CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
510-0 |
504-4 |
-5-4 |
-1.1% |
473-0 |
High |
511-0 |
509-6 |
-1-2 |
-0.2% |
492-0 |
Low |
505-4 |
503-6 |
-1-6 |
-0.3% |
473-0 |
Close |
508-4 |
508-6 |
0-2 |
0.0% |
491-2 |
Range |
5-4 |
6-0 |
0-4 |
9.1% |
19-0 |
ATR |
9-1 |
8-7 |
-0-2 |
-2.4% |
0-0 |
Volume |
69,499 |
45,134 |
-24,365 |
-35.1% |
271,620 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
525-3 |
523-1 |
512-0 |
|
R3 |
519-3 |
517-1 |
510-3 |
|
R2 |
513-3 |
513-3 |
509-7 |
|
R1 |
511-1 |
511-1 |
509-2 |
512-2 |
PP |
507-3 |
507-3 |
507-3 |
508-0 |
S1 |
505-1 |
505-1 |
508-2 |
506-2 |
S2 |
501-3 |
501-3 |
507-5 |
|
S3 |
495-3 |
499-1 |
507-1 |
|
S4 |
489-3 |
493-1 |
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 |
481-0 |
30-0 |
5.9% |
8-0 |
1.6% |
93% |
False |
False |
66,976 |
10 |
511-0 |
456-6 |
54-2 |
10.7% |
8-2 |
1.6% |
96% |
False |
False |
58,284 |
20 |
511-0 |
429-4 |
81-4 |
16.0% |
7-4 |
1.5% |
97% |
False |
False |
43,487 |
40 |
511-0 |
390-4 |
120-4 |
23.7% |
8-2 |
1.6% |
98% |
False |
False |
33,028 |
60 |
511-0 |
356-6 |
154-2 |
30.3% |
7-4 |
1.5% |
99% |
False |
False |
25,529 |
80 |
511-0 |
356-6 |
154-2 |
30.3% |
6-5 |
1.3% |
99% |
False |
False |
20,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
535-2 |
2.618 |
525-4 |
1.618 |
519-4 |
1.000 |
515-6 |
0.618 |
513-4 |
HIGH |
509-6 |
0.618 |
507-4 |
0.500 |
506-6 |
0.382 |
506-0 |
LOW |
503-6 |
0.618 |
500-0 |
1.000 |
497-6 |
1.618 |
494-0 |
2.618 |
488-0 |
4.250 |
478-2 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
508-1 |
506-6 |
PP |
507-3 |
504-6 |
S1 |
506-6 |
502-6 |
|