CME Pit-Traded Corn Future September 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
420-0 |
427-4 |
7-4 |
1.8% |
422-0 |
| High |
424-6 |
429-0 |
4-2 |
1.0% |
424-6 |
| Low |
419-0 |
425-4 |
6-4 |
1.6% |
400-0 |
| Close |
421-0 |
425-4 |
4-4 |
1.1% |
421-0 |
| Range |
5-6 |
3-4 |
-2-2 |
-39.1% |
24-6 |
| ATR |
11-0 |
10-6 |
-0-2 |
-2.0% |
0-0 |
| Volume |
78,026 |
87,290 |
9,264 |
11.9% |
349,620 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
437-1 |
434-7 |
427-3 |
|
| R3 |
433-5 |
431-3 |
426-4 |
|
| R2 |
430-1 |
430-1 |
426-1 |
|
| R1 |
427-7 |
427-7 |
425-7 |
427-2 |
| PP |
426-5 |
426-5 |
426-5 |
426-3 |
| S1 |
424-3 |
424-3 |
425-1 |
423-6 |
| S2 |
423-1 |
423-1 |
424-7 |
|
| S3 |
419-5 |
420-7 |
424-4 |
|
| S4 |
416-1 |
417-3 |
423-5 |
|
|
| 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 |
429-0 |
400-0 |
29-0 |
6.8% |
7-0 |
1.7% |
88% |
True |
False |
76,802 |
| 10 |
429-0 |
400-0 |
29-0 |
6.8% |
8-4 |
2.0% |
88% |
True |
False |
71,850 |
| 20 |
429-0 |
385-0 |
44-0 |
10.3% |
9-6 |
2.3% |
92% |
True |
False |
80,493 |
| 40 |
429-0 |
362-0 |
67-0 |
15.7% |
8-7 |
2.1% |
95% |
True |
False |
76,262 |
| 60 |
429-0 |
333-0 |
96-0 |
22.6% |
8-0 |
1.9% |
96% |
True |
False |
75,864 |
| 80 |
429-0 |
333-0 |
96-0 |
22.6% |
7-4 |
1.8% |
96% |
True |
False |
64,068 |
| 100 |
429-0 |
333-0 |
96-0 |
22.6% |
7-2 |
1.7% |
96% |
True |
False |
56,738 |
| 120 |
429-0 |
333-0 |
96-0 |
22.6% |
6-5 |
1.6% |
96% |
True |
False |
49,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
443-7 |
|
2.618 |
438-1 |
|
1.618 |
434-5 |
|
1.000 |
432-4 |
|
0.618 |
431-1 |
|
HIGH |
429-0 |
|
0.618 |
427-5 |
|
0.500 |
427-2 |
|
0.382 |
426-7 |
|
LOW |
425-4 |
|
0.618 |
423-3 |
|
1.000 |
422-0 |
|
1.618 |
419-7 |
|
2.618 |
416-3 |
|
4.250 |
410-5 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
427-2 |
423-4 |
| PP |
426-5 |
421-4 |
| S1 |
426-1 |
419-4 |
|