CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
411-4 |
409-0 |
-2-4 |
-0.6% |
415-4 |
High |
417-2 |
415-0 |
-2-2 |
-0.5% |
439-0 |
Low |
408-4 |
406-0 |
-2-4 |
-0.6% |
399-4 |
Close |
409-0 |
411-0 |
2-0 |
0.5% |
420-0 |
Range |
8-6 |
9-0 |
0-2 |
2.9% |
39-4 |
ATR |
11-2 |
11-1 |
-0-1 |
-1.4% |
0-0 |
Volume |
168,090 |
136,246 |
-31,844 |
-18.9% |
904,421 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
437-5 |
433-3 |
416-0 |
|
R3 |
428-5 |
424-3 |
413-4 |
|
R2 |
419-5 |
419-5 |
412-5 |
|
R1 |
415-3 |
415-3 |
411-7 |
417-4 |
PP |
410-5 |
410-5 |
410-5 |
411-6 |
S1 |
406-3 |
406-3 |
410-1 |
408-4 |
S2 |
401-5 |
401-5 |
409-3 |
|
S3 |
392-5 |
397-3 |
408-4 |
|
S4 |
383-5 |
388-3 |
406-0 |
|
|
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 |
406-0 |
33-0 |
8.0% |
13-0 |
3.2% |
15% |
False |
True |
180,763 |
10 |
439-0 |
390-2 |
48-6 |
11.9% |
11-6 |
2.9% |
43% |
False |
False |
165,429 |
20 |
439-0 |
375-6 |
63-2 |
15.4% |
10-1 |
2.5% |
56% |
False |
False |
139,850 |
40 |
439-0 |
343-2 |
95-6 |
23.3% |
8-6 |
2.1% |
71% |
False |
False |
120,373 |
60 |
439-0 |
343-2 |
95-6 |
23.3% |
7-5 |
1.9% |
71% |
False |
False |
97,012 |
80 |
439-0 |
343-2 |
95-6 |
23.3% |
7-4 |
1.8% |
71% |
False |
False |
85,898 |
100 |
439-0 |
343-2 |
95-6 |
23.3% |
7-1 |
1.7% |
71% |
False |
False |
74,878 |
120 |
439-0 |
343-2 |
95-6 |
23.3% |
6-6 |
1.6% |
71% |
False |
False |
66,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
453-2 |
2.618 |
438-4 |
1.618 |
429-4 |
1.000 |
424-0 |
0.618 |
420-4 |
HIGH |
415-0 |
0.618 |
411-4 |
0.500 |
410-4 |
0.382 |
409-4 |
LOW |
406-0 |
0.618 |
400-4 |
1.000 |
397-0 |
1.618 |
391-4 |
2.618 |
382-4 |
4.250 |
367-6 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
410-7 |
415-6 |
PP |
410-5 |
414-1 |
S1 |
410-4 |
412-5 |
|