CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
485-0 |
496-0 |
11-0 |
2.3% |
473-0 |
High |
492-0 |
498-4 |
6-4 |
1.3% |
492-0 |
Low |
481-0 |
494-6 |
13-6 |
2.9% |
473-0 |
Close |
491-2 |
496-6 |
5-4 |
1.1% |
491-2 |
Range |
11-0 |
3-6 |
-7-2 |
-65.9% |
19-0 |
ATR |
9-2 |
9-1 |
-0-1 |
-1.5% |
0-0 |
Volume |
86,268 |
77,657 |
-8,611 |
-10.0% |
271,620 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
507-7 |
506-1 |
498-6 |
|
R3 |
504-1 |
502-3 |
497-6 |
|
R2 |
500-3 |
500-3 |
497-4 |
|
R1 |
498-5 |
498-5 |
497-1 |
499-4 |
PP |
496-5 |
496-5 |
496-5 |
497-1 |
S1 |
494-7 |
494-7 |
496-3 |
495-6 |
S2 |
492-7 |
492-7 |
496-0 |
|
S3 |
489-1 |
491-1 |
495-6 |
|
S4 |
485-3 |
487-3 |
494-6 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
542-3 |
535-7 |
501-6 |
|
R3 |
523-3 |
516-7 |
496-4 |
|
R2 |
504-3 |
504-3 |
494-6 |
|
R1 |
497-7 |
497-7 |
493-0 |
501-1 |
PP |
485-3 |
485-3 |
485-3 |
487-0 |
S1 |
478-7 |
478-7 |
489-4 |
482-1 |
S2 |
466-3 |
466-3 |
487-6 |
|
S3 |
447-3 |
459-7 |
486-0 |
|
S4 |
428-3 |
440-7 |
480-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
498-4 |
473-0 |
25-4 |
5.1% |
7-1 |
1.4% |
93% |
True |
False |
69,855 |
10 |
498-4 |
452-0 |
46-4 |
9.4% |
7-0 |
1.4% |
96% |
True |
False |
50,503 |
20 |
498-4 |
429-4 |
69-0 |
13.9% |
7-5 |
1.5% |
97% |
True |
False |
38,633 |
40 |
498-4 |
390-4 |
108-0 |
21.7% |
8-0 |
1.6% |
98% |
True |
False |
29,882 |
60 |
498-4 |
356-6 |
141-6 |
28.5% |
7-3 |
1.5% |
99% |
True |
False |
22,975 |
80 |
498-4 |
356-6 |
141-6 |
28.5% |
6-3 |
1.3% |
99% |
True |
False |
18,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
514-4 |
2.618 |
508-3 |
1.618 |
504-5 |
1.000 |
502-2 |
0.618 |
500-7 |
HIGH |
498-4 |
0.618 |
497-1 |
0.500 |
496-5 |
0.382 |
496-1 |
LOW |
494-6 |
0.618 |
492-3 |
1.000 |
491-0 |
1.618 |
488-5 |
2.618 |
484-7 |
4.250 |
478-6 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
496-6 |
493-3 |
PP |
496-5 |
490-0 |
S1 |
496-5 |
486-5 |
|