CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
425-0 |
436-6 |
11-6 |
2.8% |
427-6 |
High |
437-2 |
437-2 |
0-0 |
0.0% |
437-4 |
Low |
425-0 |
430-4 |
5-4 |
1.3% |
421-4 |
Close |
436-2 |
432-6 |
-3-4 |
-0.8% |
436-2 |
Range |
12-2 |
6-6 |
-5-4 |
-44.9% |
16-0 |
ATR |
11-1 |
10-7 |
-0-3 |
-2.8% |
0-0 |
Volume |
177,232 |
143,549 |
-33,683 |
-19.0% |
747,311 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
453-6 |
450-0 |
436-4 |
|
R3 |
447-0 |
443-2 |
434-5 |
|
R2 |
440-2 |
440-2 |
434-0 |
|
R1 |
436-4 |
436-4 |
433-3 |
435-0 |
PP |
433-4 |
433-4 |
433-4 |
432-6 |
S1 |
429-6 |
429-6 |
432-1 |
428-2 |
S2 |
426-6 |
426-6 |
431-4 |
|
S3 |
420-0 |
423-0 |
430-7 |
|
S4 |
413-2 |
416-2 |
429-0 |
|
|
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 |
422-2 |
15-2 |
3.5% |
9-7 |
2.3% |
69% |
False |
False |
155,150 |
10 |
437-4 |
406-0 |
31-4 |
7.3% |
9-7 |
2.3% |
85% |
False |
False |
163,079 |
20 |
439-0 |
376-4 |
62-4 |
14.4% |
10-6 |
2.5% |
90% |
False |
False |
159,031 |
40 |
439-0 |
343-2 |
95-6 |
22.1% |
9-3 |
2.2% |
93% |
False |
False |
139,210 |
60 |
439-0 |
343-2 |
95-6 |
22.1% |
8-2 |
1.9% |
93% |
False |
False |
113,521 |
80 |
439-0 |
343-2 |
95-6 |
22.1% |
7-6 |
1.8% |
93% |
False |
False |
97,541 |
100 |
439-0 |
343-2 |
95-6 |
22.1% |
7-4 |
1.7% |
93% |
False |
False |
86,361 |
120 |
439-0 |
343-2 |
95-6 |
22.1% |
7-0 |
1.6% |
93% |
False |
False |
76,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
466-0 |
2.618 |
454-7 |
1.618 |
448-1 |
1.000 |
444-0 |
0.618 |
441-3 |
HIGH |
437-2 |
0.618 |
434-5 |
0.500 |
433-7 |
0.382 |
433-1 |
LOW |
430-4 |
0.618 |
426-3 |
1.000 |
423-6 |
1.618 |
419-5 |
2.618 |
412-7 |
4.250 |
401-6 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
433-7 |
432-2 |
PP |
433-4 |
431-6 |
S1 |
433-1 |
431-2 |
|