CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
510-4 |
498-0 |
-12-4 |
-2.4% |
483-4 |
High |
511-4 |
503-6 |
-7-6 |
-1.5% |
517-2 |
Low |
500-2 |
495-2 |
-5-0 |
-1.0% |
480-2 |
Close |
505-0 |
499-2 |
-5-6 |
-1.1% |
513-2 |
Range |
11-2 |
8-4 |
-2-6 |
-24.4% |
37-0 |
ATR |
11-2 |
11-1 |
-0-1 |
-1.0% |
0-0 |
Volume |
191,775 |
194,765 |
2,990 |
1.6% |
955,365 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
524-7 |
520-5 |
503-7 |
|
R3 |
516-3 |
512-1 |
501-5 |
|
R2 |
507-7 |
507-7 |
500-6 |
|
R1 |
503-5 |
503-5 |
500-0 |
505-6 |
PP |
499-3 |
499-3 |
499-3 |
500-4 |
S1 |
495-1 |
495-1 |
498-4 |
497-2 |
S2 |
490-7 |
490-7 |
497-6 |
|
S3 |
482-3 |
486-5 |
496-7 |
|
S4 |
473-7 |
478-1 |
494-5 |
|
|
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 |
495-2 |
27-2 |
5.5% |
12-5 |
2.5% |
15% |
False |
True |
213,913 |
10 |
522-4 |
468-0 |
54-4 |
10.9% |
10-6 |
2.1% |
57% |
False |
False |
198,389 |
20 |
522-4 |
425-4 |
97-0 |
19.4% |
9-3 |
1.9% |
76% |
False |
False |
187,164 |
40 |
522-4 |
390-2 |
132-2 |
26.5% |
10-1 |
2.0% |
82% |
False |
False |
175,161 |
60 |
522-4 |
367-2 |
155-2 |
31.1% |
9-4 |
1.9% |
85% |
False |
False |
157,455 |
80 |
522-4 |
343-2 |
179-2 |
35.9% |
8-5 |
1.7% |
87% |
False |
False |
134,356 |
100 |
522-4 |
343-2 |
179-2 |
35.9% |
8-1 |
1.6% |
87% |
False |
False |
117,019 |
120 |
522-4 |
343-2 |
179-2 |
35.9% |
7-7 |
1.6% |
87% |
False |
False |
104,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
539-7 |
2.618 |
526-0 |
1.618 |
517-4 |
1.000 |
512-2 |
0.618 |
509-0 |
HIGH |
503-6 |
0.618 |
500-4 |
0.500 |
499-4 |
0.382 |
498-4 |
LOW |
495-2 |
0.618 |
490-0 |
1.000 |
486-6 |
1.618 |
481-4 |
2.618 |
473-0 |
4.250 |
459-1 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
499-4 |
506-1 |
PP |
499-3 |
503-7 |
S1 |
499-3 |
501-4 |
|