CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 24-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
498-0 |
506-2 |
8-2 |
1.7% |
522-4 |
High |
503-6 |
523-4 |
19-6 |
3.9% |
523-4 |
Low |
495-2 |
506-2 |
11-0 |
2.2% |
495-2 |
Close |
499-2 |
521-6 |
22-4 |
4.5% |
521-6 |
Range |
8-4 |
17-2 |
8-6 |
102.9% |
28-2 |
ATR |
11-1 |
12-1 |
0-7 |
8.4% |
0-0 |
Volume |
194,765 |
201,635 |
6,870 |
3.5% |
1,006,092 |
|
Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
568-7 |
562-5 |
531-2 |
|
R3 |
551-5 |
545-3 |
526-4 |
|
R2 |
534-3 |
534-3 |
524-7 |
|
R1 |
528-1 |
528-1 |
523-3 |
531-2 |
PP |
517-1 |
517-1 |
517-1 |
518-6 |
S1 |
510-7 |
510-7 |
520-1 |
514-0 |
S2 |
499-7 |
499-7 |
518-5 |
|
S3 |
482-5 |
493-5 |
517-0 |
|
S4 |
465-3 |
476-3 |
512-2 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
598-2 |
588-2 |
537-2 |
|
R3 |
570-0 |
560-0 |
529-4 |
|
R2 |
541-6 |
541-6 |
526-7 |
|
R1 |
531-6 |
531-6 |
524-3 |
522-5 |
PP |
513-4 |
513-4 |
513-4 |
509-0 |
S1 |
503-4 |
503-4 |
519-1 |
494-3 |
S2 |
485-2 |
485-2 |
516-5 |
|
S3 |
457-0 |
475-2 |
514-0 |
|
S4 |
428-6 |
447-0 |
506-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
523-4 |
495-2 |
28-2 |
5.4% |
13-1 |
2.5% |
94% |
True |
False |
201,218 |
10 |
523-4 |
480-2 |
43-2 |
8.3% |
11-2 |
2.2% |
96% |
True |
False |
196,145 |
20 |
523-4 |
434-2 |
89-2 |
17.1% |
9-6 |
1.9% |
98% |
True |
False |
190,993 |
40 |
523-4 |
396-6 |
126-6 |
24.3% |
10-2 |
2.0% |
99% |
True |
False |
176,854 |
60 |
523-4 |
371-0 |
152-4 |
29.2% |
9-5 |
1.8% |
99% |
True |
False |
158,880 |
80 |
523-4 |
343-2 |
180-2 |
34.5% |
8-5 |
1.7% |
99% |
True |
False |
136,242 |
100 |
523-4 |
343-2 |
180-2 |
34.5% |
8-2 |
1.6% |
99% |
True |
False |
118,677 |
120 |
523-4 |
343-2 |
180-2 |
34.5% |
8-0 |
1.5% |
99% |
True |
False |
106,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
596-6 |
2.618 |
568-5 |
1.618 |
551-3 |
1.000 |
540-6 |
0.618 |
534-1 |
HIGH |
523-4 |
0.618 |
516-7 |
0.500 |
514-7 |
0.382 |
512-7 |
LOW |
506-2 |
0.618 |
495-5 |
1.000 |
489-0 |
1.618 |
478-3 |
2.618 |
461-1 |
4.250 |
433-0 |
|
|
Fisher Pivots for day following 24-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
519-4 |
517-5 |
PP |
517-1 |
513-4 |
S1 |
514-7 |
509-3 |
|