CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
404-4 |
397-0 |
-7-4 |
-1.9% |
401-0 |
High |
411-0 |
400-0 |
-11-0 |
-2.7% |
425-2 |
Low |
402-0 |
393-0 |
-9-0 |
-2.2% |
385-0 |
Close |
403-0 |
393-4 |
-9-4 |
-2.4% |
405-0 |
Range |
9-0 |
7-0 |
-2-0 |
-22.2% |
40-2 |
ATR |
11-1 |
11-0 |
-0-1 |
-0.7% |
0-0 |
Volume |
88,185 |
90,389 |
2,204 |
2.5% |
451,732 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
416-4 |
412-0 |
397-3 |
|
R3 |
409-4 |
405-0 |
395-3 |
|
R2 |
402-4 |
402-4 |
394-6 |
|
R1 |
398-0 |
398-0 |
394-1 |
396-6 |
PP |
395-4 |
395-4 |
395-4 |
394-7 |
S1 |
391-0 |
391-0 |
392-7 |
389-6 |
S2 |
388-4 |
388-4 |
392-2 |
|
S3 |
381-4 |
384-0 |
391-5 |
|
S4 |
374-4 |
377-0 |
389-5 |
|
|
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 |
392-4 |
32-6 |
8.3% |
12-3 |
3.2% |
3% |
False |
False |
96,665 |
10 |
425-2 |
368-2 |
57-0 |
14.5% |
11-4 |
2.9% |
44% |
False |
False |
83,073 |
20 |
425-2 |
362-0 |
63-2 |
16.1% |
9-4 |
2.4% |
50% |
False |
False |
76,097 |
40 |
425-2 |
333-0 |
92-2 |
23.4% |
8-3 |
2.1% |
66% |
False |
False |
75,883 |
60 |
425-2 |
333-0 |
92-2 |
23.4% |
7-3 |
1.9% |
66% |
False |
False |
64,596 |
80 |
425-2 |
333-0 |
92-2 |
23.4% |
7-1 |
1.8% |
66% |
False |
False |
55,603 |
100 |
425-2 |
333-0 |
92-2 |
23.4% |
6-4 |
1.7% |
66% |
False |
False |
47,690 |
120 |
425-2 |
333-0 |
92-2 |
23.4% |
5-7 |
1.5% |
66% |
False |
False |
41,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
429-6 |
2.618 |
418-3 |
1.618 |
411-3 |
1.000 |
407-0 |
0.618 |
404-3 |
HIGH |
400-0 |
0.618 |
397-3 |
0.500 |
396-4 |
0.382 |
395-5 |
LOW |
393-0 |
0.618 |
388-5 |
1.000 |
386-0 |
1.618 |
381-5 |
2.618 |
374-5 |
4.250 |
363-2 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
396-4 |
401-6 |
PP |
395-4 |
399-0 |
S1 |
394-4 |
396-2 |
|