CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
402-0 |
404-4 |
2-4 |
0.6% |
401-0 |
High |
405-2 |
411-0 |
5-6 |
1.4% |
425-2 |
Low |
392-4 |
402-0 |
9-4 |
2.4% |
385-0 |
Close |
405-0 |
403-0 |
-2-0 |
-0.5% |
405-0 |
Range |
12-6 |
9-0 |
-3-6 |
-29.4% |
40-2 |
ATR |
11-2 |
11-1 |
-0-1 |
-1.4% |
0-0 |
Volume |
96,390 |
88,185 |
-8,205 |
-8.5% |
451,732 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
432-3 |
426-5 |
408-0 |
|
R3 |
423-3 |
417-5 |
405-4 |
|
R2 |
414-3 |
414-3 |
404-5 |
|
R1 |
408-5 |
408-5 |
403-7 |
407-0 |
PP |
405-3 |
405-3 |
405-3 |
404-4 |
S1 |
399-5 |
399-5 |
402-1 |
398-0 |
S2 |
396-3 |
396-3 |
401-3 |
|
S3 |
387-3 |
390-5 |
400-4 |
|
S4 |
378-3 |
381-5 |
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 |
10.0% |
12-6 |
3.2% |
45% |
False |
False |
89,659 |
10 |
425-2 |
362-4 |
62-6 |
15.6% |
11-3 |
2.8% |
65% |
False |
False |
81,553 |
20 |
425-2 |
362-0 |
63-2 |
15.7% |
9-5 |
2.4% |
65% |
False |
False |
74,279 |
40 |
425-2 |
333-0 |
92-2 |
22.9% |
8-2 |
2.0% |
76% |
False |
False |
75,157 |
60 |
425-2 |
333-0 |
92-2 |
22.9% |
7-3 |
1.8% |
76% |
False |
False |
63,474 |
80 |
425-2 |
333-0 |
92-2 |
22.9% |
7-1 |
1.8% |
76% |
False |
False |
54,765 |
100 |
425-2 |
333-0 |
92-2 |
22.9% |
6-4 |
1.6% |
76% |
False |
False |
46,923 |
120 |
425-2 |
333-0 |
92-2 |
22.9% |
5-7 |
1.5% |
76% |
False |
False |
40,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
449-2 |
2.618 |
434-4 |
1.618 |
425-4 |
1.000 |
420-0 |
0.618 |
416-4 |
HIGH |
411-0 |
0.618 |
407-4 |
0.500 |
406-4 |
0.382 |
405-4 |
LOW |
402-0 |
0.618 |
396-4 |
1.000 |
393-0 |
1.618 |
387-4 |
2.618 |
378-4 |
4.250 |
363-6 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
406-4 |
408-7 |
PP |
405-3 |
406-7 |
S1 |
404-1 |
405-0 |
|