CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
518-0 |
533-0 |
15-0 |
2.9% |
496-0 |
| High |
528-6 |
534-0 |
5-2 |
1.0% |
528-6 |
| Low |
514-4 |
520-4 |
6-0 |
1.2% |
494-4 |
| Close |
525-6 |
521-2 |
-4-4 |
-0.9% |
525-6 |
| Range |
14-2 |
13-4 |
-0-6 |
-5.3% |
34-2 |
| ATR |
9-6 |
10-0 |
0-2 |
2.8% |
0-0 |
| Volume |
53,797 |
84,494 |
30,697 |
57.1% |
302,410 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
565-6 |
557-0 |
528-5 |
|
| R3 |
552-2 |
543-4 |
525-0 |
|
| R2 |
538-6 |
538-6 |
523-6 |
|
| R1 |
530-0 |
530-0 |
522-4 |
527-5 |
| PP |
525-2 |
525-2 |
525-2 |
524-0 |
| S1 |
516-4 |
516-4 |
520-0 |
514-1 |
| S2 |
511-6 |
511-6 |
518-6 |
|
| S3 |
498-2 |
503-0 |
517-4 |
|
| S4 |
484-6 |
489-4 |
513-7 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
619-1 |
606-5 |
544-5 |
|
| R3 |
584-7 |
572-3 |
535-1 |
|
| R2 |
550-5 |
550-5 |
532-0 |
|
| R1 |
538-1 |
538-1 |
528-7 |
544-3 |
| PP |
516-3 |
516-3 |
516-3 |
519-4 |
| S1 |
503-7 |
503-7 |
522-5 |
510-1 |
| S2 |
482-1 |
482-1 |
519-4 |
|
| S3 |
447-7 |
469-5 |
516-3 |
|
| S4 |
413-5 |
435-3 |
506-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
534-0 |
494-4 |
39-4 |
7.6% |
10-5 |
2.0% |
68% |
True |
False |
61,849 |
| 10 |
534-0 |
473-0 |
61-0 |
11.7% |
8-7 |
1.7% |
79% |
True |
False |
65,852 |
| 20 |
534-0 |
429-4 |
104-4 |
20.0% |
7-6 |
1.5% |
88% |
True |
False |
47,663 |
| 40 |
534-0 |
390-4 |
143-4 |
27.5% |
8-5 |
1.6% |
91% |
True |
False |
35,811 |
| 60 |
534-0 |
356-6 |
177-2 |
34.0% |
7-7 |
1.5% |
93% |
True |
False |
27,721 |
| 80 |
534-0 |
356-6 |
177-2 |
34.0% |
6-7 |
1.3% |
93% |
True |
False |
21,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
591-3 |
|
2.618 |
569-3 |
|
1.618 |
555-7 |
|
1.000 |
547-4 |
|
0.618 |
542-3 |
|
HIGH |
534-0 |
|
0.618 |
528-7 |
|
0.500 |
527-2 |
|
0.382 |
525-5 |
|
LOW |
520-4 |
|
0.618 |
512-1 |
|
1.000 |
507-0 |
|
1.618 |
498-5 |
|
2.618 |
485-1 |
|
4.250 |
463-1 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
527-2 |
520-4 |
| PP |
525-2 |
519-5 |
| S1 |
523-2 |
518-7 |
|