CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
433-0 |
415-6 |
-17-2 |
-4.0% |
415-4 |
| High |
439-0 |
420-0 |
-19-0 |
-4.3% |
439-0 |
| Low |
414-0 |
407-0 |
-7-0 |
-1.7% |
399-4 |
| Close |
418-0 |
420-0 |
2-0 |
0.5% |
420-0 |
| Range |
25-0 |
13-0 |
-12-0 |
-48.0% |
39-4 |
| ATR |
11-3 |
11-4 |
0-1 |
1.0% |
0-0 |
| Volume |
145,177 |
278,968 |
133,791 |
92.2% |
904,421 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
454-5 |
450-3 |
427-1 |
|
| R3 |
441-5 |
437-3 |
423-5 |
|
| R2 |
428-5 |
428-5 |
422-3 |
|
| R1 |
424-3 |
424-3 |
421-2 |
426-4 |
| PP |
415-5 |
415-5 |
415-5 |
416-6 |
| S1 |
411-3 |
411-3 |
418-6 |
413-4 |
| S2 |
402-5 |
402-5 |
417-5 |
|
| S3 |
389-5 |
398-3 |
416-3 |
|
| S4 |
376-5 |
385-3 |
412-7 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
538-0 |
518-4 |
441-6 |
|
| R3 |
498-4 |
479-0 |
430-7 |
|
| R2 |
459-0 |
459-0 |
427-2 |
|
| R1 |
439-4 |
439-4 |
423-5 |
449-2 |
| PP |
419-4 |
419-4 |
419-4 |
424-3 |
| S1 |
400-0 |
400-0 |
416-3 |
409-6 |
| S2 |
380-0 |
380-0 |
412-6 |
|
| S3 |
340-4 |
360-4 |
409-1 |
|
| S4 |
301-0 |
321-0 |
398-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
439-0 |
399-4 |
39-4 |
9.4% |
14-2 |
3.4% |
52% |
False |
False |
180,884 |
| 10 |
439-0 |
375-6 |
63-2 |
15.1% |
11-3 |
2.7% |
70% |
False |
False |
148,489 |
| 20 |
439-0 |
375-6 |
63-2 |
15.1% |
9-6 |
2.3% |
70% |
False |
False |
131,763 |
| 40 |
439-0 |
343-2 |
95-6 |
22.8% |
8-3 |
2.0% |
80% |
False |
False |
112,944 |
| 60 |
439-0 |
343-2 |
95-6 |
22.8% |
7-4 |
1.8% |
80% |
False |
False |
91,847 |
| 80 |
439-0 |
343-2 |
95-6 |
22.8% |
7-3 |
1.8% |
80% |
False |
False |
81,352 |
| 100 |
439-0 |
343-2 |
95-6 |
22.8% |
7-0 |
1.7% |
80% |
False |
False |
70,908 |
| 120 |
439-0 |
343-2 |
95-6 |
22.8% |
6-5 |
1.6% |
80% |
False |
False |
63,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
475-2 |
|
2.618 |
454-0 |
|
1.618 |
441-0 |
|
1.000 |
433-0 |
|
0.618 |
428-0 |
|
HIGH |
420-0 |
|
0.618 |
415-0 |
|
0.500 |
413-4 |
|
0.382 |
412-0 |
|
LOW |
407-0 |
|
0.618 |
399-0 |
|
1.000 |
394-0 |
|
1.618 |
386-0 |
|
2.618 |
373-0 |
|
4.250 |
351-6 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
417-7 |
423-0 |
| PP |
415-5 |
422-0 |
| S1 |
413-4 |
421-0 |
|