CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
529-2 |
540-2 |
11-0 |
2.1% |
540-4 |
| High |
541-6 |
540-4 |
-1-2 |
-0.2% |
541-6 |
| Low |
529-2 |
531-4 |
2-2 |
0.4% |
518-4 |
| Close |
542-0 |
532-6 |
-9-2 |
-1.7% |
542-0 |
| Range |
12-4 |
9-0 |
-3-4 |
-28.0% |
23-2 |
| ATR |
9-5 |
9-6 |
0-0 |
0.6% |
0-0 |
| Volume |
23,745 |
25,219 |
1,474 |
6.2% |
136,068 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
561-7 |
556-3 |
537-6 |
|
| R3 |
552-7 |
547-3 |
535-2 |
|
| R2 |
543-7 |
543-7 |
534-3 |
|
| R1 |
538-3 |
538-3 |
533-5 |
536-5 |
| PP |
534-7 |
534-7 |
534-7 |
534-0 |
| S1 |
529-3 |
529-3 |
531-7 |
527-5 |
| S2 |
525-7 |
525-7 |
531-1 |
|
| S3 |
516-7 |
520-3 |
530-2 |
|
| S4 |
507-7 |
511-3 |
527-6 |
|
|
| 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 |
578-6 |
|
2.618 |
564-0 |
|
1.618 |
555-0 |
|
1.000 |
549-4 |
|
0.618 |
546-0 |
|
HIGH |
540-4 |
|
0.618 |
537-0 |
|
0.500 |
536-0 |
|
0.382 |
535-0 |
|
LOW |
531-4 |
|
0.618 |
526-0 |
|
1.000 |
522-4 |
|
1.618 |
517-0 |
|
2.618 |
508-0 |
|
4.250 |
493-2 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
536-0 |
531-7 |
| PP |
534-7 |
531-0 |
| S1 |
533-7 |
530-1 |
|