CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
489-0 |
487-4 |
-1-4 |
-0.3% |
522-4 |
| High |
505-6 |
496-4 |
-9-2 |
-1.8% |
523-4 |
| Low |
486-6 |
478-2 |
-8-4 |
-1.7% |
495-2 |
| Close |
505-0 |
495-6 |
-9-2 |
-1.8% |
521-6 |
| Range |
19-0 |
18-2 |
-0-6 |
-3.9% |
28-2 |
| ATR |
12-5 |
13-5 |
1-0 |
8.0% |
0-0 |
| Volume |
210,358 |
301,929 |
91,571 |
43.5% |
1,006,092 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
544-7 |
538-5 |
505-6 |
|
| R3 |
526-5 |
520-3 |
500-6 |
|
| R2 |
508-3 |
508-3 |
499-1 |
|
| R1 |
502-1 |
502-1 |
497-3 |
505-2 |
| PP |
490-1 |
490-1 |
490-1 |
491-6 |
| S1 |
483-7 |
483-7 |
494-1 |
487-0 |
| S2 |
471-7 |
471-7 |
492-3 |
|
| S3 |
453-5 |
465-5 |
490-6 |
|
| S4 |
435-3 |
447-3 |
485-6 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
598-2 |
588-2 |
537-2 |
|
| R3 |
570-0 |
560-0 |
529-4 |
|
| R2 |
541-6 |
541-6 |
526-7 |
|
| R1 |
531-6 |
531-6 |
524-3 |
522-5 |
| PP |
513-4 |
513-4 |
513-4 |
509-0 |
| S1 |
503-4 |
503-4 |
519-1 |
494-3 |
| S2 |
485-2 |
485-2 |
516-5 |
|
| S3 |
457-0 |
475-2 |
514-0 |
|
| S4 |
428-6 |
447-0 |
506-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
523-4 |
478-2 |
45-2 |
9.1% |
15-6 |
3.2% |
39% |
False |
True |
207,856 |
| 10 |
523-4 |
478-2 |
45-2 |
9.1% |
14-1 |
2.9% |
39% |
False |
True |
210,884 |
| 20 |
523-4 |
443-4 |
80-0 |
16.1% |
11-6 |
2.4% |
65% |
False |
False |
197,295 |
| 40 |
523-4 |
406-0 |
117-4 |
23.7% |
10-6 |
2.2% |
76% |
False |
False |
182,381 |
| 60 |
523-4 |
375-6 |
147-6 |
29.8% |
10-0 |
2.0% |
81% |
False |
False |
162,921 |
| 80 |
523-4 |
343-2 |
180-2 |
36.4% |
9-2 |
1.9% |
85% |
False |
False |
144,071 |
| 100 |
523-4 |
343-2 |
180-2 |
36.4% |
8-4 |
1.7% |
85% |
False |
False |
124,969 |
| 120 |
523-4 |
343-2 |
180-2 |
36.4% |
8-2 |
1.7% |
85% |
False |
False |
112,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
574-0 |
|
2.618 |
544-2 |
|
1.618 |
526-0 |
|
1.000 |
514-6 |
|
0.618 |
507-6 |
|
HIGH |
496-4 |
|
0.618 |
489-4 |
|
0.500 |
487-3 |
|
0.382 |
485-2 |
|
LOW |
478-2 |
|
0.618 |
467-0 |
|
1.000 |
460-0 |
|
1.618 |
448-6 |
|
2.618 |
430-4 |
|
4.250 |
400-6 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
493-0 |
495-6 |
| PP |
490-1 |
495-5 |
| S1 |
487-3 |
495-5 |
|