CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
410-6 |
422-0 |
11-2 |
2.7% |
413-0 |
High |
422-0 |
422-0 |
0-0 |
0.0% |
423-0 |
Low |
410-2 |
415-4 |
5-2 |
1.3% |
406-0 |
Close |
421-2 |
417-2 |
-4-0 |
-0.9% |
421-2 |
Range |
11-6 |
6-4 |
-5-2 |
-44.7% |
17-0 |
ATR |
11-1 |
10-6 |
-0-3 |
-3.0% |
0-0 |
Volume |
58,732 |
52,900 |
-5,832 |
-9.9% |
329,723 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
437-6 |
434-0 |
420-7 |
|
R3 |
431-2 |
427-4 |
419-0 |
|
R2 |
424-6 |
424-6 |
418-4 |
|
R1 |
421-0 |
421-0 |
417-7 |
419-5 |
PP |
418-2 |
418-2 |
418-2 |
417-4 |
S1 |
414-4 |
414-4 |
416-5 |
413-1 |
S2 |
411-6 |
411-6 |
416-0 |
|
S3 |
405-2 |
408-0 |
415-4 |
|
S4 |
398-6 |
401-4 |
413-5 |
|
|
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 |
406-4 |
16-4 |
4.0% |
10-0 |
2.4% |
65% |
False |
False |
66,899 |
10 |
423-0 |
391-0 |
32-0 |
7.7% |
9-5 |
2.3% |
82% |
False |
False |
77,756 |
20 |
425-2 |
362-4 |
62-6 |
15.0% |
10-4 |
2.5% |
87% |
False |
False |
79,654 |
40 |
425-2 |
333-0 |
92-2 |
22.1% |
9-1 |
2.2% |
91% |
False |
False |
80,117 |
60 |
425-2 |
333-0 |
92-2 |
22.1% |
8-1 |
1.9% |
91% |
False |
False |
72,808 |
80 |
425-2 |
333-0 |
92-2 |
22.1% |
7-5 |
1.8% |
91% |
False |
False |
60,776 |
100 |
425-2 |
333-0 |
92-2 |
22.1% |
7-1 |
1.7% |
91% |
False |
False |
53,732 |
120 |
425-2 |
333-0 |
92-2 |
22.1% |
6-4 |
1.6% |
91% |
False |
False |
46,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
449-5 |
2.618 |
439-0 |
1.618 |
432-4 |
1.000 |
428-4 |
0.618 |
426-0 |
HIGH |
422-0 |
0.618 |
419-4 |
0.500 |
418-6 |
0.382 |
418-0 |
LOW |
415-4 |
0.618 |
411-4 |
1.000 |
409-0 |
1.618 |
405-0 |
2.618 |
398-4 |
4.250 |
387-7 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
418-6 |
417-0 |
PP |
418-2 |
416-7 |
S1 |
417-6 |
416-5 |
|