CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
521-2 |
500-0 |
-21-2 |
-4.1% |
533-0 |
High |
525-6 |
517-4 |
-8-2 |
-1.6% |
536-0 |
Low |
512-0 |
499-0 |
-13-0 |
-2.5% |
509-4 |
Close |
512-4 |
517-2 |
4-6 |
0.9% |
534-2 |
Range |
13-6 |
18-4 |
4-6 |
34.5% |
26-4 |
ATR |
11-1 |
11-6 |
0-4 |
4.7% |
0-0 |
Volume |
50,122 |
35,283 |
-14,839 |
-29.6% |
309,611 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
566-6 |
560-4 |
527-3 |
|
R3 |
548-2 |
542-0 |
522-3 |
|
R2 |
529-6 |
529-6 |
520-5 |
|
R1 |
523-4 |
523-4 |
519-0 |
526-5 |
PP |
511-2 |
511-2 |
511-2 |
512-6 |
S1 |
505-0 |
505-0 |
515-4 |
508-1 |
S2 |
492-6 |
492-6 |
513-7 |
|
S3 |
474-2 |
486-4 |
512-1 |
|
S4 |
455-6 |
468-0 |
507-1 |
|
|
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 |
499-0 |
37-0 |
7.2% |
13-1 |
2.5% |
49% |
False |
True |
47,866 |
10 |
536-0 |
499-0 |
37-0 |
7.2% |
12-1 |
2.3% |
49% |
False |
True |
54,796 |
20 |
536-0 |
455-2 |
80-6 |
15.6% |
10-1 |
2.0% |
77% |
False |
False |
56,025 |
40 |
536-0 |
420-0 |
116-0 |
22.4% |
9-3 |
1.8% |
84% |
False |
False |
41,748 |
60 |
536-0 |
390-4 |
145-4 |
28.1% |
8-4 |
1.6% |
87% |
False |
False |
32,829 |
80 |
536-0 |
356-6 |
179-2 |
34.7% |
7-5 |
1.5% |
90% |
False |
False |
26,186 |
100 |
536-0 |
356-6 |
179-2 |
34.7% |
6-7 |
1.3% |
90% |
False |
False |
21,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
596-1 |
2.618 |
565-7 |
1.618 |
547-3 |
1.000 |
536-0 |
0.618 |
528-7 |
HIGH |
517-4 |
0.618 |
510-3 |
0.500 |
508-2 |
0.382 |
506-1 |
LOW |
499-0 |
0.618 |
487-5 |
1.000 |
480-4 |
1.618 |
469-1 |
2.618 |
450-5 |
4.250 |
420-3 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
514-2 |
516-7 |
PP |
511-2 |
516-5 |
S1 |
508-2 |
516-2 |
|