CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
427-4 |
426-0 |
-1-4 |
-0.4% |
422-0 |
High |
429-0 |
429-2 |
0-2 |
0.1% |
424-6 |
Low |
425-4 |
423-4 |
-2-0 |
-0.5% |
400-0 |
Close |
425-4 |
424-4 |
-1-0 |
-0.2% |
421-0 |
Range |
3-4 |
5-6 |
2-2 |
64.3% |
24-6 |
ATR |
10-6 |
10-3 |
-0-3 |
-3.3% |
0-0 |
Volume |
87,290 |
47,688 |
-39,602 |
-45.4% |
349,620 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
443-0 |
439-4 |
427-5 |
|
R3 |
437-2 |
433-6 |
426-1 |
|
R2 |
431-4 |
431-4 |
425-4 |
|
R1 |
428-0 |
428-0 |
425-0 |
426-7 |
PP |
425-6 |
425-6 |
425-6 |
425-2 |
S1 |
422-2 |
422-2 |
424-0 |
421-1 |
S2 |
420-0 |
420-0 |
423-4 |
|
S3 |
414-2 |
416-4 |
422-7 |
|
S4 |
408-4 |
410-6 |
421-3 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
489-4 |
480-0 |
434-5 |
|
R3 |
464-6 |
455-2 |
427-6 |
|
R2 |
440-0 |
440-0 |
425-4 |
|
R1 |
430-4 |
430-4 |
423-2 |
422-7 |
PP |
415-2 |
415-2 |
415-2 |
411-4 |
S1 |
405-6 |
405-6 |
418-6 |
398-1 |
S2 |
390-4 |
390-4 |
416-4 |
|
S3 |
365-6 |
381-0 |
414-2 |
|
S4 |
341-0 |
356-2 |
407-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
429-2 |
400-2 |
29-0 |
6.8% |
6-3 |
1.5% |
84% |
True |
False |
68,123 |
10 |
429-2 |
400-0 |
29-2 |
6.9% |
8-1 |
1.9% |
84% |
True |
False |
68,170 |
20 |
429-2 |
391-0 |
38-2 |
9.0% |
9-5 |
2.3% |
88% |
True |
False |
80,109 |
40 |
429-2 |
362-0 |
67-2 |
15.8% |
8-6 |
2.1% |
93% |
True |
False |
75,660 |
60 |
429-2 |
333-0 |
96-2 |
22.7% |
8-1 |
1.9% |
95% |
True |
False |
75,891 |
80 |
429-2 |
333-0 |
96-2 |
22.7% |
7-5 |
1.8% |
95% |
True |
False |
64,057 |
100 |
429-2 |
333-0 |
96-2 |
22.7% |
7-2 |
1.7% |
95% |
True |
False |
57,013 |
120 |
429-2 |
333-0 |
96-2 |
22.7% |
6-5 |
1.6% |
95% |
True |
False |
49,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
453-6 |
2.618 |
444-2 |
1.618 |
438-4 |
1.000 |
435-0 |
0.618 |
432-6 |
HIGH |
429-2 |
0.618 |
427-0 |
0.500 |
426-3 |
0.382 |
425-6 |
LOW |
423-4 |
0.618 |
420-0 |
1.000 |
417-6 |
1.618 |
414-2 |
2.618 |
408-4 |
4.250 |
399-0 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
426-3 |
424-3 |
PP |
425-6 |
424-2 |
S1 |
425-1 |
424-1 |
|