CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 28-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
522-0 |
508-4 |
-13-4 |
-2.6% |
522-4 |
High |
522-0 |
513-0 |
-9-0 |
-1.7% |
523-4 |
Low |
511-0 |
499-6 |
-11-2 |
-2.2% |
495-2 |
Close |
512-6 |
500-0 |
-12-6 |
-2.5% |
521-6 |
Range |
11-0 |
13-2 |
2-2 |
20.5% |
28-2 |
ATR |
12-0 |
12-1 |
0-1 |
0.7% |
0-0 |
Volume |
178,911 |
146,449 |
-32,462 |
-18.1% |
1,006,092 |
|
Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
544-0 |
535-2 |
507-2 |
|
R3 |
530-6 |
522-0 |
503-5 |
|
R2 |
517-4 |
517-4 |
502-3 |
|
R1 |
508-6 |
508-6 |
501-2 |
506-4 |
PP |
504-2 |
504-2 |
504-2 |
503-1 |
S1 |
495-4 |
495-4 |
498-6 |
493-2 |
S2 |
491-0 |
491-0 |
497-5 |
|
S3 |
477-6 |
482-2 |
496-3 |
|
S4 |
464-4 |
469-0 |
492-6 |
|
|
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 |
5.7% |
12-2 |
2.5% |
17% |
False |
False |
182,707 |
10 |
523-4 |
489-6 |
33-6 |
6.8% |
11-6 |
2.3% |
30% |
False |
False |
190,542 |
20 |
523-4 |
438-0 |
85-4 |
17.1% |
10-4 |
2.1% |
73% |
False |
False |
190,553 |
40 |
523-4 |
399-4 |
124-0 |
24.8% |
10-2 |
2.1% |
81% |
False |
False |
177,369 |
60 |
523-4 |
375-6 |
147-6 |
29.6% |
9-5 |
1.9% |
84% |
False |
False |
158,171 |
80 |
523-4 |
343-2 |
180-2 |
36.1% |
8-7 |
1.8% |
87% |
False |
False |
139,139 |
100 |
523-4 |
343-2 |
180-2 |
36.1% |
8-2 |
1.7% |
87% |
False |
False |
121,080 |
120 |
523-4 |
343-2 |
180-2 |
36.1% |
8-1 |
1.6% |
87% |
False |
False |
108,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
569-2 |
2.618 |
547-6 |
1.618 |
534-4 |
1.000 |
526-2 |
0.618 |
521-2 |
HIGH |
513-0 |
0.618 |
508-0 |
0.500 |
506-3 |
0.382 |
504-6 |
LOW |
499-6 |
0.618 |
491-4 |
1.000 |
486-4 |
1.618 |
478-2 |
2.618 |
465-0 |
4.250 |
443-4 |
|
|
Fisher Pivots for day following 28-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
506-3 |
511-5 |
PP |
504-2 |
507-6 |
S1 |
502-1 |
503-7 |
|