
530-0 |
535-1 |
PP |
532-7 |
532-7 |
532-7 |
531-6 |
S1 |
524-3 |
524-3 |
527-4 |
522-1 |
S2 |
519-7 |
519-7 |
526-3 |
|
S3 |
506-7 |
511-3 |
525-1 |
|
S4 |
493-7 |
498-3 |
521-5 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
620-3 |
609-3 |
551-1 |
|
R3 |
587-7 |
576-7 |
542-2 |
|
R2 |
555-3 |
555-3 |
539-2 |
|
R1 |
544-3 |
544-3 |
536-2 |
549-7 |
PP |
522-7 |
522-7 |
522-7 |
525-6 |
S1 |
511-7 |
511-7 |
530-2 |
517-3 |
S2 |
490-3 |
490-3 |
527-2 |
|
S3 |
457-7 |
479-3 |
524-2 |
|
S4 |
425-3 |
446-7 |
515-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
596-6 |
2.618 |
575-4 |
1.618 |
562-4 |
1.000 |
554-4 |
0.618 |
549-4 |
HIGH |
541-4 |
0.618 |
536-4 |
0.500 |
535-0 |
0.382 |
533-4 |
LOW |
528-4 |
0.618 |
520-4 |
1.000 |
515-4 |
1.618 |
507-4 |
2.618 |
494-4 |
4.250 |
473-2 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
535-0 |
528-3 |
PP |
532-7 |
527-7 |
S1 |
530-7 |
527-4 |
|