CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
432-0 |
433-0 |
1-0 |
0.2% |
427-4 |
High |
433-0 |
451-6 |
18-6 |
4.3% |
451-6 |
Low |
428-4 |
432-0 |
3-4 |
0.8% |
422-0 |
Close |
433-0 |
449-6 |
16-6 |
3.9% |
449-6 |
Range |
4-4 |
19-6 |
15-2 |
338.9% |
29-6 |
ATR |
10-0 |
10-6 |
0-6 |
6.9% |
0-0 |
Volume |
22,489 |
21,893 |
-596 |
-2.7% |
201,034 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
503-6 |
496-4 |
460-5 |
|
R3 |
484-0 |
476-6 |
455-1 |
|
R2 |
464-2 |
464-2 |
453-3 |
|
R1 |
457-0 |
457-0 |
451-4 |
460-5 |
PP |
444-4 |
444-4 |
444-4 |
446-2 |
S1 |
437-2 |
437-2 |
448-0 |
440-7 |
S2 |
424-6 |
424-6 |
446-1 |
|
S3 |
405-0 |
417-4 |
444-3 |
|
S4 |
385-2 |
397-6 |
438-7 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
530-3 |
519-7 |
466-1 |
|
R3 |
500-5 |
490-1 |
457-7 |
|
R2 |
470-7 |
470-7 |
455-2 |
|
R1 |
460-3 |
460-3 |
452-4 |
465-5 |
PP |
441-1 |
441-1 |
441-1 |
443-6 |
S1 |
430-5 |
430-5 |
447-0 |
435-7 |
S2 |
411-3 |
411-3 |
444-2 |
|
S3 |
381-5 |
400-7 |
441-5 |
|
S4 |
351-7 |
371-1 |
433-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
451-6 |
422-0 |
29-6 |
6.6% |
8-7 |
2.0% |
93% |
True |
False |
40,206 |
10 |
451-6 |
400-0 |
51-6 |
11.5% |
8-2 |
1.8% |
96% |
True |
False |
55,065 |
20 |
451-6 |
391-0 |
60-6 |
13.5% |
9-1 |
2.0% |
97% |
True |
False |
68,174 |
40 |
451-6 |
362-0 |
89-6 |
20.0% |
9-2 |
2.0% |
98% |
True |
False |
70,807 |
60 |
451-6 |
333-0 |
118-6 |
26.4% |
8-4 |
1.9% |
98% |
True |
False |
72,728 |
80 |
451-6 |
333-0 |
118-6 |
26.4% |
7-6 |
1.7% |
98% |
True |
False |
63,989 |
100 |
451-6 |
333-0 |
118-6 |
26.4% |
7-4 |
1.7% |
98% |
True |
False |
56,882 |
120 |
451-6 |
333-0 |
118-6 |
26.4% |
6-7 |
1.5% |
98% |
True |
False |
49,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
535-6 |
2.618 |
503-4 |
1.618 |
483-6 |
1.000 |
471-4 |
0.618 |
464-0 |
HIGH |
451-6 |
0.618 |
444-2 |
0.500 |
441-7 |
0.382 |
439-4 |
LOW |
432-0 |
0.618 |
419-6 |
1.000 |
412-2 |
1.618 |
400-0 |
2.618 |
380-2 |
4.250 |
348-0 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
447-1 |
445-4 |
PP |
444-4 |
441-1 |
S1 |
441-7 |
436-7 |
|