CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
408-0 |
405-0 |
-3-0 |
-0.7% |
413-0 |
High |
409-0 |
408-2 |
-0-6 |
-0.2% |
423-0 |
Low |
400-0 |
400-2 |
0-2 |
0.1% |
406-0 |
Close |
405-2 |
404-6 |
-0-4 |
-0.1% |
421-2 |
Range |
9-0 |
8-0 |
-1-0 |
-11.1% |
17-0 |
ATR |
11-2 |
11-0 |
-0-2 |
-2.0% |
0-0 |
Volume |
91,083 |
49,991 |
-41,092 |
-45.1% |
329,723 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
428-3 |
424-5 |
409-1 |
|
R3 |
420-3 |
416-5 |
407-0 |
|
R2 |
412-3 |
412-3 |
406-2 |
|
R1 |
408-5 |
408-5 |
405-4 |
406-4 |
PP |
404-3 |
404-3 |
404-3 |
403-3 |
S1 |
400-5 |
400-5 |
404-0 |
398-4 |
S2 |
396-3 |
396-3 |
403-2 |
|
S3 |
388-3 |
392-5 |
402-4 |
|
S4 |
380-3 |
384-5 |
400-3 |
|
|
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% |
9-3 |
2.3% |
21% |
False |
False |
63,284 |
10 |
423-0 |
398-2 |
24-6 |
6.1% |
9-6 |
2.4% |
26% |
False |
False |
71,591 |
20 |
425-2 |
375-4 |
49-6 |
12.3% |
10-4 |
2.6% |
59% |
False |
False |
80,526 |
40 |
425-2 |
351-6 |
73-4 |
18.2% |
9-2 |
2.3% |
72% |
False |
False |
79,667 |
60 |
425-2 |
333-0 |
92-2 |
22.8% |
8-1 |
2.0% |
78% |
False |
False |
73,961 |
80 |
425-2 |
333-0 |
92-2 |
22.8% |
7-5 |
1.9% |
78% |
False |
False |
61,785 |
100 |
425-2 |
333-0 |
92-2 |
22.8% |
7-2 |
1.8% |
78% |
False |
False |
54,878 |
120 |
425-2 |
333-0 |
92-2 |
22.8% |
6-4 |
1.6% |
78% |
False |
False |
47,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
442-2 |
2.618 |
429-2 |
1.618 |
421-2 |
1.000 |
416-2 |
0.618 |
413-2 |
HIGH |
408-2 |
0.618 |
405-2 |
0.500 |
404-2 |
0.382 |
403-2 |
LOW |
400-2 |
0.618 |
395-2 |
1.000 |
392-2 |
1.618 |
387-2 |
2.618 |
379-2 |
4.250 |
366-2 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
404-5 |
411-0 |
PP |
404-3 |
408-7 |
S1 |
404-2 |
406-7 |
|