CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
422-4 |
420-0 |
-2-4 |
-0.6% |
427-6 |
High |
424-6 |
424-0 |
-0-6 |
-0.2% |
437-4 |
Low |
415-4 |
415-4 |
0-0 |
0.0% |
421-4 |
Close |
420-4 |
420-0 |
-0-4 |
-0.1% |
436-2 |
Range |
9-2 |
8-4 |
-0-6 |
-8.1% |
16-0 |
ATR |
11-2 |
11-1 |
-0-2 |
-1.8% |
0-0 |
Volume |
103,649 |
178,776 |
75,127 |
72.5% |
747,311 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
445-3 |
441-1 |
424-5 |
|
R3 |
436-7 |
432-5 |
422-3 |
|
R2 |
428-3 |
428-3 |
421-4 |
|
R1 |
424-1 |
424-1 |
420-6 |
424-2 |
PP |
419-7 |
419-7 |
419-7 |
419-7 |
S1 |
415-5 |
415-5 |
419-2 |
415-6 |
S2 |
411-3 |
411-3 |
418-4 |
|
S3 |
402-7 |
407-1 |
417-5 |
|
S4 |
394-3 |
398-5 |
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% |
9-5 |
2.3% |
20% |
False |
True |
151,993 |
10 |
437-4 |
412-4 |
25-0 |
6.0% |
9-7 |
2.4% |
30% |
False |
False |
160,888 |
20 |
439-0 |
390-2 |
48-6 |
11.6% |
10-7 |
2.6% |
61% |
False |
False |
163,158 |
40 |
439-0 |
367-2 |
71-6 |
17.1% |
9-4 |
2.3% |
74% |
False |
False |
142,601 |
60 |
439-0 |
343-2 |
95-6 |
22.8% |
8-2 |
2.0% |
80% |
False |
False |
116,753 |
80 |
439-0 |
343-2 |
95-6 |
22.8% |
7-7 |
1.9% |
80% |
False |
False |
99,483 |
100 |
439-0 |
343-2 |
95-6 |
22.8% |
7-5 |
1.8% |
80% |
False |
False |
88,457 |
120 |
439-0 |
343-2 |
95-6 |
22.8% |
7-1 |
1.7% |
80% |
False |
False |
78,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
460-1 |
2.618 |
446-2 |
1.618 |
437-6 |
1.000 |
432-4 |
0.618 |
429-2 |
HIGH |
424-0 |
0.618 |
420-6 |
0.500 |
419-6 |
0.382 |
418-6 |
LOW |
415-4 |
0.618 |
410-2 |
1.000 |
407-0 |
1.618 |
401-6 |
2.618 |
393-2 |
4.250 |
379-3 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
419-7 |
426-3 |
PP |
419-7 |
424-2 |
S1 |
419-6 |
422-1 |
|