CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
474-6 |
485-0 |
10-2 |
2.2% |
473-0 |
| High |
484-0 |
492-0 |
8-0 |
1.7% |
492-0 |
| Low |
474-6 |
481-0 |
6-2 |
1.3% |
473-0 |
| Close |
484-0 |
491-2 |
7-2 |
1.5% |
491-2 |
| Range |
9-2 |
11-0 |
1-6 |
18.9% |
19-0 |
| ATR |
9-1 |
9-2 |
0-1 |
1.5% |
0-0 |
| Volume |
41,631 |
86,268 |
44,637 |
107.2% |
271,620 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
521-1 |
517-1 |
497-2 |
|
| R3 |
510-1 |
506-1 |
494-2 |
|
| R2 |
499-1 |
499-1 |
493-2 |
|
| R1 |
495-1 |
495-1 |
492-2 |
497-1 |
| PP |
488-1 |
488-1 |
488-1 |
489-0 |
| S1 |
484-1 |
484-1 |
490-2 |
486-1 |
| S2 |
477-1 |
477-1 |
489-2 |
|
| S3 |
466-1 |
473-1 |
488-2 |
|
| S4 |
455-1 |
462-1 |
485-2 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
542-3 |
535-7 |
501-6 |
|
| R3 |
523-3 |
516-7 |
496-4 |
|
| R2 |
504-3 |
504-3 |
494-6 |
|
| R1 |
497-7 |
497-7 |
493-0 |
501-1 |
| PP |
485-3 |
485-3 |
485-3 |
487-0 |
| S1 |
478-7 |
478-7 |
489-4 |
482-1 |
| S2 |
466-3 |
466-3 |
487-6 |
|
| S3 |
447-3 |
459-7 |
486-0 |
|
| S4 |
428-3 |
440-7 |
480-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
492-0 |
460-6 |
31-2 |
6.4% |
9-7 |
2.0% |
98% |
True |
False |
60,898 |
| 10 |
492-0 |
448-4 |
43-4 |
8.9% |
7-1 |
1.4% |
98% |
True |
False |
45,217 |
| 20 |
492-0 |
429-4 |
62-4 |
12.7% |
7-5 |
1.6% |
99% |
True |
False |
36,855 |
| 40 |
492-0 |
390-4 |
101-4 |
20.7% |
8-1 |
1.6% |
99% |
True |
False |
28,408 |
| 60 |
492-0 |
356-6 |
135-2 |
27.5% |
7-3 |
1.5% |
99% |
True |
False |
21,759 |
| 80 |
492-0 |
356-6 |
135-2 |
27.5% |
6-3 |
1.3% |
99% |
True |
False |
17,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
538-6 |
|
2.618 |
520-6 |
|
1.618 |
509-6 |
|
1.000 |
503-0 |
|
0.618 |
498-6 |
|
HIGH |
492-0 |
|
0.618 |
487-6 |
|
0.500 |
486-4 |
|
0.382 |
485-2 |
|
LOW |
481-0 |
|
0.618 |
474-2 |
|
1.000 |
470-0 |
|
1.618 |
463-2 |
|
2.618 |
452-2 |
|
4.250 |
434-2 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
489-5 |
488-5 |
| PP |
488-1 |
486-0 |
| S1 |
486-4 |
483-3 |
|