CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
440-4 |
446-0 |
5-4 |
1.2% |
436-6 |
High |
444-4 |
447-2 |
2-6 |
0.6% |
440-4 |
Low |
438-0 |
442-0 |
4-0 |
0.9% |
415-4 |
Close |
439-2 |
446-6 |
7-4 |
1.7% |
436-0 |
Range |
6-4 |
5-2 |
-1-2 |
-19.2% |
25-0 |
ATR |
10-5 |
10-4 |
-0-2 |
-1.8% |
0-0 |
Volume |
182,670 |
194,768 |
12,098 |
6.6% |
713,321 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
461-1 |
459-1 |
449-5 |
|
R3 |
455-7 |
453-7 |
448-2 |
|
R2 |
450-5 |
450-5 |
447-6 |
|
R1 |
448-5 |
448-5 |
447-2 |
449-5 |
PP |
445-3 |
445-3 |
445-3 |
445-6 |
S1 |
443-3 |
443-3 |
446-2 |
444-3 |
S2 |
440-1 |
440-1 |
445-6 |
|
S3 |
434-7 |
438-1 |
445-2 |
|
S4 |
429-5 |
432-7 |
443-7 |
|
|
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 |
447-2 |
425-4 |
21-6 |
4.9% |
6-2 |
1.4% |
98% |
True |
False |
167,329 |
10 |
447-2 |
415-4 |
31-6 |
7.1% |
7-7 |
1.8% |
98% |
True |
False |
159,661 |
20 |
447-2 |
406-0 |
41-2 |
9.2% |
9-6 |
2.2% |
99% |
True |
False |
167,467 |
40 |
447-2 |
375-6 |
71-4 |
16.0% |
9-1 |
2.0% |
99% |
True |
False |
145,733 |
60 |
447-2 |
343-2 |
104-0 |
23.3% |
8-3 |
1.9% |
100% |
True |
False |
126,329 |
80 |
447-2 |
343-2 |
104-0 |
23.3% |
7-6 |
1.7% |
100% |
True |
False |
106,888 |
100 |
447-2 |
343-2 |
104-0 |
23.3% |
7-5 |
1.7% |
100% |
True |
False |
95,089 |
120 |
447-2 |
343-2 |
104-0 |
23.3% |
7-2 |
1.6% |
100% |
True |
False |
83,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
469-4 |
2.618 |
461-0 |
1.618 |
455-6 |
1.000 |
452-4 |
0.618 |
450-4 |
HIGH |
447-2 |
0.618 |
445-2 |
0.500 |
444-5 |
0.382 |
444-0 |
LOW |
442-0 |
0.618 |
438-6 |
1.000 |
436-6 |
1.618 |
433-4 |
2.618 |
428-2 |
4.250 |
419-6 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
446-0 |
445-3 |
PP |
445-3 |
444-0 |
S1 |
444-5 |
442-5 |
|