CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
415-6 |
418-6 |
3-0 |
0.7% |
415-4 |
High |
420-0 |
425-4 |
5-4 |
1.3% |
439-0 |
Low |
407-0 |
416-0 |
9-0 |
2.2% |
399-4 |
Close |
420-0 |
418-0 |
-2-0 |
-0.5% |
420-0 |
Range |
13-0 |
9-4 |
-3-4 |
-26.9% |
39-4 |
ATR |
11-4 |
11-3 |
-0-1 |
-1.2% |
0-0 |
Volume |
278,968 |
175,335 |
-103,633 |
-37.1% |
904,421 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
448-3 |
442-5 |
423-2 |
|
R3 |
438-7 |
433-1 |
420-5 |
|
R2 |
429-3 |
429-3 |
419-6 |
|
R1 |
423-5 |
423-5 |
418-7 |
421-6 |
PP |
419-7 |
419-7 |
419-7 |
418-7 |
S1 |
414-1 |
414-1 |
417-1 |
412-2 |
S2 |
410-3 |
410-3 |
416-2 |
|
S3 |
400-7 |
404-5 |
415-3 |
|
S4 |
391-3 |
395-1 |
412-6 |
|
|
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% |
13-2 |
3.2% |
47% |
False |
False |
182,253 |
10 |
439-0 |
376-4 |
62-4 |
15.0% |
11-6 |
2.8% |
66% |
False |
False |
154,983 |
20 |
439-0 |
375-6 |
63-2 |
15.1% |
10-0 |
2.4% |
67% |
False |
False |
135,319 |
40 |
439-0 |
343-2 |
95-6 |
22.9% |
8-4 |
2.0% |
78% |
False |
False |
115,418 |
60 |
439-0 |
343-2 |
95-6 |
22.9% |
7-4 |
1.8% |
78% |
False |
False |
93,504 |
80 |
439-0 |
343-2 |
95-6 |
22.9% |
7-3 |
1.8% |
78% |
False |
False |
82,909 |
100 |
439-0 |
343-2 |
95-6 |
22.9% |
7-0 |
1.7% |
78% |
False |
False |
72,511 |
120 |
439-0 |
343-2 |
95-6 |
22.9% |
6-5 |
1.6% |
78% |
False |
False |
64,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
465-7 |
2.618 |
450-3 |
1.618 |
440-7 |
1.000 |
435-0 |
0.618 |
431-3 |
HIGH |
425-4 |
0.618 |
421-7 |
0.500 |
420-6 |
0.382 |
419-5 |
LOW |
416-0 |
0.618 |
410-1 |
1.000 |
406-4 |
1.618 |
400-5 |
2.618 |
391-1 |
4.250 |
375-5 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
420-6 |
423-0 |
PP |
419-7 |
421-3 |
S1 |
418-7 |
419-5 |
|