CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
532-6 |
521-2 |
-11-4 |
-2.2% |
533-0 |
| High |
533-4 |
525-6 |
-7-6 |
-1.5% |
536-0 |
| Low |
523-2 |
512-0 |
-11-2 |
-2.2% |
509-4 |
| Close |
525-2 |
512-4 |
-12-6 |
-2.4% |
534-2 |
| Range |
10-2 |
13-6 |
3-4 |
34.1% |
26-4 |
| ATR |
11-0 |
11-1 |
0-2 |
1.8% |
0-0 |
| Volume |
54,022 |
50,122 |
-3,900 |
-7.2% |
309,611 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
558-0 |
549-0 |
520-0 |
|
| R3 |
544-2 |
535-2 |
516-2 |
|
| R2 |
530-4 |
530-4 |
515-0 |
|
| R1 |
521-4 |
521-4 |
513-6 |
519-1 |
| PP |
516-6 |
516-6 |
516-6 |
515-4 |
| S1 |
507-6 |
507-6 |
511-2 |
505-3 |
| S2 |
503-0 |
503-0 |
510-0 |
|
| S3 |
489-2 |
494-0 |
508-6 |
|
| S4 |
475-4 |
480-2 |
505-0 |
|
|
| 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 |
5.2% |
11-2 |
2.2% |
11% |
False |
False |
49,252 |
| 10 |
536-0 |
503-6 |
32-2 |
6.3% |
10-7 |
2.1% |
27% |
False |
False |
58,218 |
| 20 |
536-0 |
452-0 |
84-0 |
16.4% |
9-3 |
1.8% |
72% |
False |
False |
55,761 |
| 40 |
536-0 |
412-6 |
123-2 |
24.0% |
9-1 |
1.8% |
81% |
False |
False |
41,506 |
| 60 |
536-0 |
390-4 |
145-4 |
28.4% |
8-2 |
1.6% |
84% |
False |
False |
32,415 |
| 80 |
536-0 |
356-6 |
179-2 |
35.0% |
7-3 |
1.4% |
87% |
False |
False |
25,789 |
| 100 |
536-0 |
356-6 |
179-2 |
35.0% |
6-6 |
1.3% |
87% |
False |
False |
21,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
584-2 |
|
2.618 |
561-6 |
|
1.618 |
548-0 |
|
1.000 |
539-4 |
|
0.618 |
534-2 |
|
HIGH |
525-6 |
|
0.618 |
520-4 |
|
0.500 |
518-7 |
|
0.382 |
517-2 |
|
LOW |
512-0 |
|
0.618 |
503-4 |
|
1.000 |
498-2 |
|
1.618 |
489-6 |
|
2.618 |
476-0 |
|
4.250 |
453-4 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
518-7 |
524-0 |
| PP |
516-6 |
520-1 |
| S1 |
514-5 |
516-3 |
|