CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
523-0 |
511-0 |
-12-0 |
-2.3% |
496-0 |
High |
523-4 |
516-0 |
-7-4 |
-1.4% |
528-6 |
Low |
514-4 |
509-4 |
-5-0 |
-1.0% |
494-4 |
Close |
518-2 |
512-2 |
-6-0 |
-1.2% |
525-6 |
Range |
9-0 |
6-4 |
-2-4 |
-27.8% |
34-2 |
ATR |
10-1 |
10-0 |
-0-1 |
-1.0% |
0-0 |
Volume |
42,212 |
56,787 |
14,575 |
34.5% |
302,410 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
532-1 |
528-5 |
515-7 |
|
R3 |
525-5 |
522-1 |
514-0 |
|
R2 |
519-1 |
519-1 |
513-4 |
|
R1 |
515-5 |
515-5 |
512-7 |
517-3 |
PP |
512-5 |
512-5 |
512-5 |
513-4 |
S1 |
509-1 |
509-1 |
511-5 |
510-7 |
S2 |
506-1 |
506-1 |
511-0 |
|
S3 |
499-5 |
502-5 |
510-4 |
|
S4 |
493-1 |
496-1 |
508-5 |
|
|
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 |
509-4 |
24-4 |
4.8% |
11-2 |
2.2% |
11% |
False |
True |
64,058 |
10 |
534-0 |
481-0 |
53-0 |
10.3% |
9-5 |
1.9% |
59% |
False |
False |
65,517 |
20 |
534-0 |
439-0 |
95-0 |
18.5% |
8-2 |
1.6% |
77% |
False |
False |
53,004 |
40 |
534-0 |
402-6 |
131-2 |
25.6% |
8-6 |
1.7% |
83% |
False |
False |
39,358 |
60 |
534-0 |
377-6 |
156-2 |
30.5% |
8-1 |
1.6% |
86% |
False |
False |
30,555 |
80 |
534-0 |
356-6 |
177-2 |
34.6% |
7-0 |
1.4% |
88% |
False |
False |
24,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
543-5 |
2.618 |
533-0 |
1.618 |
526-4 |
1.000 |
522-4 |
0.618 |
520-0 |
HIGH |
516-0 |
0.618 |
513-4 |
0.500 |
512-6 |
0.382 |
512-0 |
LOW |
509-4 |
0.618 |
505-4 |
1.000 |
503-0 |
1.618 |
499-0 |
2.618 |
492-4 |
4.250 |
481-7 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
512-6 |
519-4 |
PP |
512-5 |
517-1 |
S1 |
512-3 |
514-5 |
|