CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
404-4 |
397-0 |
-7-4 |
-1.9% |
401-0 |
| High |
411-0 |
400-0 |
-11-0 |
-2.7% |
425-2 |
| Low |
402-0 |
393-0 |
-9-0 |
-2.2% |
385-0 |
| Close |
403-0 |
393-4 |
-9-4 |
-2.4% |
405-0 |
| Range |
9-0 |
7-0 |
-2-0 |
-22.2% |
40-2 |
| ATR |
11-1 |
11-0 |
-0-1 |
-0.7% |
0-0 |
| Volume |
88,185 |
90,389 |
2,204 |
2.5% |
451,732 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
416-4 |
412-0 |
397-3 |
|
| R3 |
409-4 |
405-0 |
395-3 |
|
| R2 |
402-4 |
402-4 |
394-6 |
|
| R1 |
398-0 |
398-0 |
394-1 |
396-6 |
| PP |
395-4 |
395-4 |
395-4 |
394-7 |
| S1 |
391-0 |
391-0 |
392-7 |
389-6 |
| S2 |
388-4 |
388-4 |
392-2 |
|
| S3 |
381-4 |
384-0 |
391-5 |
|
| S4 |
374-4 |
377-0 |
389-5 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
525-7 |
505-5 |
427-1 |
|
| R3 |
485-5 |
465-3 |
416-1 |
|
| R2 |
445-3 |
445-3 |
412-3 |
|
| R1 |
425-1 |
425-1 |
408-6 |
435-2 |
| PP |
405-1 |
405-1 |
405-1 |
410-1 |
| S1 |
384-7 |
384-7 |
401-2 |
395-0 |
| S2 |
364-7 |
364-7 |
397-5 |
|
| S3 |
324-5 |
344-5 |
393-7 |
|
| S4 |
284-3 |
304-3 |
382-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
425-2 |
392-4 |
32-6 |
8.3% |
12-3 |
3.2% |
3% |
False |
False |
96,665 |
| 10 |
425-2 |
368-2 |
57-0 |
14.5% |
11-4 |
2.9% |
44% |
False |
False |
83,073 |
| 20 |
425-2 |
362-0 |
63-2 |
16.1% |
9-4 |
2.4% |
50% |
False |
False |
76,097 |
| 40 |
425-2 |
333-0 |
92-2 |
23.4% |
8-3 |
2.1% |
66% |
False |
False |
75,883 |
| 60 |
425-2 |
333-0 |
92-2 |
23.4% |
7-3 |
1.9% |
66% |
False |
False |
64,596 |
| 80 |
425-2 |
333-0 |
92-2 |
23.4% |
7-1 |
1.8% |
66% |
False |
False |
55,603 |
| 100 |
425-2 |
333-0 |
92-2 |
23.4% |
6-4 |
1.7% |
66% |
False |
False |
47,690 |
| 120 |
425-2 |
333-0 |
92-2 |
23.4% |
5-7 |
1.5% |
66% |
False |
False |
41,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
429-6 |
|
2.618 |
418-3 |
|
1.618 |
411-3 |
|
1.000 |
407-0 |
|
0.618 |
404-3 |
|
HIGH |
400-0 |
|
0.618 |
397-3 |
|
0.500 |
396-4 |
|
0.382 |
395-5 |
|
LOW |
393-0 |
|
0.618 |
388-5 |
|
1.000 |
386-0 |
|
1.618 |
381-5 |
|
2.618 |
374-5 |
|
4.250 |
363-2 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
396-4 |
401-6 |
| PP |
395-4 |
399-0 |
| S1 |
394-4 |
396-2 |
|