CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
436-6 |
422-4 |
-14-2 |
-3.3% |
427-6 |
High |
437-2 |
424-6 |
-12-4 |
-2.9% |
437-4 |
Low |
430-4 |
415-4 |
-15-0 |
-3.5% |
421-4 |
Close |
432-6 |
420-4 |
-12-2 |
-2.8% |
436-2 |
Range |
6-6 |
9-2 |
2-4 |
37.0% |
16-0 |
ATR |
10-7 |
11-2 |
0-4 |
4.2% |
0-0 |
Volume |
143,549 |
103,649 |
-39,900 |
-27.8% |
747,311 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
448-0 |
443-4 |
425-5 |
|
R3 |
438-6 |
434-2 |
423-0 |
|
R2 |
429-4 |
429-4 |
422-2 |
|
R1 |
425-0 |
425-0 |
421-3 |
422-5 |
PP |
420-2 |
420-2 |
420-2 |
419-0 |
S1 |
415-6 |
415-6 |
419-5 |
413-3 |
S2 |
411-0 |
411-0 |
418-6 |
|
S3 |
401-6 |
406-4 |
418-0 |
|
S4 |
392-4 |
397-2 |
415-3 |
|
|
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 |
415-4 |
22-0 |
5.2% |
10-0 |
2.4% |
23% |
False |
True |
149,766 |
10 |
437-4 |
406-0 |
31-4 |
7.5% |
10-0 |
2.4% |
46% |
False |
False |
156,635 |
20 |
439-0 |
382-2 |
56-6 |
13.5% |
11-0 |
2.6% |
67% |
False |
False |
158,434 |
40 |
439-0 |
343-2 |
95-6 |
22.8% |
9-3 |
2.2% |
81% |
False |
False |
140,513 |
60 |
439-0 |
343-2 |
95-6 |
22.8% |
8-2 |
2.0% |
81% |
False |
False |
114,509 |
80 |
439-0 |
343-2 |
95-6 |
22.8% |
7-6 |
1.9% |
81% |
False |
False |
97,869 |
100 |
439-0 |
343-2 |
95-6 |
22.8% |
7-4 |
1.8% |
81% |
False |
False |
86,928 |
120 |
439-0 |
343-2 |
95-6 |
22.8% |
7-1 |
1.7% |
81% |
False |
False |
76,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
464-0 |
2.618 |
449-0 |
1.618 |
439-6 |
1.000 |
434-0 |
0.618 |
430-4 |
HIGH |
424-6 |
0.618 |
421-2 |
0.500 |
420-1 |
0.382 |
419-0 |
LOW |
415-4 |
0.618 |
409-6 |
1.000 |
406-2 |
1.618 |
400-4 |
2.618 |
391-2 |
4.250 |
376-2 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
420-3 |
426-3 |
PP |
420-2 |
424-3 |
S1 |
420-1 |
422-4 |
|