CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
424-2 |
426-0 |
1-6 |
0.4% |
418-6 |
High |
431-2 |
434-0 |
2-6 |
0.6% |
429-2 |
Low |
422-2 |
424-0 |
1-6 |
0.4% |
406-0 |
Close |
430-0 |
433-2 |
3-2 |
0.8% |
427-2 |
Range |
9-0 |
10-0 |
1-0 |
11.1% |
23-2 |
ATR |
11-1 |
11-0 |
-0-1 |
-0.7% |
0-0 |
Volume |
130,568 |
167,639 |
37,071 |
28.4% |
915,272 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
460-3 |
456-7 |
438-6 |
|
R3 |
450-3 |
446-7 |
436-0 |
|
R2 |
440-3 |
440-3 |
435-1 |
|
R1 |
436-7 |
436-7 |
434-1 |
438-5 |
PP |
430-3 |
430-3 |
430-3 |
431-2 |
S1 |
426-7 |
426-7 |
432-3 |
428-5 |
S2 |
420-3 |
420-3 |
431-3 |
|
S3 |
410-3 |
416-7 |
430-4 |
|
S4 |
400-3 |
406-7 |
427-6 |
|
|
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 |
434-0 |
412-4 |
21-4 |
5.0% |
10-1 |
2.3% |
97% |
True |
False |
169,783 |
10 |
439-0 |
406-0 |
33-0 |
7.6% |
11-5 |
2.7% |
83% |
False |
False |
175,273 |
20 |
439-0 |
375-6 |
63-2 |
14.6% |
10-5 |
2.4% |
91% |
False |
False |
150,716 |
40 |
439-0 |
343-2 |
95-6 |
22.1% |
9-0 |
2.1% |
94% |
False |
False |
132,801 |
60 |
439-0 |
343-2 |
95-6 |
22.1% |
8-0 |
1.8% |
94% |
False |
False |
107,689 |
80 |
439-0 |
343-2 |
95-6 |
22.1% |
7-5 |
1.8% |
94% |
False |
False |
93,816 |
100 |
439-0 |
343-2 |
95-6 |
22.1% |
7-2 |
1.7% |
94% |
False |
False |
82,239 |
120 |
439-0 |
343-2 |
95-6 |
22.1% |
6-7 |
1.6% |
94% |
False |
False |
72,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
476-4 |
2.618 |
460-1 |
1.618 |
450-1 |
1.000 |
444-0 |
0.618 |
440-1 |
HIGH |
434-0 |
0.618 |
430-1 |
0.500 |
429-0 |
0.382 |
427-7 |
LOW |
424-0 |
0.618 |
417-7 |
1.000 |
414-0 |
1.618 |
407-7 |
2.618 |
397-7 |
4.250 |
381-4 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
431-7 |
431-3 |
PP |
430-3 |
429-5 |
S1 |
429-0 |
427-6 |
|