CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 22-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
508-0 |
510-4 |
2-4 |
0.5% |
483-4 |
High |
517-0 |
511-4 |
-5-4 |
-1.1% |
517-2 |
Low |
503-4 |
500-2 |
-3-2 |
-0.6% |
480-2 |
Close |
505-2 |
505-0 |
-0-2 |
0.0% |
513-2 |
Range |
13-4 |
11-2 |
-2-2 |
-16.7% |
37-0 |
ATR |
11-2 |
11-2 |
0-0 |
0.0% |
0-0 |
Volume |
188,256 |
191,775 |
3,519 |
1.9% |
955,365 |
|
Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
539-3 |
533-3 |
511-2 |
|
R3 |
528-1 |
522-1 |
508-1 |
|
R2 |
516-7 |
516-7 |
507-0 |
|
R1 |
510-7 |
510-7 |
506-0 |
508-2 |
PP |
505-5 |
505-5 |
505-5 |
504-2 |
S1 |
499-5 |
499-5 |
504-0 |
497-0 |
S2 |
494-3 |
494-3 |
503-0 |
|
S3 |
483-1 |
488-3 |
501-7 |
|
S4 |
471-7 |
477-1 |
498-6 |
|
|
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% |
12-3 |
2.4% |
47% |
False |
False |
206,925 |
10 |
522-4 |
461-0 |
61-4 |
12.2% |
10-7 |
2.2% |
72% |
False |
False |
198,951 |
20 |
522-4 |
415-4 |
107-0 |
21.2% |
9-3 |
1.9% |
84% |
False |
False |
186,364 |
40 |
522-4 |
382-2 |
140-2 |
27.8% |
10-1 |
2.0% |
88% |
False |
False |
172,399 |
60 |
522-4 |
343-2 |
179-2 |
35.5% |
9-3 |
1.9% |
90% |
False |
False |
155,797 |
80 |
522-4 |
343-2 |
179-2 |
35.5% |
8-4 |
1.7% |
90% |
False |
False |
132,473 |
100 |
522-4 |
343-2 |
179-2 |
35.5% |
8-1 |
1.6% |
90% |
False |
False |
115,568 |
120 |
522-4 |
343-2 |
179-2 |
35.5% |
7-7 |
1.6% |
90% |
False |
False |
103,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
559-2 |
2.618 |
541-0 |
1.618 |
529-6 |
1.000 |
522-6 |
0.618 |
518-4 |
HIGH |
511-4 |
0.618 |
507-2 |
0.500 |
505-7 |
0.382 |
504-4 |
LOW |
500-2 |
0.618 |
493-2 |
1.000 |
489-0 |
1.618 |
482-0 |
2.618 |
470-6 |
4.250 |
452-4 |
|
|
Fisher Pivots for day following 22-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
505-7 |
511-3 |
PP |
505-5 |
509-2 |
S1 |
505-2 |
507-1 |
|