CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 22-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
520-0 |
523-0 |
3-0 |
0.6% |
496-0 |
High |
529-4 |
523-4 |
-6-0 |
-1.1% |
528-6 |
Low |
516-4 |
514-4 |
-2-0 |
-0.4% |
494-4 |
Close |
518-0 |
518-2 |
0-2 |
0.0% |
525-6 |
Range |
13-0 |
9-0 |
-4-0 |
-30.8% |
34-2 |
ATR |
10-1 |
10-1 |
-0-1 |
-0.8% |
0-0 |
Volume |
83,001 |
42,212 |
-40,789 |
-49.1% |
302,410 |
|
Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
545-6 |
541-0 |
523-2 |
|
R3 |
536-6 |
532-0 |
520-6 |
|
R2 |
527-6 |
527-6 |
519-7 |
|
R1 |
523-0 |
523-0 |
519-1 |
520-7 |
PP |
518-6 |
518-6 |
518-6 |
517-6 |
S1 |
514-0 |
514-0 |
517-3 |
511-7 |
S2 |
509-6 |
509-6 |
516-5 |
|
S3 |
500-6 |
505-0 |
515-6 |
|
S4 |
491-6 |
496-0 |
513-2 |
|
|
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% |
11-1 |
2.2% |
48% |
False |
False |
61,727 |
10 |
534-0 |
474-6 |
59-2 |
11.4% |
9-7 |
1.9% |
73% |
False |
False |
64,001 |
20 |
534-0 |
431-4 |
102-4 |
19.8% |
8-2 |
1.6% |
85% |
False |
False |
51,590 |
40 |
534-0 |
396-6 |
137-2 |
26.5% |
8-7 |
1.7% |
89% |
False |
False |
38,286 |
60 |
534-0 |
356-6 |
177-2 |
34.2% |
8-0 |
1.6% |
91% |
False |
False |
29,684 |
80 |
534-0 |
356-6 |
177-2 |
34.2% |
7-0 |
1.3% |
91% |
False |
False |
23,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
561-6 |
2.618 |
547-0 |
1.618 |
538-0 |
1.000 |
532-4 |
0.618 |
529-0 |
HIGH |
523-4 |
0.618 |
520-0 |
0.500 |
519-0 |
0.382 |
518-0 |
LOW |
514-4 |
0.618 |
509-0 |
1.000 |
505-4 |
1.618 |
500-0 |
2.618 |
491-0 |
4.250 |
476-2 |
|
|
Fisher Pivots for day following 22-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
519-0 |
524-2 |
PP |
518-6 |
522-2 |
S1 |
518-4 |
520-2 |
|