CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
412-0 |
421-4 |
9-4 |
2.3% |
404-4 |
High |
419-4 |
423-0 |
3-4 |
0.8% |
414-0 |
Low |
409-4 |
411-4 |
2-0 |
0.5% |
391-0 |
Close |
418-4 |
414-2 |
-4-2 |
-1.0% |
411-6 |
Range |
10-0 |
11-4 |
1-4 |
15.0% |
23-0 |
ATR |
11-0 |
11-0 |
0-0 |
0.3% |
0-0 |
Volume |
74,660 |
63,715 |
-10,945 |
-14.7% |
483,122 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
450-6 |
444-0 |
420-5 |
|
R3 |
439-2 |
432-4 |
417-3 |
|
R2 |
427-6 |
427-6 |
416-3 |
|
R1 |
421-0 |
421-0 |
415-2 |
418-5 |
PP |
416-2 |
416-2 |
416-2 |
415-0 |
S1 |
409-4 |
409-4 |
413-2 |
407-1 |
S2 |
404-6 |
404-6 |
412-1 |
|
S3 |
393-2 |
398-0 |
411-1 |
|
S4 |
381-6 |
386-4 |
407-7 |
|
|
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 |
423-0 |
406-0 |
17-0 |
4.1% |
9-3 |
2.3% |
49% |
True |
False |
65,889 |
10 |
423-0 |
391-0 |
32-0 |
7.7% |
10-0 |
2.4% |
73% |
True |
False |
85,050 |
20 |
425-2 |
362-0 |
63-2 |
15.3% |
10-3 |
2.5% |
83% |
False |
False |
80,419 |
40 |
425-2 |
333-0 |
92-2 |
22.3% |
9-0 |
2.2% |
88% |
False |
False |
80,639 |
60 |
425-2 |
333-0 |
92-2 |
22.3% |
7-7 |
1.9% |
88% |
False |
False |
71,801 |
80 |
425-2 |
333-0 |
92-2 |
22.3% |
7-4 |
1.8% |
88% |
False |
False |
60,453 |
100 |
425-2 |
333-0 |
92-2 |
22.3% |
7-0 |
1.7% |
88% |
False |
False |
52,910 |
120 |
425-2 |
333-0 |
92-2 |
22.3% |
6-3 |
1.6% |
88% |
False |
False |
45,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
471-7 |
2.618 |
453-1 |
1.618 |
441-5 |
1.000 |
434-4 |
0.618 |
430-1 |
HIGH |
423-0 |
0.618 |
418-5 |
0.500 |
417-2 |
0.382 |
415-7 |
LOW |
411-4 |
0.618 |
404-3 |
1.000 |
400-0 |
1.618 |
392-7 |
2.618 |
381-3 |
4.250 |
362-5 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
417-2 |
414-6 |
PP |
416-2 |
414-5 |
S1 |
415-2 |
414-3 |
|