CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 21-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
533-0 |
520-0 |
-13-0 |
-2.4% |
496-0 |
High |
534-0 |
529-4 |
-4-4 |
-0.8% |
528-6 |
Low |
520-4 |
516-4 |
-4-0 |
-0.8% |
494-4 |
Close |
521-2 |
518-0 |
-3-2 |
-0.6% |
525-6 |
Range |
13-4 |
13-0 |
-0-4 |
-3.7% |
34-2 |
ATR |
10-0 |
10-1 |
0-2 |
2.2% |
0-0 |
Volume |
84,494 |
83,001 |
-1,493 |
-1.8% |
302,410 |
|
Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
560-3 |
552-1 |
525-1 |
|
R3 |
547-3 |
539-1 |
521-5 |
|
R2 |
534-3 |
534-3 |
520-3 |
|
R1 |
526-1 |
526-1 |
519-2 |
523-6 |
PP |
521-3 |
521-3 |
521-3 |
520-1 |
S1 |
513-1 |
513-1 |
516-6 |
510-6 |
S2 |
508-3 |
508-3 |
515-5 |
|
S3 |
495-3 |
500-1 |
514-3 |
|
S4 |
482-3 |
487-1 |
510-7 |
|
|
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 |
534-0 |
503-6 |
30-2 |
5.8% |
10-4 |
2.0% |
47% |
False |
False |
67,185 |
10 |
534-0 |
474-6 |
59-2 |
11.4% |
9-4 |
1.8% |
73% |
False |
False |
64,584 |
20 |
534-0 |
429-4 |
104-4 |
20.2% |
8-1 |
1.6% |
85% |
False |
False |
50,792 |
40 |
534-0 |
390-4 |
143-4 |
27.7% |
8-6 |
1.7% |
89% |
False |
False |
37,551 |
60 |
534-0 |
356-6 |
177-2 |
34.2% |
8-0 |
1.5% |
91% |
False |
False |
29,020 |
80 |
534-0 |
356-6 |
177-2 |
34.2% |
7-0 |
1.4% |
91% |
False |
False |
22,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
584-6 |
2.618 |
563-4 |
1.618 |
550-4 |
1.000 |
542-4 |
0.618 |
537-4 |
HIGH |
529-4 |
0.618 |
524-4 |
0.500 |
523-0 |
0.382 |
521-4 |
LOW |
516-4 |
0.618 |
508-4 |
1.000 |
503-4 |
1.618 |
495-4 |
2.618 |
482-4 |
4.250 |
461-2 |
|
|
Fisher Pivots for day following 21-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
523-0 |
524-2 |
PP |
521-3 |
522-1 |
S1 |
519-5 |
520-1 |
|