CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
473-0 |
479-4 |
6-4 |
1.4% |
455-4 |
High |
480-0 |
480-2 |
0-2 |
0.1% |
478-0 |
Low |
473-0 |
475-4 |
2-4 |
0.5% |
452-0 |
Close |
479-6 |
476-0 |
-3-6 |
-0.8% |
477-6 |
Range |
7-0 |
4-6 |
-2-2 |
-32.1% |
26-0 |
ATR |
9-3 |
9-0 |
-0-3 |
-3.5% |
0-0 |
Volume |
95,685 |
48,036 |
-47,649 |
-49.8% |
155,759 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
491-4 |
488-4 |
478-5 |
|
R3 |
486-6 |
483-6 |
477-2 |
|
R2 |
482-0 |
482-0 |
476-7 |
|
R1 |
479-0 |
479-0 |
476-3 |
478-1 |
PP |
477-2 |
477-2 |
477-2 |
476-6 |
S1 |
474-2 |
474-2 |
475-5 |
473-3 |
S2 |
472-4 |
472-4 |
475-1 |
|
S3 |
467-6 |
469-4 |
474-6 |
|
S4 |
463-0 |
464-6 |
473-3 |
|
|
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 |
480-2 |
455-2 |
25-0 |
5.3% |
7-4 |
1.6% |
83% |
True |
False |
48,234 |
10 |
480-2 |
431-4 |
48-6 |
10.2% |
6-4 |
1.4% |
91% |
True |
False |
39,180 |
20 |
480-2 |
420-0 |
60-2 |
12.7% |
7-6 |
1.6% |
93% |
True |
False |
33,201 |
40 |
480-2 |
390-4 |
89-6 |
18.9% |
8-0 |
1.7% |
95% |
True |
False |
25,820 |
60 |
480-2 |
356-6 |
123-4 |
25.9% |
7-1 |
1.5% |
97% |
True |
False |
19,770 |
80 |
480-2 |
356-6 |
123-4 |
25.9% |
6-2 |
1.3% |
97% |
True |
False |
15,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
500-4 |
2.618 |
492-5 |
1.618 |
487-7 |
1.000 |
485-0 |
0.618 |
483-1 |
HIGH |
480-2 |
0.618 |
478-3 |
0.500 |
477-7 |
0.382 |
477-3 |
LOW |
475-4 |
0.618 |
472-5 |
1.000 |
470-6 |
1.618 |
467-7 |
2.618 |
463-1 |
4.250 |
455-2 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
477-7 |
474-1 |
PP |
477-2 |
472-3 |
S1 |
476-5 |
470-4 |
|