CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
413-0 |
409-0 |
-4-0 |
-1.0% |
404-4 |
| High |
417-2 |
416-4 |
-0-6 |
-0.2% |
414-0 |
| Low |
406-0 |
406-4 |
0-4 |
0.1% |
391-0 |
| Close |
407-2 |
414-6 |
7-4 |
1.8% |
411-6 |
| Range |
11-2 |
10-0 |
-1-2 |
-11.1% |
23-0 |
| ATR |
11-1 |
11-1 |
-0-1 |
-0.7% |
0-0 |
| Volume |
48,127 |
84,489 |
36,362 |
75.6% |
483,122 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
442-5 |
438-5 |
420-2 |
|
| R3 |
432-5 |
428-5 |
417-4 |
|
| R2 |
422-5 |
422-5 |
416-5 |
|
| R1 |
418-5 |
418-5 |
415-5 |
420-5 |
| PP |
412-5 |
412-5 |
412-5 |
413-4 |
| S1 |
408-5 |
408-5 |
413-7 |
410-5 |
| S2 |
402-5 |
402-5 |
412-7 |
|
| S3 |
392-5 |
398-5 |
412-0 |
|
| S4 |
382-5 |
388-5 |
409-2 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
474-5 |
466-1 |
424-3 |
|
| R3 |
451-5 |
443-1 |
418-1 |
|
| R2 |
428-5 |
428-5 |
416-0 |
|
| R1 |
420-1 |
420-1 |
413-7 |
424-3 |
| PP |
405-5 |
405-5 |
405-5 |
407-6 |
| S1 |
397-1 |
397-1 |
409-5 |
401-3 |
| S2 |
382-5 |
382-5 |
407-4 |
|
| S3 |
359-5 |
374-1 |
405-3 |
|
| S4 |
336-5 |
351-1 |
399-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
417-2 |
391-0 |
26-2 |
6.3% |
10-0 |
2.4% |
90% |
False |
False |
87,432 |
| 10 |
425-2 |
391-0 |
34-2 |
8.3% |
11-2 |
2.7% |
69% |
False |
False |
92,049 |
| 20 |
425-2 |
362-0 |
63-2 |
15.3% |
10-1 |
2.4% |
83% |
False |
False |
79,109 |
| 40 |
425-2 |
333-0 |
92-2 |
22.2% |
8-5 |
2.1% |
89% |
False |
False |
80,024 |
| 60 |
425-2 |
333-0 |
92-2 |
22.2% |
7-5 |
1.8% |
89% |
False |
False |
70,303 |
| 80 |
425-2 |
333-0 |
92-2 |
22.2% |
7-3 |
1.8% |
89% |
False |
False |
59,436 |
| 100 |
425-2 |
333-0 |
92-2 |
22.2% |
6-7 |
1.7% |
89% |
False |
False |
51,681 |
| 120 |
425-2 |
333-0 |
92-2 |
22.2% |
6-2 |
1.5% |
89% |
False |
False |
44,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
459-0 |
|
2.618 |
442-5 |
|
1.618 |
432-5 |
|
1.000 |
426-4 |
|
0.618 |
422-5 |
|
HIGH |
416-4 |
|
0.618 |
412-5 |
|
0.500 |
411-4 |
|
0.382 |
410-3 |
|
LOW |
406-4 |
|
0.618 |
400-3 |
|
1.000 |
396-4 |
|
1.618 |
390-3 |
|
2.618 |
380-3 |
|
4.250 |
364-0 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
413-5 |
413-6 |
| PP |
412-5 |
412-5 |
| S1 |
411-4 |
411-5 |
|