CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
390-0 |
396-0 |
6-0 |
1.5% |
368-4 |
| High |
393-4 |
401-0 |
7-4 |
1.9% |
393-2 |
| Low |
385-0 |
393-0 |
8-0 |
2.1% |
362-0 |
| Close |
389-4 |
400-2 |
10-6 |
2.8% |
392-6 |
| Range |
8-4 |
8-0 |
-0-4 |
-5.9% |
31-2 |
| ATR |
10-0 |
10-1 |
0-1 |
1.1% |
0-0 |
| Volume |
55,359 |
68,717 |
13,358 |
24.1% |
334,317 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
422-1 |
419-1 |
404-5 |
|
| R3 |
414-1 |
411-1 |
402-4 |
|
| R2 |
406-1 |
406-1 |
401-6 |
|
| R1 |
403-1 |
403-1 |
401-0 |
404-5 |
| PP |
398-1 |
398-1 |
398-1 |
398-6 |
| S1 |
395-1 |
395-1 |
399-4 |
396-5 |
| S2 |
390-1 |
390-1 |
398-6 |
|
| S3 |
382-1 |
387-1 |
398-0 |
|
| S4 |
374-1 |
379-1 |
395-7 |
|
|
| 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 |
375-4 |
28-0 |
7.0% |
10-1 |
2.5% |
88% |
False |
False |
73,533 |
| 10 |
403-4 |
362-0 |
41-4 |
10.4% |
9-3 |
2.3% |
92% |
False |
False |
66,604 |
| 20 |
403-4 |
362-0 |
41-4 |
10.4% |
8-0 |
2.0% |
92% |
False |
False |
69,964 |
| 40 |
403-4 |
333-0 |
70-4 |
17.6% |
7-3 |
1.8% |
95% |
False |
False |
73,755 |
| 60 |
403-4 |
333-0 |
70-4 |
17.6% |
6-7 |
1.7% |
95% |
False |
False |
59,411 |
| 80 |
403-4 |
333-0 |
70-4 |
17.6% |
6-6 |
1.7% |
95% |
False |
False |
51,834 |
| 100 |
403-4 |
333-0 |
70-4 |
17.6% |
6-1 |
1.5% |
95% |
False |
False |
43,926 |
| 120 |
406-4 |
333-0 |
73-4 |
18.4% |
5-4 |
1.4% |
91% |
False |
False |
37,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
435-0 |
|
2.618 |
422-0 |
|
1.618 |
414-0 |
|
1.000 |
409-0 |
|
0.618 |
406-0 |
|
HIGH |
401-0 |
|
0.618 |
398-0 |
|
0.500 |
397-0 |
|
0.382 |
396-0 |
|
LOW |
393-0 |
|
0.618 |
388-0 |
|
1.000 |
385-0 |
|
1.618 |
380-0 |
|
2.618 |
372-0 |
|
4.250 |
359-0 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
399-1 |
398-2 |
| PP |
398-1 |
396-2 |
| S1 |
397-0 |
394-2 |
|