CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
458-6 |
470-0 |
11-2 |
2.5% |
449-4 |
High |
464-4 |
471-4 |
7-0 |
1.5% |
464-4 |
Low |
454-0 |
468-0 |
14-0 |
3.1% |
445-0 |
Close |
464-0 |
469-2 |
5-2 |
1.1% |
464-0 |
Range |
10-4 |
3-4 |
-7-0 |
-66.7% |
19-4 |
ATR |
10-1 |
9-7 |
-0-1 |
-1.8% |
0-0 |
Volume |
10,508 |
7,543 |
-2,965 |
-28.2% |
50,108 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
480-1 |
478-1 |
471-1 |
|
R3 |
476-5 |
474-5 |
470-2 |
|
R2 |
473-1 |
473-1 |
469-7 |
|
R1 |
471-1 |
471-1 |
469-5 |
470-3 |
PP |
469-5 |
469-5 |
469-5 |
469-2 |
S1 |
467-5 |
467-5 |
468-7 |
466-7 |
S2 |
466-1 |
466-1 |
468-5 |
|
S3 |
462-5 |
464-1 |
468-2 |
|
S4 |
459-1 |
460-5 |
467-3 |
|
|
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 |
471-4 |
445-0 |
26-4 |
5.6% |
7-1 |
1.5% |
92% |
True |
False |
11,530 |
10 |
471-4 |
422-0 |
49-4 |
10.5% |
8-0 |
1.7% |
95% |
True |
False |
25,868 |
20 |
471-4 |
400-0 |
71-4 |
15.2% |
8-5 |
1.8% |
97% |
True |
False |
46,901 |
40 |
471-4 |
362-0 |
109-4 |
23.3% |
9-1 |
2.0% |
98% |
True |
False |
63,251 |
60 |
471-4 |
333-0 |
138-4 |
29.5% |
8-5 |
1.8% |
98% |
True |
False |
68,706 |
80 |
471-4 |
333-0 |
138-4 |
29.5% |
7-7 |
1.7% |
98% |
True |
False |
63,294 |
100 |
471-4 |
333-0 |
138-4 |
29.5% |
7-4 |
1.6% |
98% |
True |
False |
56,302 |
120 |
471-4 |
333-0 |
138-4 |
29.5% |
7-0 |
1.5% |
98% |
True |
False |
49,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
486-3 |
2.618 |
480-5 |
1.618 |
477-1 |
1.000 |
475-0 |
0.618 |
473-5 |
HIGH |
471-4 |
0.618 |
470-1 |
0.500 |
469-6 |
0.382 |
469-3 |
LOW |
468-0 |
0.618 |
465-7 |
1.000 |
464-4 |
1.618 |
462-3 |
2.618 |
458-7 |
4.250 |
453-1 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
469-6 |
465-7 |
PP |
469-5 |
462-5 |
S1 |
469-3 |
459-2 |
|