CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
532-4 |
521-4 |
-11-0 |
-2.1% |
502-0 |
High |
533-0 |
524-0 |
-9-0 |
-1.7% |
534-0 |
Low |
525-0 |
518-4 |
-6-4 |
-1.2% |
501-4 |
Close |
527-6 |
521-2 |
-6-4 |
-1.2% |
533-2 |
Range |
8-0 |
5-4 |
-2-4 |
-31.3% |
32-4 |
ATR |
8-6 |
8-7 |
0-0 |
0.4% |
0-0 |
Volume |
23,100 |
28,960 |
5,860 |
25.4% |
138,518 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
537-6 |
535-0 |
524-2 |
|
R3 |
532-2 |
529-4 |
522-6 |
|
R2 |
526-6 |
526-6 |
522-2 |
|
R1 |
524-0 |
524-0 |
521-6 |
522-5 |
PP |
521-2 |
521-2 |
521-2 |
520-4 |
S1 |
518-4 |
518-4 |
520-6 |
517-1 |
S2 |
515-6 |
515-6 |
520-2 |
|
S3 |
510-2 |
513-0 |
519-6 |
|
S4 |
504-6 |
507-4 |
518-2 |
|
|
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 |
547-3 |
2.618 |
538-3 |
1.618 |
532-7 |
1.000 |
529-4 |
0.618 |
527-3 |
HIGH |
524-0 |
0.618 |
521-7 |
0.500 |
521-2 |
0.382 |
520-5 |
LOW |
518-4 |
0.618 |
515-1 |
1.000 |
513-0 |
1.618 |
509-5 |
2.618 |
504-1 |
4.250 |
495-1 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
521-2 |
527-4 |
PP |
521-2 |
525-3 |
S1 |
521-2 |
523-3 |
|