CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
460-6 |
473-0 |
12-2 |
2.7% |
455-4 |
High |
478-0 |
480-0 |
2-0 |
0.4% |
478-0 |
Low |
460-6 |
473-0 |
12-2 |
2.7% |
452-0 |
Close |
477-6 |
479-6 |
2-0 |
0.4% |
477-6 |
Range |
17-2 |
7-0 |
-10-2 |
-59.4% |
26-0 |
ATR |
9-5 |
9-3 |
-0-1 |
-1.9% |
0-0 |
Volume |
32,873 |
95,685 |
62,812 |
191.1% |
155,759 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
498-5 |
496-1 |
483-5 |
|
R3 |
491-5 |
489-1 |
481-5 |
|
R2 |
484-5 |
484-5 |
481-0 |
|
R1 |
482-1 |
482-1 |
480-3 |
483-3 |
PP |
477-5 |
477-5 |
477-5 |
478-2 |
S1 |
475-1 |
475-1 |
479-1 |
476-3 |
S2 |
470-5 |
470-5 |
478-4 |
|
S3 |
463-5 |
468-1 |
477-7 |
|
S4 |
456-5 |
461-1 |
475-7 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
547-2 |
538-4 |
492-0 |
|
R3 |
521-2 |
512-4 |
484-7 |
|
R2 |
495-2 |
495-2 |
482-4 |
|
R1 |
486-4 |
486-4 |
480-1 |
490-7 |
PP |
469-2 |
469-2 |
469-2 |
471-4 |
S1 |
460-4 |
460-4 |
475-3 |
464-7 |
S2 |
443-2 |
443-2 |
473-0 |
|
S3 |
417-2 |
434-4 |
470-5 |
|
S4 |
391-2 |
408-4 |
463-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
480-0 |
452-0 |
28-0 |
5.8% |
7-4 |
1.6% |
99% |
True |
False |
44,624 |
10 |
480-0 |
429-4 |
50-4 |
10.5% |
6-6 |
1.4% |
100% |
True |
False |
37,001 |
20 |
480-0 |
420-0 |
60-0 |
12.5% |
7-7 |
1.6% |
100% |
True |
False |
32,138 |
40 |
480-0 |
390-4 |
89-4 |
18.7% |
8-0 |
1.7% |
100% |
True |
False |
24,803 |
60 |
480-0 |
356-6 |
123-2 |
25.7% |
7-1 |
1.5% |
100% |
True |
False |
19,029 |
80 |
480-0 |
356-6 |
123-2 |
25.7% |
6-2 |
1.3% |
100% |
True |
False |
15,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
509-6 |
2.618 |
498-3 |
1.618 |
491-3 |
1.000 |
487-0 |
0.618 |
484-3 |
HIGH |
480-0 |
0.618 |
477-3 |
0.500 |
476-4 |
0.382 |
475-5 |
LOW |
473-0 |
0.618 |
468-5 |
1.000 |
466-0 |
1.618 |
461-5 |
2.618 |
454-5 |
4.250 |
443-2 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
478-5 |
476-0 |
PP |
477-5 |
472-1 |
S1 |
476-4 |
468-3 |
|