CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
435-6 |
442-4 |
6-6 |
1.5% |
436-6 |
High |
440-4 |
445-0 |
4-4 |
1.0% |
440-4 |
Low |
434-2 |
441-2 |
7-0 |
1.6% |
415-4 |
Close |
436-0 |
441-4 |
5-4 |
1.3% |
436-0 |
Range |
6-2 |
3-6 |
-2-4 |
-40.0% |
25-0 |
ATR |
11-1 |
11-0 |
-0-1 |
-1.4% |
0-0 |
Volume |
162,299 |
171,863 |
9,564 |
5.9% |
713,321 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
453-7 |
451-3 |
443-4 |
|
R3 |
450-1 |
447-5 |
442-4 |
|
R2 |
446-3 |
446-3 |
442-2 |
|
R1 |
443-7 |
443-7 |
441-7 |
443-2 |
PP |
442-5 |
442-5 |
442-5 |
442-2 |
S1 |
440-1 |
440-1 |
441-1 |
439-4 |
S2 |
438-7 |
438-7 |
440-6 |
|
S3 |
435-1 |
436-3 |
440-4 |
|
S4 |
431-3 |
432-5 |
439-4 |
|
|
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 |
445-0 |
415-4 |
29-4 |
6.7% |
7-3 |
1.7% |
88% |
True |
False |
148,327 |
10 |
445-0 |
415-4 |
29-4 |
6.7% |
8-5 |
2.0% |
88% |
True |
False |
151,738 |
20 |
445-0 |
399-4 |
45-4 |
10.3% |
10-1 |
2.3% |
92% |
True |
False |
164,184 |
40 |
445-0 |
375-6 |
69-2 |
15.7% |
9-2 |
2.1% |
95% |
True |
False |
141,980 |
60 |
445-0 |
343-2 |
101-6 |
23.0% |
8-2 |
1.9% |
97% |
True |
False |
122,001 |
80 |
445-0 |
343-2 |
101-6 |
23.0% |
7-6 |
1.8% |
97% |
True |
False |
103,712 |
100 |
445-0 |
343-2 |
101-6 |
23.0% |
7-5 |
1.7% |
97% |
True |
False |
92,035 |
120 |
445-0 |
343-2 |
101-6 |
23.0% |
7-1 |
1.6% |
97% |
True |
False |
81,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
461-0 |
2.618 |
454-7 |
1.618 |
451-1 |
1.000 |
448-6 |
0.618 |
447-3 |
HIGH |
445-0 |
0.618 |
443-5 |
0.500 |
443-1 |
0.382 |
442-5 |
LOW |
441-2 |
0.618 |
438-7 |
1.000 |
437-4 |
1.618 |
435-1 |
2.618 |
431-3 |
4.250 |
425-2 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
443-1 |
439-3 |
PP |
442-5 |
437-3 |
S1 |
442-0 |
435-2 |
|