CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
470-0 |
467-4 |
-2-4 |
-0.5% |
449-4 |
High |
471-4 |
481-4 |
10-0 |
2.1% |
464-4 |
Low |
468-0 |
466-4 |
-1-4 |
-0.3% |
445-0 |
Close |
469-2 |
478-0 |
8-6 |
1.9% |
464-0 |
Range |
3-4 |
15-0 |
11-4 |
328.6% |
19-4 |
ATR |
9-7 |
10-2 |
0-3 |
3.7% |
0-0 |
Volume |
7,543 |
3,829 |
-3,714 |
-49.2% |
50,108 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
520-3 |
514-1 |
486-2 |
|
R3 |
505-3 |
499-1 |
482-1 |
|
R2 |
490-3 |
490-3 |
480-6 |
|
R1 |
484-1 |
484-1 |
479-3 |
487-2 |
PP |
475-3 |
475-3 |
475-3 |
476-7 |
S1 |
469-1 |
469-1 |
476-5 |
472-2 |
S2 |
460-3 |
460-3 |
475-2 |
|
S3 |
445-3 |
454-1 |
473-7 |
|
S4 |
430-3 |
439-1 |
469-6 |
|
|
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 |
481-4 |
447-0 |
34-4 |
7.2% |
8-6 |
1.8% |
90% |
True |
False |
9,046 |
10 |
481-4 |
422-0 |
59-4 |
12.4% |
9-1 |
1.9% |
94% |
True |
False |
17,522 |
20 |
481-4 |
400-0 |
81-4 |
17.1% |
8-7 |
1.8% |
96% |
True |
False |
44,686 |
40 |
481-4 |
362-0 |
119-4 |
25.0% |
9-3 |
1.9% |
97% |
True |
False |
61,603 |
60 |
481-4 |
333-0 |
148-4 |
31.1% |
8-6 |
1.8% |
98% |
True |
False |
67,856 |
80 |
481-4 |
333-0 |
148-4 |
31.1% |
7-7 |
1.7% |
98% |
True |
False |
63,148 |
100 |
481-4 |
333-0 |
148-4 |
31.1% |
7-5 |
1.6% |
98% |
True |
False |
56,056 |
120 |
481-4 |
333-0 |
148-4 |
31.1% |
7-1 |
1.5% |
98% |
True |
False |
49,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
545-2 |
2.618 |
520-6 |
1.618 |
505-6 |
1.000 |
496-4 |
0.618 |
490-6 |
HIGH |
481-4 |
0.618 |
475-6 |
0.500 |
474-0 |
0.382 |
472-2 |
LOW |
466-4 |
0.618 |
457-2 |
1.000 |
451-4 |
1.618 |
442-2 |
2.618 |
427-2 |
4.250 |
402-6 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
476-5 |
474-5 |
PP |
475-3 |
471-1 |
S1 |
474-0 |
467-6 |
|