CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
497-0 |
492-0 |
-5-0 |
-1.0% |
460-0 |
High |
497-4 |
497-0 |
-0-4 |
-0.1% |
479-4 |
Low |
492-0 |
489-6 |
-2-2 |
-0.5% |
459-6 |
Close |
495-2 |
496-0 |
0-6 |
0.2% |
478-2 |
Range |
5-4 |
7-2 |
1-6 |
31.8% |
19-6 |
ATR |
10-2 |
10-0 |
-0-2 |
-2.1% |
0-0 |
Volume |
149,036 |
159,827 |
10,791 |
7.2% |
883,495 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
516-0 |
513-2 |
500-0 |
|
R3 |
508-6 |
506-0 |
498-0 |
|
R2 |
501-4 |
501-4 |
497-3 |
|
R1 |
498-6 |
498-6 |
496-5 |
500-1 |
PP |
494-2 |
494-2 |
494-2 |
495-0 |
S1 |
491-4 |
491-4 |
495-3 |
492-7 |
S2 |
487-0 |
487-0 |
494-5 |
|
S3 |
479-6 |
484-2 |
494-0 |
|
S4 |
472-4 |
477-0 |
492-0 |
|
|
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 |
497-4 |
468-0 |
29-4 |
5.9% |
8-6 |
1.8% |
95% |
False |
False |
182,866 |
10 |
497-4 |
443-4 |
54-0 |
10.9% |
9-3 |
1.9% |
97% |
False |
False |
183,706 |
20 |
497-4 |
415-4 |
82-0 |
16.5% |
8-5 |
1.7% |
98% |
False |
False |
171,684 |
40 |
497-4 |
375-6 |
121-6 |
24.5% |
9-5 |
1.9% |
99% |
False |
False |
161,200 |
60 |
497-4 |
343-2 |
154-2 |
31.1% |
8-7 |
1.8% |
99% |
False |
False |
145,762 |
80 |
497-4 |
343-2 |
154-2 |
31.1% |
8-1 |
1.6% |
99% |
False |
False |
123,688 |
100 |
497-4 |
343-2 |
154-2 |
31.1% |
7-7 |
1.6% |
99% |
False |
False |
109,389 |
120 |
497-4 |
343-2 |
154-2 |
31.1% |
7-4 |
1.5% |
99% |
False |
False |
97,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
527-6 |
2.618 |
516-0 |
1.618 |
508-6 |
1.000 |
504-2 |
0.618 |
501-4 |
HIGH |
497-0 |
0.618 |
494-2 |
0.500 |
493-3 |
0.382 |
492-4 |
LOW |
489-6 |
0.618 |
485-2 |
1.000 |
482-4 |
1.618 |
478-0 |
2.618 |
470-6 |
4.250 |
459-0 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
495-1 |
493-5 |
PP |
494-2 |
491-2 |
S1 |
493-3 |
488-7 |
|