CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
446-2 |
447-2 |
1-0 |
0.2% |
442-4 |
High |
448-0 |
466-6 |
18-6 |
4.2% |
466-6 |
Low |
443-4 |
446-0 |
2-4 |
0.6% |
438-0 |
Close |
447-4 |
464-4 |
17-0 |
3.8% |
464-4 |
Range |
4-4 |
20-6 |
16-2 |
361.1% |
28-6 |
ATR |
10-0 |
10-7 |
0-6 |
7.6% |
0-0 |
Volume |
146,539 |
116,779 |
-29,760 |
-20.3% |
812,619 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
521-3 |
513-5 |
475-7 |
|
R3 |
500-5 |
492-7 |
470-2 |
|
R2 |
479-7 |
479-7 |
468-2 |
|
R1 |
472-1 |
472-1 |
466-3 |
476-0 |
PP |
459-1 |
459-1 |
459-1 |
461-0 |
S1 |
451-3 |
451-3 |
462-5 |
455-2 |
S2 |
438-3 |
438-3 |
460-6 |
|
S3 |
417-5 |
430-5 |
458-6 |
|
S4 |
396-7 |
409-7 |
453-1 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
542-5 |
532-3 |
480-2 |
|
R3 |
513-7 |
503-5 |
472-3 |
|
R2 |
485-1 |
485-1 |
469-6 |
|
R1 |
474-7 |
474-7 |
467-1 |
480-0 |
PP |
456-3 |
456-3 |
456-3 |
459-0 |
S1 |
446-1 |
446-1 |
461-7 |
451-2 |
S2 |
427-5 |
427-5 |
459-2 |
|
S3 |
398-7 |
417-3 |
456-5 |
|
S4 |
370-1 |
388-5 |
448-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
466-6 |
438-0 |
28-6 |
6.2% |
8-1 |
1.8% |
92% |
True |
False |
162,523 |
10 |
466-6 |
415-4 |
51-2 |
11.0% |
8-1 |
1.7% |
96% |
True |
False |
152,594 |
20 |
466-6 |
406-0 |
60-6 |
13.1% |
9-1 |
2.0% |
96% |
True |
False |
159,426 |
40 |
466-6 |
375-6 |
91-0 |
19.6% |
9-4 |
2.0% |
98% |
True |
False |
145,594 |
60 |
466-6 |
343-2 |
123-4 |
26.6% |
8-5 |
1.9% |
98% |
True |
False |
128,438 |
80 |
466-6 |
343-2 |
123-4 |
26.6% |
7-7 |
1.7% |
98% |
True |
False |
108,742 |
100 |
466-6 |
343-2 |
123-4 |
26.6% |
7-6 |
1.7% |
98% |
True |
False |
96,966 |
120 |
466-6 |
343-2 |
123-4 |
26.6% |
7-3 |
1.6% |
98% |
True |
False |
85,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
555-0 |
2.618 |
521-1 |
1.618 |
500-3 |
1.000 |
487-4 |
0.618 |
479-5 |
HIGH |
466-6 |
0.618 |
458-7 |
0.500 |
456-3 |
0.382 |
453-7 |
LOW |
446-0 |
0.618 |
433-1 |
1.000 |
425-2 |
1.618 |
412-3 |
2.618 |
391-5 |
4.250 |
357-6 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
461-6 |
461-1 |
PP |
459-1 |
457-6 |
S1 |
456-3 |
454-3 |
|