CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
492-0 |
507-0 |
15-0 |
3.0% |
483-4 |
| High |
497-0 |
517-2 |
20-2 |
4.1% |
517-2 |
| Low |
489-6 |
502-4 |
12-6 |
2.6% |
480-2 |
| Close |
496-0 |
513-2 |
17-2 |
3.5% |
513-2 |
| Range |
7-2 |
14-6 |
7-4 |
103.4% |
37-0 |
| ATR |
10-0 |
10-6 |
0-6 |
8.1% |
0-0 |
| Volume |
159,827 |
265,110 |
105,283 |
65.9% |
955,365 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
555-2 |
549-0 |
521-3 |
|
| R3 |
540-4 |
534-2 |
517-2 |
|
| R2 |
525-6 |
525-6 |
516-0 |
|
| R1 |
519-4 |
519-4 |
514-5 |
522-5 |
| PP |
511-0 |
511-0 |
511-0 |
512-4 |
| S1 |
504-6 |
504-6 |
511-7 |
507-7 |
| S2 |
496-2 |
496-2 |
510-4 |
|
| S3 |
481-4 |
490-0 |
509-2 |
|
| S4 |
466-6 |
475-2 |
505-1 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
614-5 |
600-7 |
533-5 |
|
| R3 |
577-5 |
563-7 |
523-3 |
|
| R2 |
540-5 |
540-5 |
520-0 |
|
| R1 |
526-7 |
526-7 |
516-5 |
533-6 |
| PP |
503-5 |
503-5 |
503-5 |
507-0 |
| S1 |
489-7 |
489-7 |
509-7 |
496-6 |
| S2 |
466-5 |
466-5 |
506-4 |
|
| S3 |
429-5 |
452-7 |
503-1 |
|
| S4 |
392-5 |
415-7 |
492-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
517-2 |
480-2 |
37-0 |
7.2% |
9-4 |
1.8% |
89% |
True |
False |
191,073 |
| 10 |
517-2 |
446-0 |
71-2 |
13.9% |
10-3 |
2.0% |
94% |
True |
False |
195,563 |
| 20 |
517-2 |
415-4 |
101-6 |
19.8% |
8-6 |
1.7% |
96% |
True |
False |
177,101 |
| 40 |
517-2 |
375-6 |
141-4 |
27.6% |
9-6 |
1.9% |
97% |
True |
False |
165,909 |
| 60 |
517-2 |
343-2 |
174-0 |
33.9% |
9-0 |
1.8% |
98% |
True |
False |
149,099 |
| 80 |
517-2 |
343-2 |
174-0 |
33.9% |
8-2 |
1.6% |
98% |
True |
False |
126,429 |
| 100 |
517-2 |
343-2 |
174-0 |
33.9% |
8-0 |
1.5% |
98% |
True |
False |
111,576 |
| 120 |
517-2 |
343-2 |
174-0 |
33.9% |
7-5 |
1.5% |
98% |
True |
False |
99,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
580-0 |
|
2.618 |
555-7 |
|
1.618 |
541-1 |
|
1.000 |
532-0 |
|
0.618 |
526-3 |
|
HIGH |
517-2 |
|
0.618 |
511-5 |
|
0.500 |
509-7 |
|
0.382 |
508-1 |
|
LOW |
502-4 |
|
0.618 |
493-3 |
|
1.000 |
487-6 |
|
1.618 |
478-5 |
|
2.618 |
463-7 |
|
4.250 |
439-6 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
512-1 |
510-0 |
| PP |
511-0 |
506-6 |
| S1 |
509-7 |
503-4 |
|