CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
449-4 |
452-0 |
2-4 |
0.6% |
427-4 |
High |
451-6 |
452-0 |
0-2 |
0.1% |
451-6 |
Low |
445-0 |
447-0 |
2-0 |
0.4% |
422-0 |
Close |
451-4 |
447-4 |
-4-0 |
-0.9% |
449-6 |
Range |
6-6 |
5-0 |
-1-6 |
-25.9% |
29-6 |
ATR |
10-4 |
10-1 |
-0-3 |
-3.7% |
0-0 |
Volume |
16,247 |
12,331 |
-3,916 |
-24.1% |
201,034 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463-7 |
460-5 |
450-2 |
|
R3 |
458-7 |
455-5 |
448-7 |
|
R2 |
453-7 |
453-7 |
448-3 |
|
R1 |
450-5 |
450-5 |
448-0 |
449-6 |
PP |
448-7 |
448-7 |
448-7 |
448-3 |
S1 |
445-5 |
445-5 |
447-0 |
444-6 |
S2 |
443-7 |
443-7 |
446-5 |
|
S3 |
438-7 |
440-5 |
446-1 |
|
S4 |
433-7 |
435-5 |
444-6 |
|
|
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 |
452-0 |
422-0 |
30-0 |
6.7% |
9-3 |
2.1% |
85% |
True |
False |
18,926 |
10 |
452-0 |
400-2 |
51-6 |
11.6% |
7-7 |
1.8% |
91% |
True |
False |
43,524 |
20 |
452-0 |
391-0 |
61-0 |
13.6% |
8-7 |
2.0% |
93% |
True |
False |
60,675 |
40 |
452-0 |
362-0 |
90-0 |
20.1% |
9-2 |
2.1% |
95% |
True |
False |
68,386 |
60 |
452-0 |
333-0 |
119-0 |
26.6% |
8-4 |
1.9% |
96% |
True |
False |
70,814 |
80 |
452-0 |
333-0 |
119-0 |
26.6% |
7-6 |
1.7% |
96% |
True |
False |
63,616 |
100 |
452-0 |
333-0 |
119-0 |
26.6% |
7-4 |
1.7% |
96% |
True |
False |
56,618 |
120 |
452-0 |
333-0 |
119-0 |
26.6% |
7-0 |
1.6% |
96% |
True |
False |
49,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
473-2 |
2.618 |
465-1 |
1.618 |
460-1 |
1.000 |
457-0 |
0.618 |
455-1 |
HIGH |
452-0 |
0.618 |
450-1 |
0.500 |
449-4 |
0.382 |
448-7 |
LOW |
447-0 |
0.618 |
443-7 |
1.000 |
442-0 |
1.618 |
438-7 |
2.618 |
433-7 |
4.250 |
425-6 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
449-4 |
445-5 |
PP |
448-7 |
443-7 |
S1 |
448-1 |
442-0 |
|