CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 05-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
396-0 |
419-0 |
23-0 |
5.8% |
368-4 |
High |
401-0 |
425-2 |
24-2 |
6.0% |
393-2 |
Low |
393-0 |
400-0 |
7-0 |
1.8% |
362-0 |
Close |
400-2 |
403-4 |
3-2 |
0.8% |
392-6 |
Range |
8-0 |
25-2 |
17-2 |
215.6% |
31-2 |
ATR |
10-1 |
11-1 |
1-1 |
10.7% |
0-0 |
Volume |
68,717 |
139,645 |
70,928 |
103.2% |
334,317 |
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
485-3 |
469-5 |
417-3 |
|
R3 |
460-1 |
444-3 |
410-4 |
|
R2 |
434-7 |
434-7 |
408-1 |
|
R1 |
419-1 |
419-1 |
405-7 |
414-3 |
PP |
409-5 |
409-5 |
409-5 |
407-2 |
S1 |
393-7 |
393-7 |
401-1 |
389-1 |
S2 |
384-3 |
384-3 |
398-7 |
|
S3 |
359-1 |
368-5 |
396-4 |
|
S4 |
333-7 |
343-3 |
389-5 |
|
|
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 |
425-2 |
382-2 |
43-0 |
10.7% |
13-2 |
3.3% |
49% |
True |
False |
86,292 |
10 |
425-2 |
362-0 |
63-2 |
15.7% |
10-6 |
2.7% |
66% |
True |
False |
75,788 |
20 |
425-2 |
362-0 |
63-2 |
15.7% |
9-0 |
2.2% |
66% |
True |
False |
73,540 |
40 |
425-2 |
333-0 |
92-2 |
22.9% |
8-0 |
2.0% |
76% |
True |
False |
74,698 |
60 |
425-2 |
333-0 |
92-2 |
22.9% |
7-2 |
1.8% |
76% |
True |
False |
61,386 |
80 |
425-2 |
333-0 |
92-2 |
22.9% |
7-0 |
1.7% |
76% |
True |
False |
53,277 |
100 |
425-2 |
333-0 |
92-2 |
22.9% |
6-3 |
1.6% |
76% |
True |
False |
45,259 |
120 |
425-2 |
333-0 |
92-2 |
22.9% |
5-6 |
1.4% |
76% |
True |
False |
39,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
532-4 |
2.618 |
491-3 |
1.618 |
466-1 |
1.000 |
450-4 |
0.618 |
440-7 |
HIGH |
425-2 |
0.618 |
415-5 |
0.500 |
412-5 |
0.382 |
409-5 |
LOW |
400-0 |
0.618 |
384-3 |
1.000 |
374-6 |
1.618 |
359-1 |
2.618 |
333-7 |
4.250 |
292-6 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
412-5 |
405-1 |
PP |
409-5 |
404-5 |
S1 |
406-4 |
404-0 |
|