CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
452-0 |
448-0 |
-4-0 |
-0.9% |
427-4 |
High |
452-0 |
457-0 |
5-0 |
1.1% |
451-6 |
Low |
447-0 |
447-0 |
0-0 |
0.0% |
422-0 |
Close |
447-4 |
456-2 |
8-6 |
2.0% |
449-6 |
Range |
5-0 |
10-0 |
5-0 |
100.0% |
29-6 |
ATR |
10-1 |
10-0 |
0-0 |
0.0% |
0-0 |
Volume |
12,331 |
11,022 |
-1,309 |
-10.6% |
201,034 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
483-3 |
479-7 |
461-6 |
|
R3 |
473-3 |
469-7 |
459-0 |
|
R2 |
463-3 |
463-3 |
458-1 |
|
R1 |
459-7 |
459-7 |
457-1 |
461-5 |
PP |
453-3 |
453-3 |
453-3 |
454-2 |
S1 |
449-7 |
449-7 |
455-3 |
451-5 |
S2 |
443-3 |
443-3 |
454-3 |
|
S3 |
433-3 |
439-7 |
453-4 |
|
S4 |
423-3 |
429-7 |
450-6 |
|
|
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 |
457-0 |
428-4 |
28-4 |
6.2% |
9-2 |
2.0% |
97% |
True |
False |
16,796 |
10 |
457-0 |
410-0 |
47-0 |
10.3% |
8-1 |
1.8% |
98% |
True |
False |
39,628 |
20 |
457-0 |
398-2 |
58-6 |
12.9% |
9-0 |
2.0% |
99% |
True |
False |
55,609 |
40 |
457-0 |
362-0 |
95-0 |
20.8% |
9-2 |
2.0% |
99% |
True |
False |
66,750 |
60 |
457-0 |
333-0 |
124-0 |
27.2% |
8-5 |
1.9% |
99% |
True |
False |
70,171 |
80 |
457-0 |
333-0 |
124-0 |
27.2% |
7-6 |
1.7% |
99% |
True |
False |
63,519 |
100 |
457-0 |
333-0 |
124-0 |
27.2% |
7-4 |
1.6% |
99% |
True |
False |
56,506 |
120 |
457-0 |
333-0 |
124-0 |
27.2% |
7-0 |
1.5% |
99% |
True |
False |
49,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
499-4 |
2.618 |
483-1 |
1.618 |
473-1 |
1.000 |
467-0 |
0.618 |
463-1 |
HIGH |
457-0 |
0.618 |
453-1 |
0.500 |
452-0 |
0.382 |
450-7 |
LOW |
447-0 |
0.618 |
440-7 |
1.000 |
437-0 |
1.618 |
430-7 |
2.618 |
420-7 |
4.250 |
404-4 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
454-7 |
454-4 |
PP |
453-3 |
452-6 |
S1 |
452-0 |
451-0 |
|