CME Pit-Traded Corn Future March 2011
| 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 |
500-0 |
499-4 |
-0-4 |
-0.1% |
533-0 |
| High |
517-4 |
508-4 |
-9-0 |
-1.7% |
536-0 |
| Low |
499-0 |
491-4 |
-7-4 |
-1.5% |
509-4 |
| Close |
517-2 |
508-2 |
-9-0 |
-1.7% |
534-2 |
| Range |
18-4 |
17-0 |
-1-4 |
-8.1% |
26-4 |
| ATR |
11-6 |
12-6 |
1-0 |
8.6% |
0-0 |
| Volume |
35,283 |
47,272 |
11,989 |
34.0% |
309,611 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
553-6 |
548-0 |
517-5 |
|
| R3 |
536-6 |
531-0 |
512-7 |
|
| R2 |
519-6 |
519-6 |
511-3 |
|
| R1 |
514-0 |
514-0 |
509-6 |
516-7 |
| PP |
502-6 |
502-6 |
502-6 |
504-2 |
| S1 |
497-0 |
497-0 |
506-6 |
499-7 |
| S2 |
485-6 |
485-6 |
505-1 |
|
| S3 |
468-6 |
480-0 |
503-5 |
|
| S4 |
451-6 |
463-0 |
498-7 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
606-1 |
596-5 |
548-7 |
|
| R3 |
579-5 |
570-1 |
541-4 |
|
| R2 |
553-1 |
553-1 |
539-1 |
|
| R1 |
543-5 |
543-5 |
536-5 |
548-3 |
| PP |
526-5 |
526-5 |
526-5 |
529-0 |
| S1 |
517-1 |
517-1 |
531-7 |
521-7 |
| S2 |
500-1 |
500-1 |
529-3 |
|
| S3 |
473-5 |
490-5 |
527-0 |
|
| S4 |
447-1 |
464-1 |
519-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
536-0 |
491-4 |
44-4 |
8.8% |
15-2 |
3.0% |
38% |
False |
True |
45,963 |
| 10 |
536-0 |
491-4 |
44-4 |
8.8% |
13-2 |
2.6% |
38% |
False |
True |
55,010 |
| 20 |
536-0 |
456-6 |
79-2 |
15.6% |
10-6 |
2.1% |
65% |
False |
False |
56,647 |
| 40 |
536-0 |
420-0 |
116-0 |
22.8% |
9-5 |
1.9% |
76% |
False |
False |
42,435 |
| 60 |
536-0 |
390-4 |
145-4 |
28.6% |
8-5 |
1.7% |
81% |
False |
False |
33,439 |
| 80 |
536-0 |
356-6 |
179-2 |
35.3% |
7-6 |
1.5% |
85% |
False |
False |
26,714 |
| 100 |
536-0 |
356-6 |
179-2 |
35.3% |
7-0 |
1.4% |
85% |
False |
False |
22,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
580-6 |
|
2.618 |
553-0 |
|
1.618 |
536-0 |
|
1.000 |
525-4 |
|
0.618 |
519-0 |
|
HIGH |
508-4 |
|
0.618 |
502-0 |
|
0.500 |
500-0 |
|
0.382 |
498-0 |
|
LOW |
491-4 |
|
0.618 |
481-0 |
|
1.000 |
474-4 |
|
1.618 |
464-0 |
|
2.618 |
447-0 |
|
4.250 |
419-2 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
505-4 |
508-5 |
| PP |
502-6 |
508-4 |
| S1 |
500-0 |
508-3 |
|