CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
393-6 |
400-4 |
6-6 |
1.7% |
401-0 |
| High |
400-0 |
414-0 |
14-0 |
3.5% |
425-2 |
| Low |
391-0 |
398-2 |
7-2 |
1.9% |
385-0 |
| Close |
395-4 |
406-2 |
10-6 |
2.7% |
405-0 |
| Range |
9-0 |
15-6 |
6-6 |
75.0% |
40-2 |
| ATR |
10-7 |
11-3 |
0-4 |
5.0% |
0-0 |
| Volume |
112,329 |
133,761 |
21,432 |
19.1% |
451,732 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
453-3 |
445-5 |
414-7 |
|
| R3 |
437-5 |
429-7 |
410-5 |
|
| R2 |
421-7 |
421-7 |
409-1 |
|
| R1 |
414-1 |
414-1 |
407-6 |
418-0 |
| PP |
406-1 |
406-1 |
406-1 |
408-1 |
| S1 |
398-3 |
398-3 |
404-6 |
402-2 |
| S2 |
390-3 |
390-3 |
403-3 |
|
| S3 |
374-5 |
382-5 |
401-7 |
|
| S4 |
358-7 |
366-7 |
397-5 |
|
|
| 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 |
414-0 |
391-0 |
23-0 |
5.7% |
10-6 |
2.6% |
66% |
True |
False |
104,210 |
| 10 |
425-2 |
382-2 |
43-0 |
10.6% |
12-0 |
2.9% |
56% |
False |
False |
95,251 |
| 20 |
425-2 |
362-0 |
63-2 |
15.6% |
9-7 |
2.4% |
70% |
False |
False |
81,047 |
| 40 |
425-2 |
333-0 |
92-2 |
22.7% |
8-6 |
2.1% |
79% |
False |
False |
79,508 |
| 60 |
425-2 |
333-0 |
92-2 |
22.7% |
7-5 |
1.9% |
79% |
False |
False |
68,096 |
| 80 |
425-2 |
333-0 |
92-2 |
22.7% |
7-2 |
1.8% |
79% |
False |
False |
58,217 |
| 100 |
425-2 |
333-0 |
92-2 |
22.7% |
6-6 |
1.7% |
79% |
False |
False |
49,960 |
| 120 |
425-2 |
333-0 |
92-2 |
22.7% |
6-1 |
1.5% |
79% |
False |
False |
43,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
481-0 |
|
2.618 |
455-2 |
|
1.618 |
439-4 |
|
1.000 |
429-6 |
|
0.618 |
423-6 |
|
HIGH |
414-0 |
|
0.618 |
408-0 |
|
0.500 |
406-1 |
|
0.382 |
404-2 |
|
LOW |
398-2 |
|
0.618 |
388-4 |
|
1.000 |
382-4 |
|
1.618 |
372-6 |
|
2.618 |
357-0 |
|
4.250 |
331-2 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
406-2 |
405-0 |
| PP |
406-1 |
403-6 |
| S1 |
406-1 |
402-4 |
|