CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 27-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
506-2 |
522-0 |
15-6 |
3.1% |
522-4 |
High |
523-4 |
522-0 |
-1-4 |
-0.3% |
523-4 |
Low |
506-2 |
511-0 |
4-6 |
0.9% |
495-2 |
Close |
521-6 |
512-6 |
-9-0 |
-1.7% |
521-6 |
Range |
17-2 |
11-0 |
-6-2 |
-36.2% |
28-2 |
ATR |
12-1 |
12-0 |
-0-1 |
-0.6% |
0-0 |
Volume |
201,635 |
178,911 |
-22,724 |
-11.3% |
1,006,092 |
|
Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
548-2 |
541-4 |
518-6 |
|
R3 |
537-2 |
530-4 |
515-6 |
|
R2 |
526-2 |
526-2 |
514-6 |
|
R1 |
519-4 |
519-4 |
513-6 |
517-3 |
PP |
515-2 |
515-2 |
515-2 |
514-2 |
S1 |
508-4 |
508-4 |
511-6 |
506-3 |
S2 |
504-2 |
504-2 |
510-6 |
|
S3 |
493-2 |
497-4 |
509-6 |
|
S4 |
482-2 |
486-4 |
506-6 |
|
|
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 |
5.5% |
12-2 |
2.4% |
62% |
False |
False |
191,068 |
10 |
523-4 |
480-2 |
43-2 |
8.4% |
11-7 |
2.3% |
75% |
False |
False |
196,971 |
20 |
523-4 |
438-0 |
85-4 |
16.7% |
10-0 |
2.0% |
87% |
False |
False |
191,824 |
40 |
523-4 |
399-4 |
124-0 |
24.2% |
10-3 |
2.0% |
91% |
False |
False |
177,920 |
60 |
523-4 |
375-6 |
147-6 |
28.8% |
9-4 |
1.9% |
93% |
False |
False |
158,243 |
80 |
523-4 |
343-2 |
180-2 |
35.2% |
8-6 |
1.7% |
94% |
False |
False |
137,933 |
100 |
523-4 |
343-2 |
180-2 |
35.2% |
8-2 |
1.6% |
94% |
False |
False |
120,066 |
120 |
523-4 |
343-2 |
180-2 |
35.2% |
8-0 |
1.6% |
94% |
False |
False |
107,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
568-6 |
2.618 |
550-6 |
1.618 |
539-6 |
1.000 |
533-0 |
0.618 |
528-6 |
HIGH |
522-0 |
0.618 |
517-6 |
0.500 |
516-4 |
0.382 |
515-2 |
LOW |
511-0 |
0.618 |
504-2 |
1.000 |
500-0 |
1.618 |
493-2 |
2.618 |
482-2 |
4.250 |
464-2 |
|
|
Fisher Pivots for day following 27-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
516-4 |
511-5 |
PP |
515-2 |
510-4 |
S1 |
514-0 |
509-3 |
|