CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
418-6 |
411-4 |
-7-2 |
-1.7% |
415-4 |
High |
425-4 |
417-2 |
-8-2 |
-1.9% |
439-0 |
Low |
416-0 |
408-4 |
-7-4 |
-1.8% |
399-4 |
Close |
418-0 |
409-0 |
-9-0 |
-2.2% |
420-0 |
Range |
9-4 |
8-6 |
-0-6 |
-7.9% |
39-4 |
ATR |
11-3 |
11-2 |
-0-1 |
-1.2% |
0-0 |
Volume |
175,335 |
168,090 |
-7,245 |
-4.1% |
904,421 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
437-7 |
432-1 |
413-6 |
|
R3 |
429-1 |
423-3 |
411-3 |
|
R2 |
420-3 |
420-3 |
410-5 |
|
R1 |
414-5 |
414-5 |
409-6 |
413-1 |
PP |
411-5 |
411-5 |
411-5 |
410-6 |
S1 |
405-7 |
405-7 |
408-2 |
404-3 |
S2 |
402-7 |
402-7 |
407-3 |
|
S3 |
394-1 |
397-1 |
406-5 |
|
S4 |
385-3 |
388-3 |
404-2 |
|
|
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 |
407-0 |
32-0 |
7.8% |
13-1 |
3.2% |
6% |
False |
False |
177,160 |
10 |
439-0 |
382-2 |
56-6 |
13.9% |
12-0 |
2.9% |
47% |
False |
False |
160,232 |
20 |
439-0 |
375-6 |
63-2 |
15.5% |
10-0 |
2.5% |
53% |
False |
False |
139,667 |
40 |
439-0 |
343-2 |
95-6 |
23.4% |
8-5 |
2.1% |
69% |
False |
False |
118,469 |
60 |
439-0 |
343-2 |
95-6 |
23.4% |
7-5 |
1.9% |
69% |
False |
False |
95,511 |
80 |
439-0 |
343-2 |
95-6 |
23.4% |
7-4 |
1.8% |
69% |
False |
False |
84,594 |
100 |
439-0 |
343-2 |
95-6 |
23.4% |
7-0 |
1.7% |
69% |
False |
False |
73,911 |
120 |
439-0 |
343-2 |
95-6 |
23.4% |
6-5 |
1.6% |
69% |
False |
False |
65,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
454-4 |
2.618 |
440-1 |
1.618 |
431-3 |
1.000 |
426-0 |
0.618 |
422-5 |
HIGH |
417-2 |
0.618 |
413-7 |
0.500 |
412-7 |
0.382 |
411-7 |
LOW |
408-4 |
0.618 |
403-1 |
1.000 |
399-6 |
1.618 |
394-3 |
2.618 |
385-5 |
4.250 |
371-2 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
412-7 |
416-2 |
PP |
411-5 |
413-7 |
S1 |
410-2 |
411-3 |
|