CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
508-4 |
507-4 |
-1-0 |
-0.2% |
540-2 |
| High |
517-0 |
508-0 |
-9-0 |
-1.7% |
540-4 |
| Low |
501-0 |
487-4 |
-13-4 |
-2.7% |
487-4 |
| Close |
517-4 |
487-4 |
-30-0 |
-5.8% |
487-4 |
| Range |
16-0 |
20-4 |
4-4 |
28.1% |
53-0 |
| ATR |
11-2 |
12-5 |
1-3 |
11.8% |
0-0 |
| Volume |
20,718 |
37,269 |
16,551 |
79.9% |
114,587 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
555-7 |
542-1 |
498-6 |
|
| R3 |
535-3 |
521-5 |
493-1 |
|
| R2 |
514-7 |
514-7 |
491-2 |
|
| R1 |
501-1 |
501-1 |
489-3 |
497-6 |
| PP |
494-3 |
494-3 |
494-3 |
492-5 |
| S1 |
480-5 |
480-5 |
485-5 |
477-2 |
| S2 |
473-7 |
473-7 |
483-6 |
|
| S3 |
453-3 |
460-1 |
481-7 |
|
| S4 |
432-7 |
439-5 |
476-2 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664-1 |
628-7 |
516-5 |
|
| R3 |
611-1 |
575-7 |
502-1 |
|
| R2 |
558-1 |
558-1 |
497-2 |
|
| R1 |
522-7 |
522-7 |
492-3 |
514-0 |
| PP |
505-1 |
505-1 |
505-1 |
500-6 |
| S1 |
469-7 |
469-7 |
482-5 |
461-0 |
| S2 |
452-1 |
452-1 |
477-6 |
|
| S3 |
399-1 |
416-7 |
472-7 |
|
| S4 |
346-1 |
363-7 |
458-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
595-1 |
|
2.618 |
561-5 |
|
1.618 |
541-1 |
|
1.000 |
528-4 |
|
0.618 |
520-5 |
|
HIGH |
508-0 |
|
0.618 |
500-1 |
|
0.500 |
497-6 |
|
0.382 |
495-3 |
|
LOW |
487-4 |
|
0.618 |
474-7 |
|
1.000 |
467-0 |
|
1.618 |
454-3 |
|
2.618 |
433-7 |
|
4.250 |
400-3 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
497-6 |
506-3 |
| PP |
494-3 |
500-1 |
| S1 |
490-7 |
493-6 |
|