CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
427-6 |
424-2 |
-3-4 |
-0.8% |
418-6 |
| High |
432-4 |
431-2 |
-1-2 |
-0.3% |
429-2 |
| Low |
421-4 |
422-2 |
0-6 |
0.2% |
406-0 |
| Close |
422-6 |
430-0 |
7-2 |
1.7% |
427-2 |
| Range |
11-0 |
9-0 |
-2-0 |
-18.2% |
23-2 |
| ATR |
11-2 |
11-1 |
-0-1 |
-1.4% |
0-0 |
| Volume |
115,110 |
130,568 |
15,458 |
13.4% |
915,272 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
454-7 |
451-3 |
435-0 |
|
| R3 |
445-7 |
442-3 |
432-4 |
|
| R2 |
436-7 |
436-7 |
431-5 |
|
| R1 |
433-3 |
433-3 |
430-7 |
435-1 |
| PP |
427-7 |
427-7 |
427-7 |
428-6 |
| S1 |
424-3 |
424-3 |
429-1 |
426-1 |
| S2 |
418-7 |
418-7 |
428-3 |
|
| S3 |
409-7 |
415-3 |
427-4 |
|
| S4 |
400-7 |
406-3 |
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 |
432-4 |
406-0 |
26-4 |
6.2% |
10-0 |
2.3% |
91% |
False |
False |
163,505 |
| 10 |
439-0 |
406-0 |
33-0 |
7.7% |
11-4 |
2.7% |
73% |
False |
False |
170,332 |
| 20 |
439-0 |
375-6 |
63-2 |
14.7% |
10-3 |
2.4% |
86% |
False |
False |
147,076 |
| 40 |
439-0 |
343-2 |
95-6 |
22.3% |
8-7 |
2.1% |
91% |
False |
False |
130,911 |
| 60 |
439-0 |
343-2 |
95-6 |
22.3% |
7-7 |
1.8% |
91% |
False |
False |
105,735 |
| 80 |
439-0 |
343-2 |
95-6 |
22.3% |
7-5 |
1.8% |
91% |
False |
False |
92,239 |
| 100 |
439-0 |
343-2 |
95-6 |
22.3% |
7-2 |
1.7% |
91% |
False |
False |
80,860 |
| 120 |
439-0 |
343-2 |
95-6 |
22.3% |
6-7 |
1.6% |
91% |
False |
False |
71,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
469-4 |
|
2.618 |
454-6 |
|
1.618 |
445-6 |
|
1.000 |
440-2 |
|
0.618 |
436-6 |
|
HIGH |
431-2 |
|
0.618 |
427-6 |
|
0.500 |
426-6 |
|
0.382 |
425-6 |
|
LOW |
422-2 |
|
0.618 |
416-6 |
|
1.000 |
413-2 |
|
1.618 |
407-6 |
|
2.618 |
398-6 |
|
4.250 |
384-0 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
428-7 |
429-0 |
| PP |
427-7 |
428-0 |
| S1 |
426-6 |
427-0 |
|