CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
409-0 |
412-0 |
3-0 |
0.7% |
404-4 |
| High |
416-4 |
419-4 |
3-0 |
0.7% |
414-0 |
| Low |
406-4 |
409-4 |
3-0 |
0.7% |
391-0 |
| Close |
414-6 |
418-4 |
3-6 |
0.9% |
411-6 |
| Range |
10-0 |
10-0 |
0-0 |
0.0% |
23-0 |
| ATR |
11-1 |
11-0 |
-0-1 |
-0.7% |
0-0 |
| Volume |
84,489 |
74,660 |
-9,829 |
-11.6% |
483,122 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
445-7 |
442-1 |
424-0 |
|
| R3 |
435-7 |
432-1 |
421-2 |
|
| R2 |
425-7 |
425-7 |
420-3 |
|
| R1 |
422-1 |
422-1 |
419-3 |
424-0 |
| PP |
415-7 |
415-7 |
415-7 |
416-6 |
| S1 |
412-1 |
412-1 |
417-5 |
414-0 |
| S2 |
405-7 |
405-7 |
416-5 |
|
| S3 |
395-7 |
402-1 |
415-6 |
|
| S4 |
385-7 |
392-1 |
413-0 |
|
|
| 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 |
419-4 |
398-2 |
21-2 |
5.1% |
10-2 |
2.4% |
95% |
True |
False |
79,899 |
| 10 |
425-2 |
391-0 |
34-2 |
8.2% |
11-3 |
2.7% |
80% |
False |
False |
92,643 |
| 20 |
425-2 |
362-0 |
63-2 |
15.1% |
10-3 |
2.5% |
89% |
False |
False |
79,623 |
| 40 |
425-2 |
333-0 |
92-2 |
22.0% |
8-6 |
2.1% |
93% |
False |
False |
80,252 |
| 60 |
425-2 |
333-0 |
92-2 |
22.0% |
7-6 |
1.8% |
93% |
False |
False |
71,082 |
| 80 |
425-2 |
333-0 |
92-2 |
22.0% |
7-3 |
1.8% |
93% |
False |
False |
59,977 |
| 100 |
425-2 |
333-0 |
92-2 |
22.0% |
7-0 |
1.7% |
93% |
False |
False |
52,326 |
| 120 |
425-2 |
333-0 |
92-2 |
22.0% |
6-3 |
1.5% |
93% |
False |
False |
45,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
462-0 |
|
2.618 |
445-5 |
|
1.618 |
435-5 |
|
1.000 |
429-4 |
|
0.618 |
425-5 |
|
HIGH |
419-4 |
|
0.618 |
415-5 |
|
0.500 |
414-4 |
|
0.382 |
413-3 |
|
LOW |
409-4 |
|
0.618 |
403-3 |
|
1.000 |
399-4 |
|
1.618 |
393-3 |
|
2.618 |
383-3 |
|
4.250 |
367-0 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
417-1 |
416-5 |
| PP |
415-7 |
414-5 |
| S1 |
414-4 |
412-6 |
|