CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
409-0 |
415-4 |
6-4 |
1.6% |
415-4 |
| High |
415-0 |
429-2 |
14-2 |
3.4% |
439-0 |
| Low |
406-0 |
412-4 |
6-4 |
1.6% |
399-4 |
| Close |
411-0 |
421-6 |
10-6 |
2.6% |
420-0 |
| Range |
9-0 |
16-6 |
7-6 |
86.1% |
39-4 |
| ATR |
11-1 |
11-5 |
0-4 |
4.6% |
0-0 |
| Volume |
136,246 |
178,753 |
42,507 |
31.2% |
904,421 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
471-3 |
463-3 |
431-0 |
|
| R3 |
454-5 |
446-5 |
426-3 |
|
| R2 |
437-7 |
437-7 |
424-7 |
|
| R1 |
429-7 |
429-7 |
423-2 |
433-7 |
| PP |
421-1 |
421-1 |
421-1 |
423-2 |
| S1 |
413-1 |
413-1 |
420-2 |
417-1 |
| S2 |
404-3 |
404-3 |
418-5 |
|
| S3 |
387-5 |
396-3 |
417-1 |
|
| S4 |
370-7 |
379-5 |
412-4 |
|
|
| 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 |
429-2 |
406-0 |
23-2 |
5.5% |
11-3 |
2.7% |
68% |
True |
False |
187,478 |
| 10 |
439-0 |
396-6 |
42-2 |
10.0% |
12-4 |
3.0% |
59% |
False |
False |
169,912 |
| 20 |
439-0 |
375-6 |
63-2 |
15.0% |
10-2 |
2.4% |
73% |
False |
False |
143,191 |
| 40 |
439-0 |
343-2 |
95-6 |
22.7% |
9-0 |
2.1% |
82% |
False |
False |
123,390 |
| 60 |
439-0 |
343-2 |
95-6 |
22.7% |
7-7 |
1.9% |
82% |
False |
False |
99,428 |
| 80 |
439-0 |
343-2 |
95-6 |
22.7% |
7-5 |
1.8% |
82% |
False |
False |
87,605 |
| 100 |
439-0 |
343-2 |
95-6 |
22.7% |
7-2 |
1.7% |
82% |
False |
False |
76,455 |
| 120 |
439-0 |
343-2 |
95-6 |
22.7% |
6-6 |
1.6% |
82% |
False |
False |
67,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
500-4 |
|
2.618 |
473-1 |
|
1.618 |
456-3 |
|
1.000 |
446-0 |
|
0.618 |
439-5 |
|
HIGH |
429-2 |
|
0.618 |
422-7 |
|
0.500 |
420-7 |
|
0.382 |
418-7 |
|
LOW |
412-4 |
|
0.618 |
402-1 |
|
1.000 |
395-6 |
|
1.618 |
385-3 |
|
2.618 |
368-5 |
|
4.250 |
341-2 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
421-4 |
420-3 |
| PP |
421-1 |
419-0 |
| S1 |
420-7 |
417-5 |
|