CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 05-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
409-4 |
433-0 |
23-4 |
5.7% |
381-4 |
High |
416-4 |
439-0 |
22-4 |
5.4% |
407-0 |
Low |
407-0 |
414-0 |
7-0 |
1.7% |
375-6 |
Close |
415-0 |
418-0 |
3-0 |
0.7% |
406-6 |
Range |
9-4 |
25-0 |
15-4 |
163.2% |
31-2 |
ATR |
10-3 |
11-3 |
1-0 |
10.1% |
0-0 |
Volume |
118,230 |
145,177 |
26,947 |
22.8% |
580,470 |
|
Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
498-5 |
483-3 |
431-6 |
|
R3 |
473-5 |
458-3 |
424-7 |
|
R2 |
448-5 |
448-5 |
422-5 |
|
R1 |
433-3 |
433-3 |
420-2 |
428-4 |
PP |
423-5 |
423-5 |
423-5 |
421-2 |
S1 |
408-3 |
408-3 |
415-6 |
403-4 |
S2 |
398-5 |
398-5 |
413-3 |
|
S3 |
373-5 |
383-3 |
411-1 |
|
S4 |
348-5 |
358-3 |
404-2 |
|
|
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 |
439-0 |
396-6 |
42-2 |
10.1% |
13-6 |
3.3% |
50% |
True |
False |
152,346 |
10 |
439-0 |
375-6 |
63-2 |
15.1% |
10-7 |
2.6% |
67% |
True |
False |
133,001 |
20 |
439-0 |
375-6 |
63-2 |
15.1% |
9-3 |
2.3% |
67% |
True |
False |
125,748 |
40 |
439-0 |
343-2 |
95-6 |
22.9% |
8-2 |
2.0% |
78% |
True |
False |
107,654 |
60 |
439-0 |
343-2 |
95-6 |
22.9% |
7-3 |
1.8% |
78% |
True |
False |
88,277 |
80 |
439-0 |
343-2 |
95-6 |
22.9% |
7-2 |
1.7% |
78% |
True |
False |
78,456 |
100 |
439-0 |
343-2 |
95-6 |
22.9% |
6-7 |
1.6% |
78% |
True |
False |
68,246 |
120 |
439-0 |
343-2 |
95-6 |
22.9% |
6-4 |
1.6% |
78% |
True |
False |
61,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
545-2 |
2.618 |
504-4 |
1.618 |
479-4 |
1.000 |
464-0 |
0.618 |
454-4 |
HIGH |
439-0 |
0.618 |
429-4 |
0.500 |
426-4 |
0.382 |
423-4 |
LOW |
414-0 |
0.618 |
398-4 |
1.000 |
389-0 |
1.618 |
373-4 |
2.618 |
348-4 |
4.250 |
307-6 |
|
|
Fisher Pivots for day following 05-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
426-4 |
419-2 |
PP |
423-5 |
418-7 |
S1 |
420-7 |
418-3 |
|