CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
494-4 |
510-0 |
15-4 |
3.1% |
473-0 |
High |
508-2 |
511-0 |
2-6 |
0.5% |
492-0 |
Low |
494-4 |
505-4 |
11-0 |
2.2% |
473-0 |
Close |
508-2 |
508-4 |
0-2 |
0.0% |
491-2 |
Range |
13-6 |
5-4 |
-8-2 |
-60.0% |
19-0 |
ATR |
9-3 |
9-1 |
-0-2 |
-3.0% |
0-0 |
Volume |
56,323 |
69,499 |
13,176 |
23.4% |
271,620 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
524-7 |
522-1 |
511-4 |
|
R3 |
519-3 |
516-5 |
510-0 |
|
R2 |
513-7 |
513-7 |
509-4 |
|
R1 |
511-1 |
511-1 |
509-0 |
509-6 |
PP |
508-3 |
508-3 |
508-3 |
507-5 |
S1 |
505-5 |
505-5 |
508-0 |
504-2 |
S2 |
502-7 |
502-7 |
507-4 |
|
S3 |
497-3 |
500-1 |
507-0 |
|
S4 |
491-7 |
494-5 |
505-4 |
|
|
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 |
511-0 |
474-6 |
36-2 |
7.1% |
8-5 |
1.7% |
93% |
True |
False |
66,275 |
10 |
511-0 |
455-2 |
55-6 |
11.0% |
8-1 |
1.6% |
96% |
True |
False |
57,255 |
20 |
511-0 |
429-4 |
81-4 |
16.0% |
7-5 |
1.5% |
97% |
True |
False |
42,775 |
40 |
511-0 |
390-4 |
120-4 |
23.7% |
8-2 |
1.6% |
98% |
True |
False |
32,182 |
60 |
511-0 |
356-6 |
154-2 |
30.3% |
7-3 |
1.5% |
98% |
True |
False |
24,874 |
80 |
511-0 |
356-6 |
154-2 |
30.3% |
6-5 |
1.3% |
98% |
True |
False |
19,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
534-3 |
2.618 |
525-3 |
1.618 |
519-7 |
1.000 |
516-4 |
0.618 |
514-3 |
HIGH |
511-0 |
0.618 |
508-7 |
0.500 |
508-2 |
0.382 |
507-5 |
LOW |
505-4 |
0.618 |
502-1 |
1.000 |
500-0 |
1.618 |
496-5 |
2.618 |
491-1 |
4.250 |
482-1 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
508-3 |
506-5 |
PP |
508-3 |
504-5 |
S1 |
508-2 |
502-6 |
|