CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 02-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
383-0 |
401-0 |
18-0 |
4.7% |
368-4 |
High |
393-2 |
403-4 |
10-2 |
2.6% |
393-2 |
Low |
382-2 |
390-0 |
7-6 |
2.0% |
362-0 |
Close |
392-6 |
390-4 |
-2-2 |
-0.6% |
392-6 |
Range |
11-0 |
13-4 |
2-4 |
22.7% |
31-2 |
ATR |
9-7 |
10-1 |
0-2 |
2.7% |
0-0 |
Volume |
76,118 |
91,621 |
15,503 |
20.4% |
334,317 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
435-1 |
426-3 |
397-7 |
|
R3 |
421-5 |
412-7 |
394-2 |
|
R2 |
408-1 |
408-1 |
393-0 |
|
R1 |
399-3 |
399-3 |
391-6 |
397-0 |
PP |
394-5 |
394-5 |
394-5 |
393-4 |
S1 |
385-7 |
385-7 |
389-2 |
383-4 |
S2 |
381-1 |
381-1 |
388-0 |
|
S3 |
367-5 |
372-3 |
386-6 |
|
S4 |
354-1 |
358-7 |
383-1 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
476-3 |
465-7 |
410-0 |
|
R3 |
445-1 |
434-5 |
401-3 |
|
R2 |
413-7 |
413-7 |
398-4 |
|
R1 |
403-3 |
403-3 |
395-5 |
408-5 |
PP |
382-5 |
382-5 |
382-5 |
385-2 |
S1 |
372-1 |
372-1 |
389-7 |
377-3 |
S2 |
351-3 |
351-3 |
387-0 |
|
S3 |
320-1 |
340-7 |
384-1 |
|
S4 |
288-7 |
309-5 |
375-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
403-4 |
362-4 |
41-0 |
10.5% |
10-1 |
2.6% |
68% |
True |
False |
73,448 |
10 |
403-4 |
362-0 |
41-4 |
10.6% |
8-4 |
2.2% |
69% |
True |
False |
67,905 |
20 |
403-4 |
362-0 |
41-4 |
10.6% |
8-0 |
2.1% |
69% |
True |
False |
72,032 |
40 |
403-4 |
333-0 |
70-4 |
18.1% |
7-1 |
1.8% |
82% |
True |
False |
73,549 |
60 |
403-4 |
333-0 |
70-4 |
18.1% |
6-7 |
1.7% |
82% |
True |
False |
58,593 |
80 |
403-4 |
333-0 |
70-4 |
18.1% |
6-5 |
1.7% |
82% |
True |
False |
50,799 |
100 |
403-4 |
333-0 |
70-4 |
18.1% |
6-0 |
1.5% |
82% |
True |
False |
42,943 |
120 |
406-4 |
333-0 |
73-4 |
18.8% |
5-4 |
1.4% |
78% |
False |
False |
36,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
460-7 |
2.618 |
438-7 |
1.618 |
425-3 |
1.000 |
417-0 |
0.618 |
411-7 |
HIGH |
403-4 |
0.618 |
398-3 |
0.500 |
396-6 |
0.382 |
395-1 |
LOW |
390-0 |
0.618 |
381-5 |
1.000 |
376-4 |
1.618 |
368-1 |
2.618 |
354-5 |
4.250 |
332-5 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
396-6 |
390-1 |
PP |
394-5 |
389-7 |
S1 |
392-5 |
389-4 |
|