CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
496-0 |
494-4 |
-1-4 |
-0.3% |
473-0 |
High |
498-4 |
508-2 |
9-6 |
2.0% |
492-0 |
Low |
494-6 |
494-4 |
-0-2 |
-0.1% |
473-0 |
Close |
496-6 |
508-2 |
11-4 |
2.3% |
491-2 |
Range |
3-6 |
13-6 |
10-0 |
266.7% |
19-0 |
ATR |
9-1 |
9-3 |
0-3 |
3.7% |
0-0 |
Volume |
77,657 |
56,323 |
-21,334 |
-27.5% |
271,620 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
544-7 |
540-3 |
515-6 |
|
R3 |
531-1 |
526-5 |
512-0 |
|
R2 |
517-3 |
517-3 |
510-6 |
|
R1 |
512-7 |
512-7 |
509-4 |
515-1 |
PP |
503-5 |
503-5 |
503-5 |
504-6 |
S1 |
499-1 |
499-1 |
507-0 |
501-3 |
S2 |
489-7 |
489-7 |
505-6 |
|
S3 |
476-1 |
485-3 |
504-4 |
|
S4 |
462-3 |
471-5 |
500-6 |
|
|
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 |
508-2 |
474-6 |
33-4 |
6.6% |
8-4 |
1.7% |
100% |
True |
False |
61,983 |
10 |
508-2 |
452-0 |
56-2 |
11.1% |
8-0 |
1.6% |
100% |
True |
False |
53,303 |
20 |
508-2 |
429-4 |
78-6 |
15.5% |
7-6 |
1.5% |
100% |
True |
False |
40,531 |
40 |
508-2 |
390-4 |
117-6 |
23.2% |
8-1 |
1.6% |
100% |
True |
False |
30,908 |
60 |
508-2 |
356-6 |
151-4 |
29.8% |
7-4 |
1.5% |
100% |
True |
False |
23,812 |
80 |
508-2 |
356-6 |
151-4 |
29.8% |
6-4 |
1.3% |
100% |
True |
False |
18,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
566-6 |
2.618 |
544-2 |
1.618 |
530-4 |
1.000 |
522-0 |
0.618 |
516-6 |
HIGH |
508-2 |
0.618 |
503-0 |
0.500 |
501-3 |
0.382 |
499-6 |
LOW |
494-4 |
0.618 |
486-0 |
1.000 |
480-6 |
1.618 |
472-2 |
2.618 |
458-4 |
4.250 |
436-0 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
506-0 |
503-6 |
PP |
503-5 |
499-1 |
S1 |
501-3 |
494-5 |
|