CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
425-4 |
435-6 |
10-2 |
2.4% |
436-6 |
High |
434-6 |
440-4 |
5-6 |
1.3% |
440-4 |
Low |
425-4 |
434-2 |
8-6 |
2.1% |
415-4 |
Close |
432-0 |
436-0 |
4-0 |
0.9% |
436-0 |
Range |
9-2 |
6-2 |
-3-0 |
-32.4% |
25-0 |
ATR |
11-3 |
11-1 |
-0-2 |
-1.8% |
0-0 |
Volume |
125,048 |
162,299 |
37,251 |
29.8% |
713,321 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
455-5 |
452-1 |
439-4 |
|
R3 |
449-3 |
445-7 |
437-6 |
|
R2 |
443-1 |
443-1 |
437-1 |
|
R1 |
439-5 |
439-5 |
436-5 |
441-3 |
PP |
436-7 |
436-7 |
436-7 |
437-6 |
S1 |
433-3 |
433-3 |
435-3 |
435-1 |
S2 |
430-5 |
430-5 |
434-7 |
|
S3 |
424-3 |
427-1 |
434-2 |
|
S4 |
418-1 |
420-7 |
432-4 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
505-5 |
495-7 |
449-6 |
|
R3 |
480-5 |
470-7 |
442-7 |
|
R2 |
455-5 |
455-5 |
440-5 |
|
R1 |
445-7 |
445-7 |
438-2 |
438-2 |
PP |
430-5 |
430-5 |
430-5 |
426-7 |
S1 |
420-7 |
420-7 |
433-6 |
413-2 |
S2 |
405-5 |
405-5 |
431-3 |
|
S3 |
380-5 |
395-7 |
429-1 |
|
S4 |
355-5 |
370-7 |
422-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
440-4 |
415-4 |
25-0 |
5.7% |
8-0 |
1.8% |
82% |
True |
False |
142,664 |
10 |
440-4 |
415-4 |
25-0 |
5.7% |
9-3 |
2.2% |
82% |
True |
False |
146,063 |
20 |
440-4 |
399-4 |
41-0 |
9.4% |
10-5 |
2.4% |
89% |
True |
False |
164,016 |
40 |
440-4 |
375-6 |
64-6 |
14.9% |
9-2 |
2.1% |
93% |
True |
False |
141,453 |
60 |
440-4 |
343-2 |
97-2 |
22.3% |
8-3 |
1.9% |
95% |
True |
False |
119,969 |
80 |
440-4 |
343-2 |
97-2 |
22.3% |
7-7 |
1.8% |
95% |
True |
False |
102,127 |
100 |
440-4 |
343-2 |
97-2 |
22.3% |
7-5 |
1.7% |
95% |
True |
False |
90,873 |
120 |
440-4 |
343-2 |
97-2 |
22.3% |
7-1 |
1.6% |
95% |
True |
False |
80,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
467-0 |
2.618 |
456-7 |
1.618 |
450-5 |
1.000 |
446-6 |
0.618 |
444-3 |
HIGH |
440-4 |
0.618 |
438-1 |
0.500 |
437-3 |
0.382 |
436-5 |
LOW |
434-2 |
0.618 |
430-3 |
1.000 |
428-0 |
1.618 |
424-1 |
2.618 |
417-7 |
4.250 |
407-6 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
437-3 |
433-3 |
PP |
436-7 |
430-5 |
S1 |
436-4 |
428-0 |
|