CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
529-0 |
509-0 |
-20-0 |
-3.8% |
540-4 |
| High |
531-4 |
525-2 |
-6-2 |
-1.2% |
541-6 |
| Low |
521-4 |
509-0 |
-12-4 |
-2.4% |
518-4 |
| Close |
521-2 |
525-4 |
4-2 |
0.8% |
542-0 |
| Range |
10-0 |
16-2 |
6-2 |
62.5% |
23-2 |
| ATR |
9-7 |
10-2 |
0-4 |
4.7% |
0-0 |
| Volume |
15,465 |
15,916 |
451 |
2.9% |
136,068 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
568-5 |
563-3 |
534-4 |
|
| R3 |
552-3 |
547-1 |
530-0 |
|
| R2 |
536-1 |
536-1 |
528-4 |
|
| R1 |
530-7 |
530-7 |
527-0 |
533-4 |
| PP |
519-7 |
519-7 |
519-7 |
521-2 |
| S1 |
514-5 |
514-5 |
524-0 |
517-2 |
| S2 |
503-5 |
503-5 |
522-4 |
|
| S3 |
487-3 |
498-3 |
521-0 |
|
| S4 |
471-1 |
482-1 |
516-4 |
|
|
| 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 |
594-2 |
|
2.618 |
567-6 |
|
1.618 |
551-4 |
|
1.000 |
541-4 |
|
0.618 |
535-2 |
|
HIGH |
525-2 |
|
0.618 |
519-0 |
|
0.500 |
517-1 |
|
0.382 |
515-2 |
|
LOW |
509-0 |
|
0.618 |
499-0 |
|
1.000 |
492-6 |
|
1.618 |
482-6 |
|
2.618 |
466-4 |
|
4.250 |
440-0 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
522-6 |
525-2 |
| PP |
519-7 |
525-0 |
| S1 |
517-1 |
524-6 |
|