CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 06-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
419-0 |
402-0 |
-17-0 |
-4.1% |
401-0 |
High |
425-2 |
405-2 |
-20-0 |
-4.7% |
425-2 |
Low |
400-0 |
392-4 |
-7-4 |
-1.9% |
385-0 |
Close |
403-4 |
405-0 |
1-4 |
0.4% |
405-0 |
Range |
25-2 |
12-6 |
-12-4 |
-49.5% |
40-2 |
ATR |
11-1 |
11-2 |
0-1 |
1.0% |
0-0 |
Volume |
139,645 |
96,390 |
-43,255 |
-31.0% |
451,732 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
439-1 |
434-7 |
412-0 |
|
R3 |
426-3 |
422-1 |
408-4 |
|
R2 |
413-5 |
413-5 |
407-3 |
|
R1 |
409-3 |
409-3 |
406-1 |
411-4 |
PP |
400-7 |
400-7 |
400-7 |
402-0 |
S1 |
396-5 |
396-5 |
403-7 |
398-6 |
S2 |
388-1 |
388-1 |
402-5 |
|
S3 |
375-3 |
383-7 |
401-4 |
|
S4 |
362-5 |
371-1 |
398-0 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
525-7 |
505-5 |
427-1 |
|
R3 |
485-5 |
465-3 |
416-1 |
|
R2 |
445-3 |
445-3 |
412-3 |
|
R1 |
425-1 |
425-1 |
408-6 |
435-2 |
PP |
405-1 |
405-1 |
405-1 |
410-1 |
S1 |
384-7 |
384-7 |
401-2 |
395-0 |
S2 |
364-7 |
364-7 |
397-5 |
|
S3 |
324-5 |
344-5 |
393-7 |
|
S4 |
284-3 |
304-3 |
382-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
425-2 |
385-0 |
40-2 |
9.9% |
13-5 |
3.4% |
50% |
False |
False |
90,346 |
10 |
425-2 |
362-0 |
63-2 |
15.6% |
11-2 |
2.8% |
68% |
False |
False |
78,604 |
20 |
425-2 |
362-0 |
63-2 |
15.6% |
9-3 |
2.3% |
68% |
False |
False |
73,439 |
40 |
425-2 |
333-0 |
92-2 |
22.8% |
8-1 |
2.0% |
78% |
False |
False |
75,005 |
60 |
425-2 |
333-0 |
92-2 |
22.8% |
7-2 |
1.8% |
78% |
False |
False |
62,593 |
80 |
425-2 |
333-0 |
92-2 |
22.8% |
7-1 |
1.8% |
78% |
False |
False |
54,059 |
100 |
425-2 |
333-0 |
92-2 |
22.8% |
6-4 |
1.6% |
78% |
False |
False |
46,133 |
120 |
425-2 |
333-0 |
92-2 |
22.8% |
5-7 |
1.4% |
78% |
False |
False |
39,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
459-4 |
2.618 |
438-5 |
1.618 |
425-7 |
1.000 |
418-0 |
0.618 |
413-1 |
HIGH |
405-2 |
0.618 |
400-3 |
0.500 |
398-7 |
0.382 |
397-3 |
LOW |
392-4 |
0.618 |
384-5 |
1.000 |
379-6 |
1.618 |
371-7 |
2.618 |
359-1 |
4.250 |
338-2 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
403-0 |
408-7 |
PP |
400-7 |
407-5 |
S1 |
398-7 |
406-2 |
|