CME Pit-Traded Corn Future December 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
446-0 |
446-2 |
0-2 |
0.1% |
436-6 |
| High |
447-2 |
448-0 |
0-6 |
0.2% |
440-4 |
| Low |
442-0 |
443-4 |
1-4 |
0.3% |
415-4 |
| Close |
446-6 |
447-4 |
0-6 |
0.2% |
436-0 |
| Range |
5-2 |
4-4 |
-0-6 |
-14.3% |
25-0 |
| ATR |
10-4 |
10-0 |
-0-3 |
-4.1% |
0-0 |
| Volume |
194,768 |
146,539 |
-48,229 |
-24.8% |
713,321 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
459-7 |
458-1 |
450-0 |
|
| R3 |
455-3 |
453-5 |
448-6 |
|
| R2 |
450-7 |
450-7 |
448-3 |
|
| R1 |
449-1 |
449-1 |
447-7 |
450-0 |
| PP |
446-3 |
446-3 |
446-3 |
446-6 |
| S1 |
444-5 |
444-5 |
447-1 |
445-4 |
| S2 |
441-7 |
441-7 |
446-5 |
|
| S3 |
437-3 |
440-1 |
446-2 |
|
| S4 |
432-7 |
435-5 |
445-0 |
|
|
| 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 |
448-0 |
434-2 |
13-6 |
3.1% |
5-2 |
1.2% |
96% |
True |
False |
171,627 |
| 10 |
448-0 |
415-4 |
32-4 |
7.3% |
7-2 |
1.6% |
98% |
True |
False |
158,639 |
| 20 |
448-0 |
406-0 |
42-0 |
9.4% |
8-6 |
2.0% |
99% |
True |
False |
167,535 |
| 40 |
448-0 |
375-6 |
72-2 |
16.1% |
9-1 |
2.0% |
99% |
True |
False |
146,641 |
| 60 |
448-0 |
343-2 |
104-6 |
23.4% |
8-3 |
1.9% |
100% |
True |
False |
127,614 |
| 80 |
448-0 |
343-2 |
104-6 |
23.4% |
7-6 |
1.7% |
100% |
True |
False |
108,092 |
| 100 |
448-0 |
343-2 |
104-6 |
23.4% |
7-5 |
1.7% |
100% |
True |
False |
96,272 |
| 120 |
448-0 |
343-2 |
104-6 |
23.4% |
7-2 |
1.6% |
100% |
True |
False |
84,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
467-1 |
|
2.618 |
459-6 |
|
1.618 |
455-2 |
|
1.000 |
452-4 |
|
0.618 |
450-6 |
|
HIGH |
448-0 |
|
0.618 |
446-2 |
|
0.500 |
445-6 |
|
0.382 |
445-2 |
|
LOW |
443-4 |
|
0.618 |
440-6 |
|
1.000 |
439-0 |
|
1.618 |
436-2 |
|
2.618 |
431-6 |
|
4.250 |
424-3 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
446-7 |
446-0 |
| PP |
446-3 |
444-4 |
| S1 |
445-6 |
443-0 |
|