CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
411-0 |
413-0 |
2-0 |
0.5% |
404-4 |
High |
413-4 |
417-2 |
3-6 |
0.9% |
414-0 |
Low |
409-4 |
406-0 |
-3-4 |
-0.9% |
391-0 |
Close |
411-6 |
407-2 |
-4-4 |
-1.1% |
411-6 |
Range |
4-0 |
11-2 |
7-2 |
181.3% |
23-0 |
ATR |
11-1 |
11-1 |
0-0 |
0.1% |
0-0 |
Volume |
58,458 |
48,127 |
-10,331 |
-17.7% |
483,122 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
443-7 |
436-7 |
413-4 |
|
R3 |
432-5 |
425-5 |
410-3 |
|
R2 |
421-3 |
421-3 |
409-2 |
|
R1 |
414-3 |
414-3 |
408-2 |
412-2 |
PP |
410-1 |
410-1 |
410-1 |
409-1 |
S1 |
403-1 |
403-1 |
406-2 |
401-0 |
S2 |
398-7 |
398-7 |
405-2 |
|
S3 |
387-5 |
391-7 |
404-1 |
|
S4 |
376-3 |
380-5 |
401-0 |
|
|
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 |
417-2 |
391-0 |
26-2 |
6.4% |
9-3 |
2.3% |
62% |
True |
False |
88,612 |
10 |
425-2 |
385-0 |
40-2 |
9.9% |
11-0 |
2.7% |
55% |
False |
False |
89,136 |
20 |
425-2 |
362-0 |
63-2 |
15.5% |
9-6 |
2.4% |
72% |
False |
False |
78,520 |
40 |
425-2 |
333-0 |
92-2 |
22.7% |
8-6 |
2.2% |
80% |
False |
False |
79,441 |
60 |
425-2 |
333-0 |
92-2 |
22.7% |
7-5 |
1.9% |
80% |
False |
False |
69,302 |
80 |
425-2 |
333-0 |
92-2 |
22.7% |
7-3 |
1.8% |
80% |
False |
False |
58,899 |
100 |
425-2 |
333-0 |
92-2 |
22.7% |
6-6 |
1.7% |
80% |
False |
False |
50,886 |
120 |
425-2 |
333-0 |
92-2 |
22.7% |
6-1 |
1.5% |
80% |
False |
False |
43,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
465-0 |
2.618 |
446-6 |
1.618 |
435-4 |
1.000 |
428-4 |
0.618 |
424-2 |
HIGH |
417-2 |
0.618 |
413-0 |
0.500 |
411-5 |
0.382 |
410-2 |
LOW |
406-0 |
0.618 |
399-0 |
1.000 |
394-6 |
1.618 |
387-6 |
2.618 |
376-4 |
4.250 |
358-2 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
411-5 |
407-6 |
PP |
410-1 |
407-5 |
S1 |
408-6 |
407-3 |
|