CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
508-4 |
489-0 |
-19-4 |
-3.8% |
522-4 |
High |
513-0 |
505-6 |
-7-2 |
-1.4% |
523-4 |
Low |
499-6 |
486-6 |
-13-0 |
-2.6% |
495-2 |
Close |
500-0 |
505-0 |
5-0 |
1.0% |
521-6 |
Range |
13-2 |
19-0 |
5-6 |
43.4% |
28-2 |
ATR |
12-1 |
12-5 |
0-4 |
4.1% |
0-0 |
Volume |
146,449 |
210,358 |
63,909 |
43.6% |
1,006,092 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
556-1 |
549-5 |
515-4 |
|
R3 |
537-1 |
530-5 |
510-2 |
|
R2 |
518-1 |
518-1 |
508-4 |
|
R1 |
511-5 |
511-5 |
506-6 |
514-7 |
PP |
499-1 |
499-1 |
499-1 |
500-6 |
S1 |
492-5 |
492-5 |
503-2 |
495-7 |
S2 |
480-1 |
480-1 |
501-4 |
|
S3 |
461-1 |
473-5 |
499-6 |
|
S4 |
442-1 |
454-5 |
494-4 |
|
|
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 |
486-6 |
36-6 |
7.3% |
13-6 |
2.7% |
50% |
False |
True |
186,423 |
10 |
523-4 |
486-6 |
36-6 |
7.3% |
13-1 |
2.6% |
50% |
False |
True |
196,674 |
20 |
523-4 |
442-0 |
81-4 |
16.1% |
11-1 |
2.2% |
77% |
False |
False |
191,937 |
40 |
523-4 |
406-0 |
117-4 |
23.3% |
10-4 |
2.1% |
84% |
False |
False |
177,789 |
60 |
523-4 |
375-6 |
147-6 |
29.3% |
9-6 |
1.9% |
87% |
False |
False |
160,058 |
80 |
523-4 |
343-2 |
180-2 |
35.7% |
9-0 |
1.8% |
90% |
False |
False |
141,091 |
100 |
523-4 |
343-2 |
180-2 |
35.7% |
8-3 |
1.7% |
90% |
False |
False |
122,338 |
120 |
523-4 |
343-2 |
180-2 |
35.7% |
8-1 |
1.6% |
90% |
False |
False |
109,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
586-4 |
2.618 |
555-4 |
1.618 |
536-4 |
1.000 |
524-6 |
0.618 |
517-4 |
HIGH |
505-6 |
0.618 |
498-4 |
0.500 |
496-2 |
0.382 |
494-0 |
LOW |
486-6 |
0.618 |
475-0 |
1.000 |
467-6 |
1.618 |
456-0 |
2.618 |
437-0 |
4.250 |
406-0 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
502-1 |
504-6 |
PP |
499-1 |
504-5 |
S1 |
496-2 |
504-3 |
|