CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
433-0 |
449-4 |
16-4 |
3.8% |
427-4 |
High |
451-6 |
451-6 |
0-0 |
0.0% |
451-6 |
Low |
432-0 |
445-0 |
13-0 |
3.0% |
422-0 |
Close |
449-6 |
451-4 |
1-6 |
0.4% |
449-6 |
Range |
19-6 |
6-6 |
-13-0 |
-65.8% |
29-6 |
ATR |
10-6 |
10-4 |
-0-2 |
-2.7% |
0-0 |
Volume |
21,893 |
16,247 |
-5,646 |
-25.8% |
201,034 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
469-5 |
467-3 |
455-2 |
|
R3 |
462-7 |
460-5 |
453-3 |
|
R2 |
456-1 |
456-1 |
452-6 |
|
R1 |
453-7 |
453-7 |
452-1 |
455-0 |
PP |
449-3 |
449-3 |
449-3 |
450-0 |
S1 |
447-1 |
447-1 |
450-7 |
448-2 |
S2 |
442-5 |
442-5 |
450-2 |
|
S3 |
435-7 |
440-3 |
449-5 |
|
S4 |
429-1 |
433-5 |
447-6 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
530-3 |
519-7 |
466-1 |
|
R3 |
500-5 |
490-1 |
457-7 |
|
R2 |
470-7 |
470-7 |
455-2 |
|
R1 |
460-3 |
460-3 |
452-4 |
465-5 |
PP |
441-1 |
441-1 |
441-1 |
443-6 |
S1 |
430-5 |
430-5 |
447-0 |
435-7 |
S2 |
411-3 |
411-3 |
444-2 |
|
S3 |
381-5 |
400-7 |
441-5 |
|
S4 |
351-7 |
371-1 |
433-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
451-6 |
422-0 |
29-6 |
6.6% |
9-4 |
2.1% |
99% |
True |
False |
25,998 |
10 |
451-6 |
400-0 |
51-6 |
11.5% |
8-2 |
1.8% |
100% |
True |
False |
51,400 |
20 |
451-6 |
391-0 |
60-6 |
13.5% |
9-0 |
2.0% |
100% |
True |
False |
64,578 |
40 |
451-6 |
362-0 |
89-6 |
19.9% |
9-2 |
2.1% |
100% |
True |
False |
69,428 |
60 |
451-6 |
333-0 |
118-6 |
26.3% |
8-4 |
1.9% |
100% |
True |
False |
71,631 |
80 |
451-6 |
333-0 |
118-6 |
26.3% |
7-6 |
1.7% |
100% |
True |
False |
63,750 |
100 |
451-6 |
333-0 |
118-6 |
26.3% |
7-4 |
1.7% |
100% |
True |
False |
56,728 |
120 |
451-6 |
333-0 |
118-6 |
26.3% |
6-7 |
1.5% |
100% |
True |
False |
49,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
480-4 |
2.618 |
469-3 |
1.618 |
462-5 |
1.000 |
458-4 |
0.618 |
455-7 |
HIGH |
451-6 |
0.618 |
449-1 |
0.500 |
448-3 |
0.382 |
447-5 |
LOW |
445-0 |
0.618 |
440-7 |
1.000 |
438-2 |
1.618 |
434-1 |
2.618 |
427-3 |
4.250 |
416-2 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
450-4 |
447-6 |
PP |
449-3 |
443-7 |
S1 |
448-3 |
440-1 |
|