CME Pit-Traded Corn Future December 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 |
462-0 |
472-4 |
10-4 |
2.3% |
460-0 |
High |
471-6 |
479-4 |
7-6 |
1.6% |
479-4 |
Low |
461-0 |
468-0 |
7-0 |
1.5% |
459-6 |
Close |
470-6 |
478-2 |
7-4 |
1.6% |
478-2 |
Range |
10-6 |
11-4 |
0-6 |
7.0% |
19-6 |
ATR |
10-2 |
10-3 |
0-1 |
0.8% |
0-0 |
Volume |
200,384 |
224,076 |
23,692 |
11.8% |
883,495 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
509-6 |
505-4 |
484-5 |
|
R3 |
498-2 |
494-0 |
481-3 |
|
R2 |
486-6 |
486-6 |
480-3 |
|
R1 |
482-4 |
482-4 |
479-2 |
484-5 |
PP |
475-2 |
475-2 |
475-2 |
476-2 |
S1 |
471-0 |
471-0 |
477-2 |
473-1 |
S2 |
463-6 |
463-6 |
476-1 |
|
S3 |
452-2 |
459-4 |
475-1 |
|
S4 |
440-6 |
448-0 |
471-7 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
531-6 |
524-6 |
489-1 |
|
R3 |
512-0 |
505-0 |
483-5 |
|
R2 |
492-2 |
492-2 |
481-7 |
|
R1 |
485-2 |
485-2 |
480-0 |
488-6 |
PP |
472-4 |
472-4 |
472-4 |
474-2 |
S1 |
465-4 |
465-4 |
476-4 |
469-0 |
S2 |
452-6 |
452-6 |
474-5 |
|
S3 |
433-0 |
445-6 |
472-7 |
|
S4 |
413-2 |
426-0 |
467-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
479-4 |
446-0 |
33-4 |
7.0% |
11-2 |
2.4% |
96% |
True |
False |
200,054 |
10 |
479-4 |
434-2 |
45-2 |
9.5% |
8-2 |
1.7% |
97% |
True |
False |
185,841 |
20 |
479-4 |
415-4 |
64-0 |
13.4% |
8-6 |
1.8% |
98% |
True |
False |
170,679 |
40 |
479-4 |
375-6 |
103-6 |
21.7% |
9-4 |
2.0% |
99% |
True |
False |
156,935 |
60 |
479-4 |
343-2 |
136-2 |
28.5% |
8-7 |
1.9% |
99% |
True |
False |
139,153 |
80 |
479-4 |
343-2 |
136-2 |
28.5% |
8-1 |
1.7% |
99% |
True |
False |
117,241 |
100 |
479-4 |
343-2 |
136-2 |
28.5% |
7-6 |
1.6% |
99% |
True |
False |
104,220 |
120 |
479-4 |
343-2 |
136-2 |
28.5% |
7-4 |
1.6% |
99% |
True |
False |
92,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
528-3 |
2.618 |
509-5 |
1.618 |
498-1 |
1.000 |
491-0 |
0.618 |
486-5 |
HIGH |
479-4 |
0.618 |
475-1 |
0.500 |
473-6 |
0.382 |
472-3 |
LOW |
468-0 |
0.618 |
460-7 |
1.000 |
456-4 |
1.618 |
449-3 |
2.618 |
437-7 |
4.250 |
419-1 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
476-6 |
475-5 |
PP |
475-2 |
472-7 |
S1 |
473-6 |
470-2 |
|