CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 17-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
504-4 |
518-0 |
13-4 |
2.7% |
496-0 |
High |
509-6 |
528-6 |
19-0 |
3.7% |
528-6 |
Low |
503-6 |
514-4 |
10-6 |
2.1% |
494-4 |
Close |
508-6 |
525-6 |
17-0 |
3.3% |
525-6 |
Range |
6-0 |
14-2 |
8-2 |
137.5% |
34-2 |
ATR |
8-7 |
9-6 |
0-6 |
8.9% |
0-0 |
Volume |
45,134 |
53,797 |
8,663 |
19.2% |
302,410 |
|
Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
565-6 |
560-0 |
533-5 |
|
R3 |
551-4 |
545-6 |
529-5 |
|
R2 |
537-2 |
537-2 |
528-3 |
|
R1 |
531-4 |
531-4 |
527-0 |
534-3 |
PP |
523-0 |
523-0 |
523-0 |
524-4 |
S1 |
517-2 |
517-2 |
524-4 |
520-1 |
S2 |
508-6 |
508-6 |
523-1 |
|
S3 |
494-4 |
503-0 |
521-7 |
|
S4 |
480-2 |
488-6 |
517-7 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
619-1 |
606-5 |
544-5 |
|
R3 |
584-7 |
572-3 |
535-1 |
|
R2 |
550-5 |
550-5 |
532-0 |
|
R1 |
538-1 |
538-1 |
528-7 |
544-3 |
PP |
516-3 |
516-3 |
516-3 |
519-4 |
S1 |
503-7 |
503-7 |
522-5 |
510-1 |
S2 |
482-1 |
482-1 |
519-4 |
|
S3 |
447-7 |
469-5 |
516-3 |
|
S4 |
413-5 |
435-3 |
506-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
528-6 |
494-4 |
34-2 |
6.5% |
8-5 |
1.6% |
91% |
True |
False |
60,482 |
10 |
528-6 |
460-6 |
68-0 |
12.9% |
9-2 |
1.8% |
96% |
True |
False |
60,690 |
20 |
528-6 |
429-4 |
99-2 |
18.9% |
7-6 |
1.5% |
97% |
True |
False |
45,082 |
40 |
528-6 |
390-4 |
138-2 |
26.3% |
8-3 |
1.6% |
98% |
True |
False |
34,206 |
60 |
528-6 |
356-6 |
172-0 |
32.7% |
7-5 |
1.5% |
98% |
True |
False |
26,373 |
80 |
528-6 |
356-6 |
172-0 |
32.7% |
6-6 |
1.3% |
98% |
True |
False |
20,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
589-2 |
2.618 |
566-0 |
1.618 |
551-6 |
1.000 |
543-0 |
0.618 |
537-4 |
HIGH |
528-6 |
0.618 |
523-2 |
0.500 |
521-5 |
0.382 |
520-0 |
LOW |
514-4 |
0.618 |
505-6 |
1.000 |
500-2 |
1.618 |
491-4 |
2.618 |
477-2 |
4.250 |
454-0 |
|
|
Fisher Pivots for day following 17-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
524-3 |
522-5 |
PP |
523-0 |
519-3 |
S1 |
521-5 |
516-2 |
|