CME Pit-Traded Corn Future December 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 |
466-4 |
462-0 |
-4-4 |
-1.0% |
442-4 |
High |
468-2 |
471-6 |
3-4 |
0.7% |
466-6 |
Low |
461-6 |
461-0 |
-0-6 |
-0.2% |
438-0 |
Close |
462-4 |
470-6 |
8-2 |
1.8% |
464-4 |
Range |
6-4 |
10-6 |
4-2 |
65.4% |
28-6 |
ATR |
10-2 |
10-2 |
0-0 |
0.3% |
0-0 |
Volume |
149,307 |
200,384 |
51,077 |
34.2% |
812,619 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
500-1 |
496-1 |
476-5 |
|
R3 |
489-3 |
485-3 |
473-6 |
|
R2 |
478-5 |
478-5 |
472-6 |
|
R1 |
474-5 |
474-5 |
471-6 |
476-5 |
PP |
467-7 |
467-7 |
467-7 |
468-6 |
S1 |
463-7 |
463-7 |
469-6 |
465-7 |
S2 |
457-1 |
457-1 |
468-6 |
|
S3 |
446-3 |
453-1 |
467-6 |
|
S4 |
435-5 |
442-3 |
464-7 |
|
|
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 |
471-6 |
443-4 |
28-2 |
6.0% |
9-7 |
2.1% |
96% |
True |
False |
184,547 |
10 |
471-6 |
425-4 |
46-2 |
9.8% |
8-0 |
1.7% |
98% |
True |
False |
175,938 |
20 |
471-6 |
412-4 |
59-2 |
12.6% |
9-0 |
1.9% |
98% |
True |
False |
168,413 |
40 |
471-6 |
375-6 |
96-0 |
20.4% |
9-4 |
2.0% |
99% |
True |
False |
154,132 |
60 |
471-6 |
343-2 |
128-4 |
27.3% |
8-6 |
1.9% |
99% |
True |
False |
136,386 |
80 |
471-6 |
343-2 |
128-4 |
27.3% |
8-0 |
1.7% |
99% |
True |
False |
114,862 |
100 |
471-6 |
343-2 |
128-4 |
27.3% |
7-6 |
1.6% |
99% |
True |
False |
102,401 |
120 |
471-6 |
343-2 |
128-4 |
27.3% |
7-3 |
1.6% |
99% |
True |
False |
90,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
517-4 |
2.618 |
499-7 |
1.618 |
489-1 |
1.000 |
482-4 |
0.618 |
478-3 |
HIGH |
471-6 |
0.618 |
467-5 |
0.500 |
466-3 |
0.382 |
465-1 |
LOW |
461-0 |
0.618 |
454-3 |
1.000 |
450-2 |
1.618 |
443-5 |
2.618 |
432-7 |
4.250 |
415-2 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
469-2 |
469-1 |
PP |
467-7 |
467-3 |
S1 |
466-3 |
465-6 |
|