CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 04-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
403-4 |
409-4 |
6-0 |
1.5% |
381-4 |
High |
408-6 |
416-4 |
7-6 |
1.9% |
407-0 |
Low |
399-4 |
407-0 |
7-4 |
1.9% |
375-6 |
Close |
404-0 |
415-0 |
11-0 |
2.7% |
406-6 |
Range |
9-2 |
9-4 |
0-2 |
2.7% |
31-2 |
ATR |
10-1 |
10-3 |
0-1 |
1.6% |
0-0 |
Volume |
193,555 |
118,230 |
-75,325 |
-38.9% |
580,470 |
|
Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
441-3 |
437-5 |
420-2 |
|
R3 |
431-7 |
428-1 |
417-5 |
|
R2 |
422-3 |
422-3 |
416-6 |
|
R1 |
418-5 |
418-5 |
415-7 |
420-4 |
PP |
412-7 |
412-7 |
412-7 |
413-6 |
S1 |
409-1 |
409-1 |
414-1 |
411-0 |
S2 |
403-3 |
403-3 |
413-2 |
|
S3 |
393-7 |
399-5 |
412-3 |
|
S4 |
384-3 |
390-1 |
409-6 |
|
|
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 |
390-2 |
27-6 |
6.7% |
10-4 |
2.5% |
89% |
False |
False |
150,095 |
10 |
418-0 |
375-6 |
42-2 |
10.2% |
9-5 |
2.3% |
93% |
False |
False |
126,158 |
20 |
418-0 |
375-6 |
42-2 |
10.2% |
8-4 |
2.1% |
93% |
False |
False |
124,000 |
40 |
418-0 |
343-2 |
74-6 |
18.0% |
7-5 |
1.8% |
96% |
False |
False |
105,760 |
60 |
418-0 |
343-2 |
74-6 |
18.0% |
7-1 |
1.7% |
96% |
False |
False |
86,694 |
80 |
418-0 |
343-2 |
74-6 |
18.0% |
7-1 |
1.7% |
96% |
False |
False |
76,995 |
100 |
418-0 |
343-2 |
74-6 |
18.0% |
6-5 |
1.6% |
96% |
False |
False |
66,990 |
120 |
418-0 |
343-2 |
74-6 |
18.0% |
6-3 |
1.5% |
96% |
False |
False |
59,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
456-7 |
2.618 |
441-3 |
1.618 |
431-7 |
1.000 |
426-0 |
0.618 |
422-3 |
HIGH |
416-4 |
0.618 |
412-7 |
0.500 |
411-6 |
0.382 |
410-5 |
LOW |
407-0 |
0.618 |
401-1 |
1.000 |
397-4 |
1.618 |
391-5 |
2.618 |
382-1 |
4.250 |
366-5 |
|
|
Fisher Pivots for day following 04-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
413-7 |
412-7 |
PP |
412-7 |
410-7 |
S1 |
411-6 |
408-6 |
|