CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
426-0 |
432-4 |
6-4 |
1.5% |
422-0 |
| High |
429-2 |
433-0 |
3-6 |
0.9% |
424-6 |
| Low |
423-4 |
422-0 |
-1-4 |
-0.4% |
400-0 |
| Close |
424-4 |
432-2 |
7-6 |
1.8% |
421-0 |
| Range |
5-6 |
11-0 |
5-2 |
91.3% |
24-6 |
| ATR |
10-3 |
10-4 |
0-0 |
0.4% |
0-0 |
| Volume |
47,688 |
21,674 |
-26,014 |
-54.6% |
349,620 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
462-1 |
458-1 |
438-2 |
|
| R3 |
451-1 |
447-1 |
435-2 |
|
| R2 |
440-1 |
440-1 |
434-2 |
|
| R1 |
436-1 |
436-1 |
433-2 |
432-5 |
| PP |
429-1 |
429-1 |
429-1 |
427-2 |
| S1 |
425-1 |
425-1 |
431-2 |
421-5 |
| S2 |
418-1 |
418-1 |
430-2 |
|
| S3 |
407-1 |
414-1 |
429-2 |
|
| S4 |
396-1 |
403-1 |
426-2 |
|
|
| 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 |
433-0 |
410-0 |
23-0 |
5.3% |
7-0 |
1.6% |
97% |
True |
False |
62,459 |
| 10 |
433-0 |
400-0 |
33-0 |
7.6% |
8-1 |
1.9% |
98% |
True |
False |
62,871 |
| 20 |
433-0 |
391-0 |
42-0 |
9.7% |
9-6 |
2.3% |
98% |
True |
False |
77,757 |
| 40 |
433-0 |
362-0 |
71-0 |
16.4% |
8-7 |
2.1% |
99% |
True |
False |
73,861 |
| 60 |
433-0 |
333-0 |
100-0 |
23.1% |
8-2 |
1.9% |
99% |
True |
False |
75,089 |
| 80 |
433-0 |
333-0 |
100-0 |
23.1% |
7-5 |
1.8% |
99% |
True |
False |
63,997 |
| 100 |
433-0 |
333-0 |
100-0 |
23.1% |
7-3 |
1.7% |
99% |
True |
False |
57,019 |
| 120 |
433-0 |
333-0 |
100-0 |
23.1% |
6-6 |
1.6% |
99% |
True |
False |
49,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
479-6 |
|
2.618 |
461-6 |
|
1.618 |
450-6 |
|
1.000 |
444-0 |
|
0.618 |
439-6 |
|
HIGH |
433-0 |
|
0.618 |
428-6 |
|
0.500 |
427-4 |
|
0.382 |
426-2 |
|
LOW |
422-0 |
|
0.618 |
415-2 |
|
1.000 |
411-0 |
|
1.618 |
404-2 |
|
2.618 |
393-2 |
|
4.250 |
375-2 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
430-5 |
430-5 |
| PP |
429-1 |
429-1 |
| S1 |
427-4 |
427-4 |
|