CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
422-0 |
408-0 |
-14-0 |
-3.3% |
413-0 |
High |
422-0 |
409-0 |
-13-0 |
-3.1% |
423-0 |
Low |
415-4 |
400-0 |
-15-4 |
-3.7% |
406-0 |
Close |
417-2 |
405-2 |
-12-0 |
-2.9% |
421-2 |
Range |
6-4 |
9-0 |
2-4 |
38.5% |
17-0 |
ATR |
10-6 |
11-2 |
0-4 |
4.3% |
0-0 |
Volume |
52,900 |
91,083 |
38,183 |
72.2% |
329,723 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
431-6 |
427-4 |
410-2 |
|
R3 |
422-6 |
418-4 |
407-6 |
|
R2 |
413-6 |
413-6 |
406-7 |
|
R1 |
409-4 |
409-4 |
406-1 |
407-1 |
PP |
404-6 |
404-6 |
404-6 |
403-4 |
S1 |
400-4 |
400-4 |
404-3 |
398-1 |
S2 |
395-6 |
395-6 |
403-5 |
|
S3 |
386-6 |
391-4 |
402-6 |
|
S4 |
377-6 |
382-4 |
400-2 |
|
|
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 |
400-0 |
23-0 |
5.7% |
9-6 |
2.4% |
23% |
False |
True |
68,218 |
10 |
423-0 |
391-0 |
32-0 |
7.9% |
9-7 |
2.4% |
45% |
False |
False |
77,825 |
20 |
425-2 |
368-2 |
57-0 |
14.1% |
10-6 |
2.6% |
65% |
False |
False |
80,449 |
40 |
425-2 |
333-0 |
92-2 |
22.8% |
9-2 |
2.3% |
78% |
False |
False |
80,776 |
60 |
425-2 |
333-0 |
92-2 |
22.8% |
8-0 |
2.0% |
78% |
False |
False |
73,854 |
80 |
425-2 |
333-0 |
92-2 |
22.8% |
7-5 |
1.9% |
78% |
False |
False |
61,438 |
100 |
425-2 |
333-0 |
92-2 |
22.8% |
7-2 |
1.8% |
78% |
False |
False |
54,467 |
120 |
425-2 |
333-0 |
92-2 |
22.8% |
6-5 |
1.6% |
78% |
False |
False |
47,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
447-2 |
2.618 |
432-4 |
1.618 |
423-4 |
1.000 |
418-0 |
0.618 |
414-4 |
HIGH |
409-0 |
0.618 |
405-4 |
0.500 |
404-4 |
0.382 |
403-4 |
LOW |
400-0 |
0.618 |
394-4 |
1.000 |
391-0 |
1.618 |
385-4 |
2.618 |
376-4 |
4.250 |
361-6 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
405-0 |
411-0 |
PP |
404-6 |
409-1 |
S1 |
404-4 |
407-1 |
|