CME Pit-Traded Corn Future May 2010
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
339-4 |
341-0 |
1-4 |
0.4% |
353-4 |
| High |
341-4 |
341-0 |
-0-4 |
-0.1% |
358-2 |
| Low |
339-0 |
335-0 |
-4-0 |
-1.2% |
345-4 |
| Close |
341-4 |
338-2 |
-3-2 |
-1.0% |
351-4 |
| Range |
2-4 |
6-0 |
3-4 |
140.0% |
12-6 |
| ATR |
6-5 |
6-5 |
0-0 |
-0.1% |
0-0 |
| Volume |
4,611 |
2,097 |
-2,514 |
-54.5% |
11,976 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
356-1 |
353-1 |
341-4 |
|
| R3 |
350-1 |
347-1 |
339-7 |
|
| R2 |
344-1 |
344-1 |
339-3 |
|
| R1 |
341-1 |
341-1 |
338-6 |
339-5 |
| PP |
338-1 |
338-1 |
338-1 |
337-2 |
| S1 |
335-1 |
335-1 |
337-6 |
333-5 |
| S2 |
332-1 |
332-1 |
337-1 |
|
| S3 |
326-1 |
329-1 |
336-5 |
|
| S4 |
320-1 |
323-1 |
335-0 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
390-0 |
383-4 |
358-4 |
|
| R3 |
377-2 |
370-6 |
355-0 |
|
| R2 |
364-4 |
364-4 |
353-7 |
|
| R1 |
358-0 |
358-0 |
352-5 |
354-7 |
| PP |
351-6 |
351-6 |
351-6 |
350-2 |
| S1 |
345-2 |
345-2 |
350-3 |
342-1 |
| S2 |
339-0 |
339-0 |
349-1 |
|
| S3 |
326-2 |
332-4 |
348-0 |
|
| S4 |
313-4 |
319-6 |
344-4 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
366-4 |
|
2.618 |
356-6 |
|
1.618 |
350-6 |
|
1.000 |
347-0 |
|
0.618 |
344-6 |
|
HIGH |
341-0 |
|
0.618 |
338-6 |
|
0.500 |
338-0 |
|
0.382 |
337-2 |
|
LOW |
335-0 |
|
0.618 |
331-2 |
|
1.000 |
329-0 |
|
1.618 |
325-2 |
|
2.618 |
319-2 |
|
4.250 |
309-4 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
338-1 |
341-4 |
| PP |
338-1 |
340-3 |
| S1 |
338-0 |
339-3 |
|