CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 27-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
519-4 |
532-6 |
13-2 |
2.6% |
533-0 |
High |
536-0 |
533-4 |
-2-4 |
-0.5% |
536-0 |
Low |
519-4 |
523-2 |
3-6 |
0.7% |
509-4 |
Close |
534-2 |
525-2 |
-9-0 |
-1.7% |
534-2 |
Range |
16-4 |
10-2 |
-6-2 |
-37.9% |
26-4 |
ATR |
11-0 |
11-0 |
0-0 |
0.0% |
0-0 |
Volume |
43,117 |
54,022 |
10,905 |
25.3% |
309,611 |
|
Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
558-1 |
551-7 |
530-7 |
|
R3 |
547-7 |
541-5 |
528-1 |
|
R2 |
537-5 |
537-5 |
527-1 |
|
R1 |
531-3 |
531-3 |
526-2 |
529-3 |
PP |
527-3 |
527-3 |
527-3 |
526-2 |
S1 |
521-1 |
521-1 |
524-2 |
519-1 |
S2 |
517-1 |
517-1 |
523-3 |
|
S3 |
506-7 |
510-7 |
522-3 |
|
S4 |
496-5 |
500-5 |
519-5 |
|
|
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% |
11-0 |
2.1% |
59% |
False |
False |
55,827 |
10 |
536-0 |
494-4 |
41-4 |
7.9% |
10-7 |
2.1% |
74% |
False |
False |
58,838 |
20 |
536-0 |
452-0 |
84-0 |
16.0% |
8-7 |
1.7% |
87% |
False |
False |
54,671 |
40 |
536-0 |
412-6 |
123-2 |
23.5% |
9-0 |
1.7% |
91% |
False |
False |
40,842 |
60 |
536-0 |
390-4 |
145-4 |
27.7% |
8-1 |
1.5% |
93% |
False |
False |
31,759 |
80 |
536-0 |
356-6 |
179-2 |
34.1% |
7-2 |
1.4% |
94% |
False |
False |
25,197 |
100 |
536-0 |
356-6 |
179-2 |
34.1% |
6-6 |
1.3% |
94% |
False |
False |
20,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
577-0 |
2.618 |
560-3 |
1.618 |
550-1 |
1.000 |
543-6 |
0.618 |
539-7 |
HIGH |
533-4 |
0.618 |
529-5 |
0.500 |
528-3 |
0.382 |
527-1 |
LOW |
523-2 |
0.618 |
516-7 |
1.000 |
513-0 |
1.618 |
506-5 |
2.618 |
496-3 |
4.250 |
479-6 |
|
|
Fisher Pivots for day following 27-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
528-3 |
524-3 |
PP |
527-3 |
523-5 |
S1 |
526-2 |
522-6 |
|