CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
507-0 |
522-4 |
15-4 |
3.1% |
483-4 |
High |
517-2 |
522-4 |
5-2 |
1.0% |
517-2 |
Low |
502-4 |
507-4 |
5-0 |
1.0% |
480-2 |
Close |
513-2 |
508-2 |
-5-0 |
-1.0% |
513-2 |
Range |
14-6 |
15-0 |
0-2 |
1.7% |
37-0 |
ATR |
10-6 |
11-1 |
0-2 |
2.8% |
0-0 |
Volume |
265,110 |
229,661 |
-35,449 |
-13.4% |
955,365 |
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
557-6 |
548-0 |
516-4 |
|
R3 |
542-6 |
533-0 |
512-3 |
|
R2 |
527-6 |
527-6 |
511-0 |
|
R1 |
518-0 |
518-0 |
509-5 |
515-3 |
PP |
512-6 |
512-6 |
512-6 |
511-4 |
S1 |
503-0 |
503-0 |
506-7 |
500-3 |
S2 |
497-6 |
497-6 |
505-4 |
|
S3 |
482-6 |
488-0 |
504-1 |
|
S4 |
467-6 |
473-0 |
500-0 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
614-5 |
600-7 |
533-5 |
|
R3 |
577-5 |
563-7 |
523-3 |
|
R2 |
540-5 |
540-5 |
520-0 |
|
R1 |
526-7 |
526-7 |
516-5 |
533-6 |
PP |
503-5 |
503-5 |
503-5 |
507-0 |
S1 |
489-7 |
489-7 |
509-7 |
496-6 |
S2 |
466-5 |
466-5 |
506-4 |
|
S3 |
429-5 |
452-7 |
503-1 |
|
S4 |
392-5 |
415-7 |
492-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
522-4 |
480-2 |
42-2 |
8.3% |
11-4 |
2.3% |
66% |
True |
False |
202,875 |
10 |
522-4 |
459-6 |
62-6 |
12.3% |
9-6 |
1.9% |
77% |
True |
False |
206,852 |
20 |
522-4 |
415-4 |
107-0 |
21.1% |
9-0 |
1.8% |
87% |
True |
False |
179,723 |
40 |
522-4 |
375-6 |
146-6 |
28.9% |
9-7 |
1.9% |
90% |
True |
False |
168,548 |
60 |
522-4 |
343-2 |
179-2 |
35.3% |
9-1 |
1.8% |
92% |
True |
False |
151,830 |
80 |
522-4 |
343-2 |
179-2 |
35.3% |
8-3 |
1.7% |
92% |
True |
False |
128,707 |
100 |
522-4 |
343-2 |
179-2 |
35.3% |
8-0 |
1.6% |
92% |
True |
False |
113,242 |
120 |
522-4 |
343-2 |
179-2 |
35.3% |
7-6 |
1.5% |
92% |
True |
False |
100,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
586-2 |
2.618 |
561-6 |
1.618 |
546-6 |
1.000 |
537-4 |
0.618 |
531-6 |
HIGH |
522-4 |
0.618 |
516-6 |
0.500 |
515-0 |
0.382 |
513-2 |
LOW |
507-4 |
0.618 |
498-2 |
1.000 |
492-4 |
1.618 |
483-2 |
2.618 |
468-2 |
4.250 |
443-6 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
515-0 |
507-4 |
PP |
512-6 |
506-7 |
S1 |
510-4 |
506-1 |
|