CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 03-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
415-4 |
403-4 |
-12-0 |
-2.9% |
381-4 |
High |
418-0 |
408-6 |
-9-2 |
-2.2% |
407-0 |
Low |
403-4 |
399-4 |
-4-0 |
-1.0% |
375-6 |
Close |
404-4 |
404-0 |
-0-4 |
-0.1% |
406-6 |
Range |
14-4 |
9-2 |
-5-2 |
-36.2% |
31-2 |
ATR |
10-2 |
10-1 |
-0-1 |
-0.7% |
0-0 |
Volume |
168,491 |
193,555 |
25,064 |
14.9% |
580,470 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
431-7 |
427-1 |
409-1 |
|
R3 |
422-5 |
417-7 |
406-4 |
|
R2 |
413-3 |
413-3 |
405-6 |
|
R1 |
408-5 |
408-5 |
404-7 |
411-0 |
PP |
404-1 |
404-1 |
404-1 |
405-2 |
S1 |
399-3 |
399-3 |
403-1 |
401-6 |
S2 |
394-7 |
394-7 |
402-2 |
|
S3 |
385-5 |
390-1 |
401-4 |
|
S4 |
376-3 |
380-7 |
398-7 |
|
|
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 |
382-2 |
35-6 |
8.8% |
10-7 |
2.7% |
61% |
False |
False |
143,305 |
10 |
418-0 |
375-6 |
42-2 |
10.5% |
9-1 |
2.3% |
67% |
False |
False |
123,819 |
20 |
418-0 |
375-6 |
42-2 |
10.5% |
8-2 |
2.1% |
67% |
False |
False |
124,595 |
40 |
418-0 |
343-2 |
74-6 |
18.5% |
7-4 |
1.9% |
81% |
False |
False |
104,392 |
60 |
418-0 |
343-2 |
74-6 |
18.5% |
7-0 |
1.7% |
81% |
False |
False |
85,370 |
80 |
418-0 |
343-2 |
74-6 |
18.5% |
7-0 |
1.7% |
81% |
False |
False |
75,908 |
100 |
418-0 |
343-2 |
74-6 |
18.5% |
6-5 |
1.6% |
81% |
False |
False |
66,136 |
120 |
418-0 |
343-2 |
74-6 |
18.5% |
6-2 |
1.6% |
81% |
False |
False |
59,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
448-0 |
2.618 |
433-0 |
1.618 |
423-6 |
1.000 |
418-0 |
0.618 |
414-4 |
HIGH |
408-6 |
0.618 |
405-2 |
0.500 |
404-1 |
0.382 |
403-0 |
LOW |
399-4 |
0.618 |
393-6 |
1.000 |
390-2 |
1.618 |
384-4 |
2.618 |
375-2 |
4.250 |
360-2 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
404-1 |
407-3 |
PP |
404-1 |
406-2 |
S1 |
404-0 |
405-1 |
|