CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
511-0 |
519-4 |
8-4 |
1.7% |
533-0 |
| High |
516-0 |
536-0 |
20-0 |
3.9% |
536-0 |
| Low |
509-4 |
519-4 |
10-0 |
2.0% |
509-4 |
| Close |
512-2 |
534-2 |
22-0 |
4.3% |
534-2 |
| Range |
6-4 |
16-4 |
10-0 |
153.8% |
26-4 |
| ATR |
10-0 |
11-0 |
1-0 |
9.8% |
0-0 |
| Volume |
56,787 |
43,117 |
-13,670 |
-24.1% |
309,611 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
579-3 |
573-3 |
543-3 |
|
| R3 |
562-7 |
556-7 |
538-6 |
|
| R2 |
546-3 |
546-3 |
537-2 |
|
| R1 |
540-3 |
540-3 |
535-6 |
543-3 |
| PP |
529-7 |
529-7 |
529-7 |
531-4 |
| S1 |
523-7 |
523-7 |
532-6 |
526-7 |
| S2 |
513-3 |
513-3 |
531-2 |
|
| S3 |
496-7 |
507-3 |
529-6 |
|
| S4 |
480-3 |
490-7 |
525-1 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
606-1 |
596-5 |
548-7 |
|
| R3 |
579-5 |
570-1 |
541-4 |
|
| R2 |
553-1 |
553-1 |
539-1 |
|
| R1 |
543-5 |
543-5 |
536-5 |
548-3 |
| PP |
526-5 |
526-5 |
526-5 |
529-0 |
| S1 |
517-1 |
517-1 |
531-7 |
521-7 |
| S2 |
500-1 |
500-1 |
529-3 |
|
| S3 |
473-5 |
490-5 |
527-0 |
|
| S4 |
447-1 |
464-1 |
519-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
536-0 |
509-4 |
26-4 |
5.0% |
11-6 |
2.2% |
93% |
True |
False |
61,922 |
| 10 |
536-0 |
494-4 |
41-4 |
7.8% |
10-1 |
1.9% |
96% |
True |
False |
61,202 |
| 20 |
536-0 |
448-4 |
87-4 |
16.4% |
8-5 |
1.6% |
98% |
True |
False |
53,209 |
| 40 |
536-0 |
409-4 |
126-4 |
23.7% |
9-0 |
1.7% |
99% |
True |
False |
39,969 |
| 60 |
536-0 |
384-0 |
152-0 |
28.5% |
8-1 |
1.5% |
99% |
True |
False |
31,082 |
| 80 |
536-0 |
356-6 |
179-2 |
33.6% |
7-1 |
1.3% |
99% |
True |
False |
24,567 |
| 100 |
536-0 |
356-6 |
179-2 |
33.6% |
6-5 |
1.2% |
99% |
True |
False |
20,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
606-1 |
|
2.618 |
579-2 |
|
1.618 |
562-6 |
|
1.000 |
552-4 |
|
0.618 |
546-2 |
|
HIGH |
536-0 |
|
0.618 |
529-6 |
|
0.500 |
527-6 |
|
0.382 |
525-6 |
|
LOW |
519-4 |
|
0.618 |
509-2 |
|
1.000 |
503-0 |
|
1.618 |
492-6 |
|
2.618 |
476-2 |
|
4.250 |
449-3 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
532-1 |
530-3 |
| PP |
529-7 |
526-5 |
| S1 |
527-6 |
522-6 |
|