CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
442-4 |
440-4 |
-2-0 |
-0.5% |
436-6 |
High |
445-0 |
444-4 |
-0-4 |
-0.1% |
440-4 |
Low |
441-2 |
438-0 |
-3-2 |
-0.7% |
415-4 |
Close |
441-4 |
439-2 |
-2-2 |
-0.5% |
436-0 |
Range |
3-6 |
6-4 |
2-6 |
73.3% |
25-0 |
ATR |
11-0 |
10-5 |
-0-3 |
-2.9% |
0-0 |
Volume |
171,863 |
182,670 |
10,807 |
6.3% |
713,321 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
460-1 |
456-1 |
442-7 |
|
R3 |
453-5 |
449-5 |
441-0 |
|
R2 |
447-1 |
447-1 |
440-4 |
|
R1 |
443-1 |
443-1 |
439-7 |
441-7 |
PP |
440-5 |
440-5 |
440-5 |
440-0 |
S1 |
436-5 |
436-5 |
438-5 |
435-3 |
S2 |
434-1 |
434-1 |
438-0 |
|
S3 |
427-5 |
430-1 |
437-4 |
|
S4 |
421-1 |
423-5 |
435-5 |
|
|
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% |
6-7 |
1.6% |
81% |
False |
False |
164,131 |
10 |
445-0 |
415-4 |
29-4 |
6.7% |
8-3 |
1.9% |
81% |
False |
False |
156,948 |
20 |
445-0 |
406-0 |
39-0 |
8.9% |
10-0 |
2.3% |
85% |
False |
False |
163,640 |
40 |
445-0 |
375-6 |
69-2 |
15.8% |
9-1 |
2.1% |
92% |
False |
False |
144,118 |
60 |
445-0 |
343-2 |
101-6 |
23.2% |
8-3 |
1.9% |
94% |
False |
False |
124,142 |
80 |
445-0 |
343-2 |
101-6 |
23.2% |
7-6 |
1.8% |
94% |
False |
False |
104,938 |
100 |
445-0 |
343-2 |
101-6 |
23.2% |
7-5 |
1.7% |
94% |
False |
False |
93,454 |
120 |
445-0 |
343-2 |
101-6 |
23.2% |
7-1 |
1.6% |
94% |
False |
False |
82,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
472-1 |
2.618 |
461-4 |
1.618 |
455-0 |
1.000 |
451-0 |
0.618 |
448-4 |
HIGH |
444-4 |
0.618 |
442-0 |
0.500 |
441-2 |
0.382 |
440-4 |
LOW |
438-0 |
0.618 |
434-0 |
1.000 |
431-4 |
1.618 |
427-4 |
2.618 |
421-0 |
4.250 |
410-3 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
441-2 |
439-5 |
PP |
440-5 |
439-4 |
S1 |
439-7 |
439-3 |
|