CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
410-4 |
420-0 |
9-4 |
2.3% |
422-0 |
| High |
419-0 |
424-6 |
5-6 |
1.4% |
424-6 |
| Low |
410-0 |
419-0 |
9-0 |
2.2% |
400-0 |
| Close |
416-4 |
421-0 |
4-4 |
1.1% |
421-0 |
| Range |
9-0 |
5-6 |
-3-2 |
-36.1% |
24-6 |
| ATR |
11-2 |
11-0 |
-0-2 |
-1.9% |
0-0 |
| Volume |
77,620 |
78,026 |
406 |
0.5% |
349,620 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
438-7 |
435-5 |
424-1 |
|
| R3 |
433-1 |
429-7 |
422-5 |
|
| R2 |
427-3 |
427-3 |
422-0 |
|
| R1 |
424-1 |
424-1 |
421-4 |
425-6 |
| PP |
421-5 |
421-5 |
421-5 |
422-3 |
| S1 |
418-3 |
418-3 |
420-4 |
420-0 |
| S2 |
415-7 |
415-7 |
420-0 |
|
| S3 |
410-1 |
412-5 |
419-3 |
|
| S4 |
404-3 |
406-7 |
417-7 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
489-4 |
480-0 |
434-5 |
|
| R3 |
464-6 |
455-2 |
427-6 |
|
| R2 |
440-0 |
440-0 |
425-4 |
|
| R1 |
430-4 |
430-4 |
423-2 |
422-7 |
| PP |
415-2 |
415-2 |
415-2 |
411-4 |
| S1 |
405-6 |
405-6 |
418-6 |
398-1 |
| S2 |
390-4 |
390-4 |
416-4 |
|
| S3 |
365-6 |
381-0 |
414-2 |
|
| S4 |
341-0 |
356-2 |
407-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
424-6 |
400-0 |
24-6 |
5.9% |
7-5 |
1.8% |
85% |
True |
False |
69,924 |
| 10 |
424-6 |
400-0 |
24-6 |
5.9% |
9-2 |
2.2% |
85% |
True |
False |
67,934 |
| 20 |
425-2 |
385-0 |
40-2 |
9.6% |
10-2 |
2.4% |
89% |
False |
False |
80,709 |
| 40 |
425-2 |
362-0 |
63-2 |
15.0% |
8-7 |
2.1% |
93% |
False |
False |
76,411 |
| 60 |
425-2 |
333-0 |
92-2 |
21.9% |
8-1 |
1.9% |
95% |
False |
False |
75,219 |
| 80 |
425-2 |
333-0 |
92-2 |
21.9% |
7-5 |
1.8% |
95% |
False |
False |
63,300 |
| 100 |
425-2 |
333-0 |
92-2 |
21.9% |
7-2 |
1.7% |
95% |
False |
False |
56,168 |
| 120 |
425-2 |
333-0 |
92-2 |
21.9% |
6-5 |
1.6% |
95% |
False |
False |
48,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
449-2 |
|
2.618 |
439-6 |
|
1.618 |
434-0 |
|
1.000 |
430-4 |
|
0.618 |
428-2 |
|
HIGH |
424-6 |
|
0.618 |
422-4 |
|
0.500 |
421-7 |
|
0.382 |
421-2 |
|
LOW |
419-0 |
|
0.618 |
415-4 |
|
1.000 |
413-2 |
|
1.618 |
409-6 |
|
2.618 |
404-0 |
|
4.250 |
394-4 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
421-7 |
418-1 |
| PP |
421-5 |
415-3 |
| S1 |
421-2 |
412-4 |
|