CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
421-4 |
410-6 |
-10-6 |
-2.6% |
413-0 |
High |
423-0 |
422-0 |
-1-0 |
-0.2% |
423-0 |
Low |
411-4 |
410-2 |
-1-2 |
-0.3% |
406-0 |
Close |
414-2 |
421-2 |
7-0 |
1.7% |
421-2 |
Range |
11-4 |
11-6 |
0-2 |
2.2% |
17-0 |
ATR |
11-0 |
11-1 |
0-0 |
0.5% |
0-0 |
Volume |
63,715 |
58,732 |
-4,983 |
-7.8% |
329,723 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
453-1 |
448-7 |
427-6 |
|
R3 |
441-3 |
437-1 |
424-4 |
|
R2 |
429-5 |
429-5 |
423-3 |
|
R1 |
425-3 |
425-3 |
422-3 |
427-4 |
PP |
417-7 |
417-7 |
417-7 |
418-7 |
S1 |
413-5 |
413-5 |
420-1 |
415-6 |
S2 |
406-1 |
406-1 |
419-1 |
|
S3 |
394-3 |
401-7 |
418-0 |
|
S4 |
382-5 |
390-1 |
414-6 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467-6 |
461-4 |
430-5 |
|
R3 |
450-6 |
444-4 |
425-7 |
|
R2 |
433-6 |
433-6 |
424-3 |
|
R1 |
427-4 |
427-4 |
422-6 |
430-5 |
PP |
416-6 |
416-6 |
416-6 |
418-2 |
S1 |
410-4 |
410-4 |
419-6 |
413-5 |
S2 |
399-6 |
399-6 |
418-1 |
|
S3 |
382-6 |
393-4 |
416-5 |
|
S4 |
365-6 |
376-4 |
411-7 |
|
|
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 |
4.0% |
10-7 |
2.6% |
90% |
False |
False |
65,944 |
10 |
423-0 |
391-0 |
32-0 |
7.6% |
9-7 |
2.4% |
95% |
False |
False |
81,284 |
20 |
425-2 |
362-0 |
63-2 |
15.0% |
10-5 |
2.5% |
94% |
False |
False |
79,944 |
40 |
425-2 |
333-0 |
92-2 |
21.9% |
9-1 |
2.2% |
96% |
False |
False |
80,669 |
60 |
425-2 |
333-0 |
92-2 |
21.9% |
8-0 |
1.9% |
96% |
False |
False |
72,376 |
80 |
425-2 |
333-0 |
92-2 |
21.9% |
7-5 |
1.8% |
96% |
False |
False |
60,764 |
100 |
425-2 |
333-0 |
92-2 |
21.9% |
7-1 |
1.7% |
96% |
False |
False |
53,368 |
120 |
425-2 |
333-0 |
92-2 |
21.9% |
6-4 |
1.5% |
96% |
False |
False |
46,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
472-0 |
2.618 |
452-6 |
1.618 |
441-0 |
1.000 |
433-6 |
0.618 |
429-2 |
HIGH |
422-0 |
0.618 |
417-4 |
0.500 |
416-1 |
0.382 |
414-6 |
LOW |
410-2 |
0.618 |
403-0 |
1.000 |
398-4 |
1.618 |
391-2 |
2.618 |
379-4 |
4.250 |
360-2 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
419-4 |
419-5 |
PP |
417-7 |
417-7 |
S1 |
416-1 |
416-2 |
|