CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
481-0 |
497-0 |
16-0 |
3.3% |
460-0 |
High |
495-4 |
497-4 |
2-0 |
0.4% |
479-4 |
Low |
480-2 |
492-0 |
11-6 |
2.4% |
459-6 |
Close |
495-0 |
495-2 |
0-2 |
0.1% |
478-2 |
Range |
15-2 |
5-4 |
-9-6 |
-63.9% |
19-6 |
ATR |
10-4 |
10-2 |
-0-3 |
-3.4% |
0-0 |
Volume |
210,743 |
149,036 |
-61,707 |
-29.3% |
883,495 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
511-3 |
508-7 |
498-2 |
|
R3 |
505-7 |
503-3 |
496-6 |
|
R2 |
500-3 |
500-3 |
496-2 |
|
R1 |
497-7 |
497-7 |
495-6 |
496-3 |
PP |
494-7 |
494-7 |
494-7 |
494-2 |
S1 |
492-3 |
492-3 |
494-6 |
490-7 |
S2 |
489-3 |
489-3 |
494-2 |
|
S3 |
483-7 |
486-7 |
493-6 |
|
S4 |
478-3 |
481-3 |
492-2 |
|
|
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 |
497-4 |
461-0 |
36-4 |
7.4% |
9-4 |
1.9% |
94% |
True |
False |
190,977 |
10 |
497-4 |
442-0 |
55-4 |
11.2% |
9-1 |
1.8% |
96% |
True |
False |
187,200 |
20 |
497-4 |
415-4 |
82-0 |
16.6% |
8-6 |
1.8% |
97% |
True |
False |
172,074 |
40 |
497-4 |
375-6 |
121-6 |
24.6% |
9-4 |
1.9% |
98% |
True |
False |
159,575 |
60 |
497-4 |
343-2 |
154-2 |
31.1% |
8-7 |
1.8% |
99% |
True |
False |
144,632 |
80 |
497-4 |
343-2 |
154-2 |
31.1% |
8-1 |
1.6% |
99% |
True |
False |
122,320 |
100 |
497-4 |
343-2 |
154-2 |
31.1% |
7-7 |
1.6% |
99% |
True |
False |
108,206 |
120 |
497-4 |
343-2 |
154-2 |
31.1% |
7-4 |
1.5% |
99% |
True |
False |
96,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
520-7 |
2.618 |
511-7 |
1.618 |
506-3 |
1.000 |
503-0 |
0.618 |
500-7 |
HIGH |
497-4 |
0.618 |
495-3 |
0.500 |
494-6 |
0.382 |
494-1 |
LOW |
492-0 |
0.618 |
488-5 |
1.000 |
486-4 |
1.618 |
483-1 |
2.618 |
477-5 |
4.250 |
468-5 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
495-1 |
493-1 |
PP |
494-7 |
491-0 |
S1 |
494-6 |
488-7 |
|