CME Pit-Traded Corn Future December 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 |
472-4 |
483-4 |
11-0 |
2.3% |
460-0 |
High |
479-4 |
486-0 |
6-4 |
1.4% |
479-4 |
Low |
468-0 |
481-4 |
13-4 |
2.9% |
459-6 |
Close |
478-2 |
483-4 |
5-2 |
1.1% |
478-2 |
Range |
11-4 |
4-4 |
-7-0 |
-60.9% |
19-6 |
ATR |
10-3 |
10-2 |
-0-2 |
-1.8% |
0-0 |
Volume |
224,076 |
170,649 |
-53,427 |
-23.8% |
883,495 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
497-1 |
494-7 |
486-0 |
|
R3 |
492-5 |
490-3 |
484-6 |
|
R2 |
488-1 |
488-1 |
484-3 |
|
R1 |
485-7 |
485-7 |
483-7 |
485-6 |
PP |
483-5 |
483-5 |
483-5 |
483-5 |
S1 |
481-3 |
481-3 |
483-1 |
481-2 |
S2 |
479-1 |
479-1 |
482-5 |
|
S3 |
474-5 |
476-7 |
482-2 |
|
S4 |
470-1 |
472-3 |
481-0 |
|
|
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 |
486-0 |
459-6 |
26-2 |
5.4% |
8-0 |
1.7% |
90% |
True |
False |
210,828 |
10 |
486-0 |
438-0 |
48-0 |
9.9% |
8-1 |
1.7% |
95% |
True |
False |
186,676 |
20 |
486-0 |
415-4 |
70-4 |
14.6% |
8-6 |
1.8% |
96% |
True |
False |
166,369 |
40 |
486-0 |
375-6 |
110-2 |
22.8% |
9-3 |
1.9% |
98% |
True |
False |
156,599 |
60 |
486-0 |
343-2 |
142-6 |
29.5% |
8-7 |
1.8% |
98% |
True |
False |
140,911 |
80 |
486-0 |
343-2 |
142-6 |
29.5% |
8-0 |
1.7% |
98% |
True |
False |
118,940 |
100 |
486-0 |
343-2 |
142-6 |
29.5% |
7-6 |
1.6% |
98% |
True |
False |
105,565 |
120 |
486-0 |
343-2 |
142-6 |
29.5% |
7-4 |
1.5% |
98% |
True |
False |
93,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
505-1 |
2.618 |
497-6 |
1.618 |
493-2 |
1.000 |
490-4 |
0.618 |
488-6 |
HIGH |
486-0 |
0.618 |
484-2 |
0.500 |
483-6 |
0.382 |
483-2 |
LOW |
481-4 |
0.618 |
478-6 |
1.000 |
477-0 |
1.618 |
474-2 |
2.618 |
469-6 |
4.250 |
462-3 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
483-6 |
480-1 |
PP |
483-5 |
476-7 |
S1 |
483-5 |
473-4 |
|