CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
397-0 |
393-6 |
-3-2 |
-0.8% |
401-0 |
| High |
400-0 |
400-0 |
0-0 |
0.0% |
425-2 |
| Low |
393-0 |
391-0 |
-2-0 |
-0.5% |
385-0 |
| Close |
393-4 |
395-4 |
2-0 |
0.5% |
405-0 |
| Range |
7-0 |
9-0 |
2-0 |
28.6% |
40-2 |
| ATR |
11-0 |
10-7 |
-0-1 |
-1.3% |
0-0 |
| Volume |
90,389 |
112,329 |
21,940 |
24.3% |
451,732 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
422-4 |
418-0 |
400-4 |
|
| R3 |
413-4 |
409-0 |
398-0 |
|
| R2 |
404-4 |
404-4 |
397-1 |
|
| R1 |
400-0 |
400-0 |
396-3 |
402-2 |
| PP |
395-4 |
395-4 |
395-4 |
396-5 |
| S1 |
391-0 |
391-0 |
394-5 |
393-2 |
| S2 |
386-4 |
386-4 |
393-7 |
|
| S3 |
377-4 |
382-0 |
393-0 |
|
| S4 |
368-4 |
373-0 |
390-4 |
|
|
| 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 |
391-0 |
34-2 |
8.7% |
12-5 |
3.2% |
13% |
False |
True |
105,387 |
| 10 |
425-2 |
375-4 |
49-6 |
12.6% |
11-3 |
2.9% |
40% |
False |
False |
89,460 |
| 20 |
425-2 |
362-0 |
63-2 |
16.0% |
9-4 |
2.4% |
53% |
False |
False |
77,891 |
| 40 |
425-2 |
333-0 |
92-2 |
23.3% |
8-4 |
2.1% |
68% |
False |
False |
77,452 |
| 60 |
425-2 |
333-0 |
92-2 |
23.3% |
7-3 |
1.9% |
68% |
False |
False |
66,156 |
| 80 |
425-2 |
333-0 |
92-2 |
23.3% |
7-1 |
1.8% |
68% |
False |
False |
56,730 |
| 100 |
425-2 |
333-0 |
92-2 |
23.3% |
6-5 |
1.7% |
68% |
False |
False |
48,684 |
| 120 |
425-2 |
333-0 |
92-2 |
23.3% |
6-0 |
1.5% |
68% |
False |
False |
42,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
438-2 |
|
2.618 |
423-4 |
|
1.618 |
414-4 |
|
1.000 |
409-0 |
|
0.618 |
405-4 |
|
HIGH |
400-0 |
|
0.618 |
396-4 |
|
0.500 |
395-4 |
|
0.382 |
394-4 |
|
LOW |
391-0 |
|
0.618 |
385-4 |
|
1.000 |
382-0 |
|
1.618 |
376-4 |
|
2.618 |
367-4 |
|
4.250 |
352-6 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
395-4 |
401-0 |
| PP |
395-4 |
399-1 |
| S1 |
395-4 |
397-3 |
|