CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
400-4 |
411-0 |
10-4 |
2.6% |
404-4 |
High |
414-0 |
413-4 |
-0-4 |
-0.1% |
414-0 |
Low |
398-2 |
409-4 |
11-2 |
2.8% |
391-0 |
Close |
406-2 |
411-6 |
5-4 |
1.4% |
411-6 |
Range |
15-6 |
4-0 |
-11-6 |
-74.6% |
23-0 |
ATR |
11-3 |
11-1 |
-0-2 |
-2.6% |
0-0 |
Volume |
133,761 |
58,458 |
-75,303 |
-56.3% |
483,122 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-5 |
421-5 |
414-0 |
|
R3 |
419-5 |
417-5 |
412-7 |
|
R2 |
415-5 |
415-5 |
412-4 |
|
R1 |
413-5 |
413-5 |
412-1 |
414-5 |
PP |
411-5 |
411-5 |
411-5 |
412-0 |
S1 |
409-5 |
409-5 |
411-3 |
410-5 |
S2 |
407-5 |
407-5 |
411-0 |
|
S3 |
403-5 |
405-5 |
410-5 |
|
S4 |
399-5 |
401-5 |
409-4 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
474-5 |
466-1 |
424-3 |
|
R3 |
451-5 |
443-1 |
418-1 |
|
R2 |
428-5 |
428-5 |
416-0 |
|
R1 |
420-1 |
420-1 |
413-7 |
424-3 |
PP |
405-5 |
405-5 |
405-5 |
407-6 |
S1 |
397-1 |
397-1 |
409-5 |
401-3 |
S2 |
382-5 |
382-5 |
407-4 |
|
S3 |
359-5 |
374-1 |
405-3 |
|
S4 |
336-5 |
351-1 |
399-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
414-0 |
391-0 |
23-0 |
5.6% |
9-0 |
2.2% |
90% |
False |
False |
96,624 |
10 |
425-2 |
385-0 |
40-2 |
9.8% |
11-2 |
2.7% |
66% |
False |
False |
93,485 |
20 |
425-2 |
362-0 |
63-2 |
15.4% |
9-6 |
2.4% |
79% |
False |
False |
79,600 |
40 |
425-2 |
333-0 |
92-2 |
22.4% |
8-5 |
2.1% |
85% |
False |
False |
79,609 |
60 |
425-2 |
333-0 |
92-2 |
22.4% |
7-4 |
1.8% |
85% |
False |
False |
68,759 |
80 |
425-2 |
333-0 |
92-2 |
22.4% |
7-2 |
1.8% |
85% |
False |
False |
58,652 |
100 |
425-2 |
333-0 |
92-2 |
22.4% |
6-6 |
1.6% |
85% |
False |
False |
50,467 |
120 |
425-2 |
333-0 |
92-2 |
22.4% |
6-1 |
1.5% |
85% |
False |
False |
43,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
430-4 |
2.618 |
424-0 |
1.618 |
420-0 |
1.000 |
417-4 |
0.618 |
416-0 |
HIGH |
413-4 |
0.618 |
412-0 |
0.500 |
411-4 |
0.382 |
411-0 |
LOW |
409-4 |
0.618 |
407-0 |
1.000 |
405-4 |
1.618 |
403-0 |
2.618 |
399-0 |
4.250 |
392-4 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
411-5 |
408-5 |
PP |
411-5 |
405-5 |
S1 |
411-4 |
402-4 |
|