CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
405-0 |
410-4 |
5-4 |
1.4% |
413-0 |
| High |
408-2 |
419-0 |
10-6 |
2.6% |
423-0 |
| Low |
400-2 |
410-0 |
9-6 |
2.4% |
406-0 |
| Close |
404-6 |
416-4 |
11-6 |
2.9% |
421-2 |
| Range |
8-0 |
9-0 |
1-0 |
12.5% |
17-0 |
| ATR |
11-0 |
11-2 |
0-2 |
2.1% |
0-0 |
| Volume |
49,991 |
77,620 |
27,629 |
55.3% |
329,723 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
442-1 |
438-3 |
421-4 |
|
| R3 |
433-1 |
429-3 |
419-0 |
|
| R2 |
424-1 |
424-1 |
418-1 |
|
| R1 |
420-3 |
420-3 |
417-3 |
422-2 |
| PP |
415-1 |
415-1 |
415-1 |
416-1 |
| S1 |
411-3 |
411-3 |
415-5 |
413-2 |
| S2 |
406-1 |
406-1 |
414-7 |
|
| S3 |
397-1 |
402-3 |
414-0 |
|
| S4 |
388-1 |
393-3 |
411-4 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467-6 |
461-4 |
430-5 |
|
| R3 |
450-6 |
444-4 |
425-7 |
|
| R2 |
433-6 |
433-6 |
424-3 |
|
| R1 |
427-4 |
427-4 |
422-6 |
430-5 |
| PP |
416-6 |
416-6 |
416-6 |
418-2 |
| S1 |
410-4 |
410-4 |
419-6 |
413-5 |
| S2 |
399-6 |
399-6 |
418-1 |
|
| S3 |
382-6 |
393-4 |
416-5 |
|
| S4 |
365-6 |
376-4 |
411-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
422-0 |
400-0 |
22-0 |
5.3% |
8-7 |
2.1% |
75% |
False |
False |
66,065 |
| 10 |
423-0 |
400-0 |
23-0 |
5.5% |
9-1 |
2.2% |
72% |
False |
False |
65,977 |
| 20 |
425-2 |
382-2 |
43-0 |
10.3% |
10-4 |
2.5% |
80% |
False |
False |
80,614 |
| 40 |
425-2 |
360-2 |
65-0 |
15.6% |
9-2 |
2.2% |
87% |
False |
False |
78,577 |
| 60 |
425-2 |
333-0 |
92-2 |
22.1% |
8-1 |
1.9% |
91% |
False |
False |
74,554 |
| 80 |
425-2 |
333-0 |
92-2 |
22.1% |
7-5 |
1.8% |
91% |
False |
False |
62,578 |
| 100 |
425-2 |
333-0 |
92-2 |
22.1% |
7-3 |
1.8% |
91% |
False |
False |
55,491 |
| 120 |
425-2 |
333-0 |
92-2 |
22.1% |
6-5 |
1.6% |
91% |
False |
False |
48,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
457-2 |
|
2.618 |
442-4 |
|
1.618 |
433-4 |
|
1.000 |
428-0 |
|
0.618 |
424-4 |
|
HIGH |
419-0 |
|
0.618 |
415-4 |
|
0.500 |
414-4 |
|
0.382 |
413-4 |
|
LOW |
410-0 |
|
0.618 |
404-4 |
|
1.000 |
401-0 |
|
1.618 |
395-4 |
|
2.618 |
386-4 |
|
4.250 |
371-6 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
415-7 |
414-1 |
| PP |
415-1 |
411-7 |
| S1 |
414-4 |
409-4 |
|