CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
401-0 |
390-0 |
-11-0 |
-2.7% |
368-4 |
| High |
403-4 |
393-4 |
-10-0 |
-2.5% |
393-2 |
| Low |
390-0 |
385-0 |
-5-0 |
-1.3% |
362-0 |
| Close |
390-4 |
389-4 |
-1-0 |
-0.3% |
392-6 |
| Range |
13-4 |
8-4 |
-5-0 |
-37.0% |
31-2 |
| ATR |
10-1 |
10-0 |
-0-1 |
-1.1% |
0-0 |
| Volume |
91,621 |
55,359 |
-36,262 |
-39.6% |
334,317 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414-7 |
410-5 |
394-1 |
|
| R3 |
406-3 |
402-1 |
391-7 |
|
| R2 |
397-7 |
397-7 |
391-0 |
|
| R1 |
393-5 |
393-5 |
390-2 |
391-4 |
| PP |
389-3 |
389-3 |
389-3 |
388-2 |
| S1 |
385-1 |
385-1 |
388-6 |
383-0 |
| S2 |
380-7 |
380-7 |
388-0 |
|
| S3 |
372-3 |
376-5 |
387-1 |
|
| S4 |
363-7 |
368-1 |
384-7 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
476-3 |
465-7 |
410-0 |
|
| R3 |
445-1 |
434-5 |
401-3 |
|
| R2 |
413-7 |
413-7 |
398-4 |
|
| R1 |
403-3 |
403-3 |
395-5 |
408-5 |
| PP |
382-5 |
382-5 |
382-5 |
385-2 |
| S1 |
372-1 |
372-1 |
389-7 |
377-3 |
| S2 |
351-3 |
351-3 |
387-0 |
|
| S3 |
320-1 |
340-7 |
384-1 |
|
| S4 |
288-7 |
309-5 |
375-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
403-4 |
368-2 |
35-2 |
9.1% |
10-5 |
2.7% |
60% |
False |
False |
69,481 |
| 10 |
403-4 |
362-0 |
41-4 |
10.7% |
9-0 |
2.3% |
66% |
False |
False |
66,169 |
| 20 |
403-4 |
362-0 |
41-4 |
10.7% |
7-7 |
2.0% |
66% |
False |
False |
71,212 |
| 40 |
403-4 |
333-0 |
70-4 |
18.1% |
7-2 |
1.9% |
80% |
False |
False |
73,782 |
| 60 |
403-4 |
333-0 |
70-4 |
18.1% |
6-7 |
1.8% |
80% |
False |
False |
58,706 |
| 80 |
403-4 |
333-0 |
70-4 |
18.1% |
6-6 |
1.7% |
80% |
False |
False |
51,239 |
| 100 |
403-4 |
333-0 |
70-4 |
18.1% |
6-0 |
1.6% |
80% |
False |
False |
43,346 |
| 120 |
406-4 |
333-0 |
73-4 |
18.9% |
5-4 |
1.4% |
77% |
False |
False |
37,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
429-5 |
|
2.618 |
415-6 |
|
1.618 |
407-2 |
|
1.000 |
402-0 |
|
0.618 |
398-6 |
|
HIGH |
393-4 |
|
0.618 |
390-2 |
|
0.500 |
389-2 |
|
0.382 |
388-2 |
|
LOW |
385-0 |
|
0.618 |
379-6 |
|
1.000 |
376-4 |
|
1.618 |
371-2 |
|
2.618 |
362-6 |
|
4.250 |
348-7 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
389-3 |
392-7 |
| PP |
389-3 |
391-6 |
| S1 |
389-2 |
390-5 |
|