CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 30-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
509-0 |
508-4 |
-0-4 |
-0.1% |
540-4 |
High |
525-2 |
517-0 |
-8-2 |
-1.6% |
541-6 |
Low |
509-0 |
501-0 |
-8-0 |
-1.6% |
518-4 |
Close |
525-4 |
517-4 |
-8-0 |
-1.5% |
542-0 |
Range |
16-2 |
16-0 |
-0-2 |
-1.5% |
23-2 |
ATR |
10-2 |
11-2 |
1-0 |
9.9% |
0-0 |
Volume |
15,916 |
20,718 |
4,802 |
30.2% |
136,068 |
|
Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
559-7 |
554-5 |
526-2 |
|
R3 |
543-7 |
538-5 |
521-7 |
|
R2 |
527-7 |
527-7 |
520-3 |
|
R1 |
522-5 |
522-5 |
519-0 |
525-2 |
PP |
511-7 |
511-7 |
511-7 |
513-1 |
S1 |
506-5 |
506-5 |
516-0 |
509-2 |
S2 |
495-7 |
495-7 |
514-5 |
|
S3 |
479-7 |
490-5 |
513-1 |
|
S4 |
463-7 |
474-5 |
508-6 |
|
|
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 |
585-0 |
2.618 |
558-7 |
1.618 |
542-7 |
1.000 |
533-0 |
0.618 |
526-7 |
HIGH |
517-0 |
0.618 |
510-7 |
0.500 |
509-0 |
0.382 |
507-1 |
LOW |
501-0 |
0.618 |
491-1 |
1.000 |
485-0 |
1.618 |
475-1 |
2.618 |
459-1 |
4.250 |
433-0 |
|
|
Fisher Pivots for day following 30-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
514-5 |
517-1 |
PP |
511-7 |
516-5 |
S1 |
509-0 |
516-2 |
|