CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
460-0 |
466-4 |
6-4 |
1.4% |
442-4 |
High |
466-6 |
468-2 |
1-4 |
0.3% |
466-6 |
Low |
459-6 |
461-6 |
2-0 |
0.4% |
438-0 |
Close |
466-2 |
462-4 |
-3-6 |
-0.8% |
464-4 |
Range |
7-0 |
6-4 |
-0-4 |
-7.1% |
28-6 |
ATR |
10-4 |
10-2 |
-0-2 |
-2.7% |
0-0 |
Volume |
309,728 |
149,307 |
-160,421 |
-51.8% |
812,619 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
483-5 |
479-5 |
466-1 |
|
R3 |
477-1 |
473-1 |
464-2 |
|
R2 |
470-5 |
470-5 |
463-6 |
|
R1 |
466-5 |
466-5 |
463-1 |
465-3 |
PP |
464-1 |
464-1 |
464-1 |
463-4 |
S1 |
460-1 |
460-1 |
461-7 |
458-7 |
S2 |
457-5 |
457-5 |
461-2 |
|
S3 |
451-1 |
453-5 |
460-6 |
|
S4 |
444-5 |
447-1 |
458-7 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
542-5 |
532-3 |
480-2 |
|
R3 |
513-7 |
503-5 |
472-3 |
|
R2 |
485-1 |
485-1 |
469-6 |
|
R1 |
474-7 |
474-7 |
467-1 |
480-0 |
PP |
456-3 |
456-3 |
456-3 |
459-0 |
S1 |
446-1 |
446-1 |
461-7 |
451-2 |
S2 |
427-5 |
427-5 |
459-2 |
|
S3 |
398-7 |
417-3 |
456-5 |
|
S4 |
370-1 |
388-5 |
448-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
468-2 |
442-0 |
26-2 |
5.7% |
8-6 |
1.9% |
78% |
True |
False |
183,424 |
10 |
468-2 |
415-4 |
52-6 |
11.4% |
7-7 |
1.7% |
89% |
True |
False |
173,777 |
20 |
468-2 |
406-0 |
62-2 |
13.5% |
8-7 |
1.9% |
91% |
True |
False |
165,206 |
40 |
468-2 |
375-6 |
92-4 |
20.0% |
9-4 |
2.0% |
94% |
True |
False |
152,437 |
60 |
468-2 |
343-2 |
125-0 |
27.0% |
8-6 |
1.9% |
95% |
True |
False |
134,048 |
80 |
468-2 |
343-2 |
125-0 |
27.0% |
7-7 |
1.7% |
95% |
True |
False |
112,935 |
100 |
468-2 |
343-2 |
125-0 |
27.0% |
7-6 |
1.7% |
95% |
True |
False |
100,717 |
120 |
468-2 |
343-2 |
125-0 |
27.0% |
7-3 |
1.6% |
95% |
True |
False |
89,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
495-7 |
2.618 |
485-2 |
1.618 |
478-6 |
1.000 |
474-6 |
0.618 |
472-2 |
HIGH |
468-2 |
0.618 |
465-6 |
0.500 |
465-0 |
0.382 |
464-2 |
LOW |
461-6 |
0.618 |
457-6 |
1.000 |
455-2 |
1.618 |
451-2 |
2.618 |
444-6 |
4.250 |
434-1 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
465-0 |
460-6 |
PP |
464-1 |
458-7 |
S1 |
463-3 |
457-1 |
|