CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
435-4 |
425-0 |
-10-4 |
-2.4% |
427-6 |
High |
437-4 |
437-2 |
-0-2 |
-0.1% |
437-4 |
Low |
426-0 |
425-0 |
-1-0 |
-0.2% |
421-4 |
Close |
429-2 |
436-2 |
7-0 |
1.6% |
436-2 |
Range |
11-4 |
12-2 |
0-6 |
6.5% |
16-0 |
ATR |
11-0 |
11-1 |
0-1 |
0.8% |
0-0 |
Volume |
156,762 |
177,232 |
20,470 |
13.1% |
747,311 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
469-5 |
465-1 |
443-0 |
|
R3 |
457-3 |
452-7 |
439-5 |
|
R2 |
445-1 |
445-1 |
438-4 |
|
R1 |
440-5 |
440-5 |
437-3 |
442-7 |
PP |
432-7 |
432-7 |
432-7 |
434-0 |
S1 |
428-3 |
428-3 |
435-1 |
430-5 |
S2 |
420-5 |
420-5 |
434-0 |
|
S3 |
408-3 |
416-1 |
432-7 |
|
S4 |
396-1 |
403-7 |
429-4 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
479-6 |
474-0 |
445-0 |
|
R3 |
463-6 |
458-0 |
440-5 |
|
R2 |
447-6 |
447-6 |
439-1 |
|
R1 |
442-0 |
442-0 |
437-6 |
444-7 |
PP |
431-6 |
431-6 |
431-6 |
433-2 |
S1 |
426-0 |
426-0 |
434-6 |
428-7 |
S2 |
415-6 |
415-6 |
433-3 |
|
S3 |
399-6 |
410-0 |
431-7 |
|
S4 |
383-6 |
394-0 |
427-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
437-4 |
421-4 |
16-0 |
3.7% |
10-6 |
2.5% |
92% |
False |
False |
149,462 |
10 |
437-4 |
406-0 |
31-4 |
7.2% |
10-1 |
2.3% |
96% |
False |
False |
166,258 |
20 |
439-0 |
375-6 |
63-2 |
14.5% |
10-6 |
2.5% |
96% |
False |
False |
157,373 |
40 |
439-0 |
343-2 |
95-6 |
21.9% |
9-2 |
2.1% |
97% |
False |
False |
137,883 |
60 |
439-0 |
343-2 |
95-6 |
21.9% |
8-2 |
1.9% |
97% |
False |
False |
111,702 |
80 |
439-0 |
343-2 |
95-6 |
21.9% |
7-6 |
1.8% |
97% |
False |
False |
96,622 |
100 |
439-0 |
343-2 |
95-6 |
21.9% |
7-4 |
1.7% |
97% |
False |
False |
85,155 |
120 |
439-0 |
343-2 |
95-6 |
21.9% |
7-0 |
1.6% |
97% |
False |
False |
75,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
489-2 |
2.618 |
469-3 |
1.618 |
457-1 |
1.000 |
449-4 |
0.618 |
444-7 |
HIGH |
437-2 |
0.618 |
432-5 |
0.500 |
431-1 |
0.382 |
429-5 |
LOW |
425-0 |
0.618 |
417-3 |
1.000 |
412-6 |
1.618 |
405-1 |
2.618 |
392-7 |
4.250 |
373-0 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
434-4 |
434-3 |
PP |
432-7 |
432-5 |
S1 |
431-1 |
430-6 |
|