CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
479-4 |
474-6 |
-4-6 |
-1.0% |
455-4 |
High |
480-2 |
484-0 |
3-6 |
0.8% |
478-0 |
Low |
475-4 |
474-6 |
-0-6 |
-0.2% |
452-0 |
Close |
476-0 |
484-0 |
8-0 |
1.7% |
477-6 |
Range |
4-6 |
9-2 |
4-4 |
94.7% |
26-0 |
ATR |
9-0 |
9-1 |
0-0 |
0.2% |
0-0 |
Volume |
48,036 |
41,631 |
-6,405 |
-13.3% |
155,759 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
508-5 |
505-5 |
489-1 |
|
R3 |
499-3 |
496-3 |
486-4 |
|
R2 |
490-1 |
490-1 |
485-6 |
|
R1 |
487-1 |
487-1 |
484-7 |
488-5 |
PP |
480-7 |
480-7 |
480-7 |
481-6 |
S1 |
477-7 |
477-7 |
483-1 |
479-3 |
S2 |
471-5 |
471-5 |
482-2 |
|
S3 |
462-3 |
468-5 |
481-4 |
|
S4 |
453-1 |
459-3 |
478-7 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
547-2 |
538-4 |
492-0 |
|
R3 |
521-2 |
512-4 |
484-7 |
|
R2 |
495-2 |
495-2 |
482-4 |
|
R1 |
486-4 |
486-4 |
480-1 |
490-7 |
PP |
469-2 |
469-2 |
469-2 |
471-4 |
S1 |
460-4 |
460-4 |
475-3 |
464-7 |
S2 |
443-2 |
443-2 |
473-0 |
|
S3 |
417-2 |
434-4 |
470-5 |
|
S4 |
391-2 |
408-4 |
463-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
484-0 |
456-6 |
27-2 |
5.6% |
8-4 |
1.7% |
100% |
True |
False |
49,593 |
10 |
484-0 |
439-0 |
45-0 |
9.3% |
6-7 |
1.4% |
100% |
True |
False |
40,490 |
20 |
484-0 |
426-0 |
58-0 |
12.0% |
7-7 |
1.6% |
100% |
True |
False |
34,052 |
40 |
484-0 |
390-4 |
93-4 |
19.3% |
8-0 |
1.7% |
100% |
True |
False |
26,484 |
60 |
484-0 |
356-6 |
127-2 |
26.3% |
7-2 |
1.5% |
100% |
True |
False |
20,405 |
80 |
484-0 |
356-6 |
127-2 |
26.3% |
6-2 |
1.3% |
100% |
True |
False |
16,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
523-2 |
2.618 |
508-2 |
1.618 |
499-0 |
1.000 |
493-2 |
0.618 |
489-6 |
HIGH |
484-0 |
0.618 |
480-4 |
0.500 |
479-3 |
0.382 |
478-2 |
LOW |
474-6 |
0.618 |
469-0 |
1.000 |
465-4 |
1.618 |
459-6 |
2.618 |
450-4 |
4.250 |
435-4 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
482-4 |
482-1 |
PP |
480-7 |
480-3 |
S1 |
479-3 |
478-4 |
|