CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
521-4 |
529-2 |
7-6 |
1.5% |
540-4 |
| High |
524-0 |
541-6 |
17-6 |
3.4% |
541-6 |
| Low |
518-4 |
529-2 |
10-6 |
2.1% |
518-4 |
| Close |
521-2 |
542-0 |
20-6 |
4.0% |
542-0 |
| Range |
5-4 |
12-4 |
7-0 |
127.3% |
23-2 |
| ATR |
8-7 |
9-5 |
0-7 |
9.5% |
0-0 |
| Volume |
28,960 |
23,745 |
-5,215 |
-18.0% |
136,068 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
575-1 |
571-1 |
548-7 |
|
| R3 |
562-5 |
558-5 |
545-4 |
|
| R2 |
550-1 |
550-1 |
544-2 |
|
| R1 |
546-1 |
546-1 |
543-1 |
548-1 |
| PP |
537-5 |
537-5 |
537-5 |
538-6 |
| S1 |
533-5 |
533-5 |
540-7 |
535-5 |
| S2 |
525-1 |
525-1 |
539-6 |
|
| S3 |
512-5 |
521-1 |
538-4 |
|
| S4 |
500-1 |
508-5 |
535-1 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
603-7 |
596-1 |
554-6 |
|
| R3 |
580-5 |
572-7 |
548-3 |
|
| R2 |
557-3 |
557-3 |
546-2 |
|
| R1 |
549-5 |
549-5 |
544-1 |
553-4 |
| PP |
534-1 |
534-1 |
534-1 |
536-0 |
| S1 |
526-3 |
526-3 |
539-7 |
530-2 |
| S2 |
510-7 |
510-7 |
537-6 |
|
| S3 |
487-5 |
503-1 |
535-5 |
|
| S4 |
464-3 |
479-7 |
529-2 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
594-7 |
|
2.618 |
574-4 |
|
1.618 |
562-0 |
|
1.000 |
554-2 |
|
0.618 |
549-4 |
|
HIGH |
541-6 |
|
0.618 |
537-0 |
|
0.500 |
535-4 |
|
0.382 |
534-0 |
|
LOW |
529-2 |
|
0.618 |
521-4 |
|
1.000 |
516-6 |
|
1.618 |
509-0 |
|
2.618 |
496-4 |
|
4.250 |
476-1 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
539-7 |
538-0 |
| PP |
537-5 |
534-1 |
| S1 |
535-4 |
530-1 |
|