CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 21-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
522-4 |
508-0 |
-14-4 |
-2.8% |
483-4 |
High |
522-4 |
517-0 |
-5-4 |
-1.1% |
517-2 |
Low |
507-4 |
503-4 |
-4-0 |
-0.8% |
480-2 |
Close |
508-2 |
505-2 |
-3-0 |
-0.6% |
513-2 |
Range |
15-0 |
13-4 |
-1-4 |
-10.0% |
37-0 |
ATR |
11-1 |
11-2 |
0-1 |
1.6% |
0-0 |
Volume |
229,661 |
188,256 |
-41,405 |
-18.0% |
955,365 |
|
Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
549-1 |
540-5 |
512-5 |
|
R3 |
535-5 |
527-1 |
509-0 |
|
R2 |
522-1 |
522-1 |
507-6 |
|
R1 |
513-5 |
513-5 |
506-4 |
511-1 |
PP |
508-5 |
508-5 |
508-5 |
507-2 |
S1 |
500-1 |
500-1 |
504-0 |
497-5 |
S2 |
495-1 |
495-1 |
502-6 |
|
S3 |
481-5 |
486-5 |
501-4 |
|
S4 |
468-1 |
473-1 |
497-7 |
|
|
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 |
489-6 |
32-6 |
6.5% |
11-2 |
2.2% |
47% |
False |
False |
198,378 |
10 |
522-4 |
461-0 |
61-4 |
12.2% |
10-4 |
2.1% |
72% |
False |
False |
194,704 |
20 |
522-4 |
415-4 |
107-0 |
21.2% |
9-2 |
1.8% |
84% |
False |
False |
181,958 |
40 |
522-4 |
376-4 |
146-0 |
28.9% |
10-0 |
2.0% |
88% |
False |
False |
170,494 |
60 |
522-4 |
343-2 |
179-2 |
35.5% |
9-2 |
1.8% |
90% |
False |
False |
153,460 |
80 |
522-4 |
343-2 |
179-2 |
35.5% |
8-4 |
1.7% |
90% |
False |
False |
130,630 |
100 |
522-4 |
343-2 |
179-2 |
35.5% |
8-1 |
1.6% |
90% |
False |
False |
114,424 |
120 |
522-4 |
343-2 |
179-2 |
35.5% |
7-6 |
1.5% |
90% |
False |
False |
102,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
574-3 |
2.618 |
552-3 |
1.618 |
538-7 |
1.000 |
530-4 |
0.618 |
525-3 |
HIGH |
517-0 |
0.618 |
511-7 |
0.500 |
510-2 |
0.382 |
508-5 |
LOW |
503-4 |
0.618 |
495-1 |
1.000 |
490-0 |
1.618 |
481-5 |
2.618 |
468-1 |
4.250 |
446-1 |
|
|
Fisher Pivots for day following 21-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
510-2 |
512-4 |
PP |
508-5 |
510-1 |
S1 |
506-7 |
507-5 |
|