CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 02-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
396-6 |
415-4 |
18-6 |
4.7% |
381-4 |
High |
407-0 |
418-0 |
11-0 |
2.7% |
407-0 |
Low |
396-6 |
403-4 |
6-6 |
1.7% |
375-6 |
Close |
406-6 |
404-4 |
-2-2 |
-0.6% |
406-6 |
Range |
10-2 |
14-4 |
4-2 |
41.5% |
31-2 |
ATR |
9-7 |
10-2 |
0-3 |
3.3% |
0-0 |
Volume |
136,278 |
168,491 |
32,213 |
23.6% |
580,470 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
452-1 |
442-7 |
412-4 |
|
R3 |
437-5 |
428-3 |
408-4 |
|
R2 |
423-1 |
423-1 |
407-1 |
|
R1 |
413-7 |
413-7 |
405-7 |
411-2 |
PP |
408-5 |
408-5 |
408-5 |
407-3 |
S1 |
399-3 |
399-3 |
403-1 |
396-6 |
S2 |
394-1 |
394-1 |
401-7 |
|
S3 |
379-5 |
384-7 |
400-4 |
|
S4 |
365-1 |
370-3 |
396-4 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-2 |
479-6 |
424-0 |
|
R3 |
459-0 |
448-4 |
415-3 |
|
R2 |
427-6 |
427-6 |
412-4 |
|
R1 |
417-2 |
417-2 |
409-5 |
422-4 |
PP |
396-4 |
396-4 |
396-4 |
399-1 |
S1 |
386-0 |
386-0 |
403-7 |
391-2 |
S2 |
365-2 |
365-2 |
401-0 |
|
S3 |
334-0 |
354-6 |
398-1 |
|
S4 |
302-6 |
323-4 |
389-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
418-0 |
376-4 |
41-4 |
10.3% |
10-2 |
2.5% |
67% |
True |
False |
127,713 |
10 |
418-0 |
375-6 |
42-2 |
10.4% |
8-5 |
2.1% |
68% |
True |
False |
117,530 |
20 |
418-0 |
375-6 |
42-2 |
10.4% |
8-4 |
2.1% |
68% |
True |
False |
119,776 |
40 |
418-0 |
343-2 |
74-6 |
18.5% |
7-3 |
1.8% |
82% |
True |
False |
100,910 |
60 |
418-0 |
343-2 |
74-6 |
18.5% |
7-0 |
1.7% |
82% |
True |
False |
83,555 |
80 |
418-0 |
343-2 |
74-6 |
18.5% |
7-0 |
1.7% |
82% |
True |
False |
73,998 |
100 |
418-0 |
343-2 |
74-6 |
18.5% |
6-4 |
1.6% |
82% |
True |
False |
64,628 |
120 |
418-0 |
343-2 |
74-6 |
18.5% |
6-2 |
1.6% |
82% |
True |
False |
57,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
479-5 |
2.618 |
456-0 |
1.618 |
441-4 |
1.000 |
432-4 |
0.618 |
427-0 |
HIGH |
418-0 |
0.618 |
412-4 |
0.500 |
410-6 |
0.382 |
409-0 |
LOW |
403-4 |
0.618 |
394-4 |
1.000 |
389-0 |
1.618 |
380-0 |
2.618 |
365-4 |
4.250 |
341-7 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
410-6 |
404-3 |
PP |
408-5 |
404-2 |
S1 |
406-5 |
404-1 |
|