CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
447-2 |
460-0 |
12-6 |
2.9% |
442-4 |
High |
466-6 |
466-6 |
0-0 |
0.0% |
466-6 |
Low |
446-0 |
459-6 |
13-6 |
3.1% |
438-0 |
Close |
464-4 |
466-2 |
1-6 |
0.4% |
464-4 |
Range |
20-6 |
7-0 |
-13-6 |
-66.3% |
28-6 |
ATR |
10-7 |
10-4 |
-0-2 |
-2.5% |
0-0 |
Volume |
116,779 |
309,728 |
192,949 |
165.2% |
812,619 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
485-2 |
482-6 |
470-1 |
|
R3 |
478-2 |
475-6 |
468-1 |
|
R2 |
471-2 |
471-2 |
467-4 |
|
R1 |
468-6 |
468-6 |
466-7 |
470-0 |
PP |
464-2 |
464-2 |
464-2 |
464-7 |
S1 |
461-6 |
461-6 |
465-5 |
463-0 |
S2 |
457-2 |
457-2 |
465-0 |
|
S3 |
450-2 |
454-6 |
464-3 |
|
S4 |
443-2 |
447-6 |
462-3 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
542-5 |
532-3 |
480-2 |
|
R3 |
513-7 |
503-5 |
472-3 |
|
R2 |
485-1 |
485-1 |
469-6 |
|
R1 |
474-7 |
474-7 |
467-1 |
480-0 |
PP |
456-3 |
456-3 |
456-3 |
459-0 |
S1 |
446-1 |
446-1 |
461-7 |
451-2 |
S2 |
427-5 |
427-5 |
459-2 |
|
S3 |
398-7 |
417-3 |
456-5 |
|
S4 |
370-1 |
388-5 |
448-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
466-6 |
438-0 |
28-6 |
6.2% |
8-6 |
1.9% |
98% |
True |
False |
190,096 |
10 |
466-6 |
415-4 |
51-2 |
11.0% |
8-1 |
1.7% |
99% |
True |
False |
169,211 |
20 |
466-6 |
406-0 |
60-6 |
13.0% |
9-0 |
1.9% |
99% |
True |
False |
166,145 |
40 |
466-6 |
375-6 |
91-0 |
19.5% |
9-4 |
2.0% |
99% |
True |
False |
150,732 |
60 |
466-6 |
343-2 |
123-4 |
26.5% |
8-5 |
1.9% |
100% |
True |
False |
132,327 |
80 |
466-6 |
343-2 |
123-4 |
26.5% |
7-7 |
1.7% |
100% |
True |
False |
111,664 |
100 |
466-6 |
343-2 |
123-4 |
26.5% |
7-6 |
1.7% |
100% |
True |
False |
99,556 |
120 |
466-6 |
343-2 |
123-4 |
26.5% |
7-3 |
1.6% |
100% |
True |
False |
88,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
496-4 |
2.618 |
485-1 |
1.618 |
478-1 |
1.000 |
473-6 |
0.618 |
471-1 |
HIGH |
466-6 |
0.618 |
464-1 |
0.500 |
463-2 |
0.382 |
462-3 |
LOW |
459-6 |
0.618 |
455-3 |
1.000 |
452-6 |
1.618 |
448-3 |
2.618 |
441-3 |
4.250 |
430-0 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
465-2 |
462-4 |
PP |
464-2 |
458-7 |
S1 |
463-2 |
455-1 |
|