CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
415-4 |
426-4 |
11-0 |
2.6% |
418-6 |
High |
429-2 |
429-0 |
-0-2 |
-0.1% |
429-2 |
Low |
412-4 |
425-0 |
12-4 |
3.0% |
406-0 |
Close |
421-6 |
427-2 |
5-4 |
1.3% |
427-2 |
Range |
16-6 |
4-0 |
-12-6 |
-76.1% |
23-2 |
ATR |
11-5 |
11-2 |
-0-2 |
-2.7% |
0-0 |
Volume |
178,753 |
256,848 |
78,095 |
43.7% |
915,272 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
439-1 |
437-1 |
429-4 |
|
R3 |
435-1 |
433-1 |
428-3 |
|
R2 |
431-1 |
431-1 |
428-0 |
|
R1 |
429-1 |
429-1 |
427-5 |
430-1 |
PP |
427-1 |
427-1 |
427-1 |
427-4 |
S1 |
425-1 |
425-1 |
426-7 |
426-1 |
S2 |
423-1 |
423-1 |
426-4 |
|
S3 |
419-1 |
421-1 |
426-1 |
|
S4 |
415-1 |
417-1 |
425-0 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-5 |
482-1 |
440-0 |
|
R3 |
467-3 |
458-7 |
433-5 |
|
R2 |
444-1 |
444-1 |
431-4 |
|
R1 |
435-5 |
435-5 |
429-3 |
439-7 |
PP |
420-7 |
420-7 |
420-7 |
423-0 |
S1 |
412-3 |
412-3 |
425-1 |
416-5 |
S2 |
397-5 |
397-5 |
423-0 |
|
S3 |
374-3 |
389-1 |
420-7 |
|
S4 |
351-1 |
365-7 |
414-4 |
|
|
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 |
5.4% |
9-5 |
2.2% |
91% |
False |
False |
183,054 |
10 |
439-0 |
399-4 |
39-4 |
9.2% |
11-7 |
2.8% |
70% |
False |
False |
181,969 |
20 |
439-0 |
375-6 |
63-2 |
14.8% |
10-0 |
2.3% |
81% |
False |
False |
146,828 |
40 |
439-0 |
343-2 |
95-6 |
22.4% |
9-0 |
2.1% |
88% |
False |
False |
128,181 |
60 |
439-0 |
343-2 |
95-6 |
22.4% |
7-6 |
1.8% |
88% |
False |
False |
103,131 |
80 |
439-0 |
343-2 |
95-6 |
22.4% |
7-4 |
1.8% |
88% |
False |
False |
90,364 |
100 |
439-0 |
343-2 |
95-6 |
22.4% |
7-1 |
1.7% |
88% |
False |
False |
78,850 |
120 |
439-0 |
343-2 |
95-6 |
22.4% |
6-6 |
1.6% |
88% |
False |
False |
69,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
446-0 |
2.618 |
439-4 |
1.618 |
435-4 |
1.000 |
433-0 |
0.618 |
431-4 |
HIGH |
429-0 |
0.618 |
427-4 |
0.500 |
427-0 |
0.382 |
426-4 |
LOW |
425-0 |
0.618 |
422-4 |
1.000 |
421-0 |
1.618 |
418-4 |
2.618 |
414-4 |
4.250 |
408-0 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
427-1 |
424-0 |
PP |
427-1 |
420-7 |
S1 |
427-0 |
417-5 |
|