CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
448-0 |
458-6 |
10-6 |
2.4% |
449-4 |
High |
457-0 |
464-4 |
7-4 |
1.6% |
464-4 |
Low |
447-0 |
454-0 |
7-0 |
1.6% |
445-0 |
Close |
456-2 |
464-0 |
7-6 |
1.7% |
464-0 |
Range |
10-0 |
10-4 |
0-4 |
5.0% |
19-4 |
ATR |
10-0 |
10-1 |
0-0 |
0.3% |
0-0 |
Volume |
11,022 |
10,508 |
-514 |
-4.7% |
50,108 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
492-3 |
488-5 |
469-6 |
|
R3 |
481-7 |
478-1 |
466-7 |
|
R2 |
471-3 |
471-3 |
465-7 |
|
R1 |
467-5 |
467-5 |
465-0 |
469-4 |
PP |
460-7 |
460-7 |
460-7 |
461-6 |
S1 |
457-1 |
457-1 |
463-0 |
459-0 |
S2 |
450-3 |
450-3 |
462-1 |
|
S3 |
439-7 |
446-5 |
461-1 |
|
S4 |
429-3 |
436-1 |
458-2 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
516-3 |
509-5 |
474-6 |
|
R3 |
496-7 |
490-1 |
469-3 |
|
R2 |
477-3 |
477-3 |
467-5 |
|
R1 |
470-5 |
470-5 |
465-6 |
474-0 |
PP |
457-7 |
457-7 |
457-7 |
459-4 |
S1 |
451-1 |
451-1 |
462-2 |
454-4 |
S2 |
438-3 |
438-3 |
460-3 |
|
S3 |
418-7 |
431-5 |
458-5 |
|
S4 |
399-3 |
412-1 |
453-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
464-4 |
432-0 |
32-4 |
7.0% |
10-3 |
2.2% |
98% |
True |
False |
14,400 |
10 |
464-4 |
419-0 |
45-4 |
9.8% |
8-2 |
1.8% |
99% |
True |
False |
32,916 |
20 |
464-4 |
400-0 |
64-4 |
13.9% |
8-5 |
1.9% |
99% |
True |
False |
49,447 |
40 |
464-4 |
362-0 |
102-4 |
22.1% |
9-2 |
2.0% |
100% |
True |
False |
65,247 |
60 |
464-4 |
333-0 |
131-4 |
28.3% |
8-6 |
1.9% |
100% |
True |
False |
69,487 |
80 |
464-4 |
333-0 |
131-4 |
28.3% |
7-7 |
1.7% |
100% |
True |
False |
63,434 |
100 |
464-4 |
333-0 |
131-4 |
28.3% |
7-4 |
1.6% |
100% |
True |
False |
56,463 |
120 |
464-4 |
333-0 |
131-4 |
28.3% |
7-1 |
1.5% |
100% |
True |
False |
49,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
509-1 |
2.618 |
492-0 |
1.618 |
481-4 |
1.000 |
475-0 |
0.618 |
471-0 |
HIGH |
464-4 |
0.618 |
460-4 |
0.500 |
459-2 |
0.382 |
458-0 |
LOW |
454-0 |
0.618 |
447-4 |
1.000 |
443-4 |
1.618 |
437-0 |
2.618 |
426-4 |
4.250 |
409-3 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
462-3 |
461-2 |
PP |
460-7 |
458-4 |
S1 |
459-2 |
455-6 |
|