CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
483-4 |
481-0 |
-2-4 |
-0.5% |
460-0 |
High |
486-0 |
495-4 |
9-4 |
2.0% |
479-4 |
Low |
481-4 |
480-2 |
-1-2 |
-0.3% |
459-6 |
Close |
483-4 |
495-0 |
11-4 |
2.4% |
478-2 |
Range |
4-4 |
15-2 |
10-6 |
238.9% |
19-6 |
ATR |
10-2 |
10-4 |
0-3 |
3.5% |
0-0 |
Volume |
170,649 |
210,743 |
40,094 |
23.5% |
883,495 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
536-0 |
530-6 |
503-3 |
|
R3 |
520-6 |
515-4 |
499-2 |
|
R2 |
505-4 |
505-4 |
497-6 |
|
R1 |
500-2 |
500-2 |
496-3 |
502-7 |
PP |
490-2 |
490-2 |
490-2 |
491-4 |
S1 |
485-0 |
485-0 |
493-5 |
487-5 |
S2 |
475-0 |
475-0 |
492-2 |
|
S3 |
459-6 |
469-6 |
490-6 |
|
S4 |
444-4 |
454-4 |
486-5 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
531-6 |
524-6 |
489-1 |
|
R3 |
512-0 |
505-0 |
483-5 |
|
R2 |
492-2 |
492-2 |
481-7 |
|
R1 |
485-2 |
485-2 |
480-0 |
488-6 |
PP |
472-4 |
472-4 |
472-4 |
474-2 |
S1 |
465-4 |
465-4 |
476-4 |
469-0 |
S2 |
452-6 |
452-6 |
474-5 |
|
S3 |
433-0 |
445-6 |
472-7 |
|
S4 |
413-2 |
426-0 |
467-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
495-4 |
461-0 |
34-4 |
7.0% |
9-6 |
2.0% |
99% |
True |
False |
191,031 |
10 |
495-4 |
438-0 |
57-4 |
11.6% |
9-2 |
1.9% |
99% |
True |
False |
190,564 |
20 |
495-4 |
415-4 |
80-0 |
16.2% |
9-0 |
1.8% |
99% |
True |
False |
171,151 |
40 |
495-4 |
375-6 |
119-6 |
24.2% |
9-4 |
1.9% |
100% |
True |
False |
159,116 |
60 |
495-4 |
343-2 |
152-2 |
30.8% |
9-0 |
1.8% |
100% |
True |
False |
143,377 |
80 |
495-4 |
343-2 |
152-2 |
30.8% |
8-1 |
1.6% |
100% |
True |
False |
121,000 |
100 |
495-4 |
343-2 |
152-2 |
30.8% |
7-7 |
1.6% |
100% |
True |
False |
107,280 |
120 |
495-4 |
343-2 |
152-2 |
30.8% |
7-4 |
1.5% |
100% |
True |
False |
95,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
560-2 |
2.618 |
535-3 |
1.618 |
520-1 |
1.000 |
510-6 |
0.618 |
504-7 |
HIGH |
495-4 |
0.618 |
489-5 |
0.500 |
487-7 |
0.382 |
486-1 |
LOW |
480-2 |
0.618 |
470-7 |
1.000 |
465-0 |
1.618 |
455-5 |
2.618 |
440-3 |
4.250 |
415-4 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
492-5 |
490-5 |
PP |
490-2 |
486-1 |
S1 |
487-7 |
481-6 |
|