CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
432-4 |
432-0 |
-0-4 |
-0.1% |
422-0 |
High |
433-0 |
433-0 |
0-0 |
0.0% |
424-6 |
Low |
422-0 |
428-4 |
6-4 |
1.5% |
400-0 |
Close |
432-2 |
433-0 |
0-6 |
0.2% |
421-0 |
Range |
11-0 |
4-4 |
-6-4 |
-59.1% |
24-6 |
ATR |
10-4 |
10-0 |
-0-3 |
-4.1% |
0-0 |
Volume |
21,674 |
22,489 |
815 |
3.8% |
349,620 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
445-0 |
443-4 |
435-4 |
|
R3 |
440-4 |
439-0 |
434-2 |
|
R2 |
436-0 |
436-0 |
433-7 |
|
R1 |
434-4 |
434-4 |
433-3 |
435-2 |
PP |
431-4 |
431-4 |
431-4 |
431-7 |
S1 |
430-0 |
430-0 |
432-5 |
430-6 |
S2 |
427-0 |
427-0 |
432-1 |
|
S3 |
422-4 |
425-4 |
431-6 |
|
S4 |
418-0 |
421-0 |
430-4 |
|
|
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 |
433-0 |
419-0 |
14-0 |
3.2% |
6-1 |
1.4% |
100% |
True |
False |
51,433 |
10 |
433-0 |
400-0 |
33-0 |
7.6% |
7-4 |
1.7% |
100% |
True |
False |
58,749 |
20 |
433-0 |
391-0 |
42-0 |
9.7% |
8-6 |
2.0% |
100% |
True |
False |
71,899 |
40 |
433-0 |
362-0 |
71-0 |
16.4% |
8-7 |
2.0% |
100% |
True |
False |
72,719 |
60 |
433-0 |
333-0 |
100-0 |
23.1% |
8-2 |
1.9% |
100% |
True |
False |
73,765 |
80 |
433-0 |
333-0 |
100-0 |
23.1% |
7-5 |
1.8% |
100% |
True |
False |
64,015 |
100 |
433-0 |
333-0 |
100-0 |
23.1% |
7-3 |
1.7% |
100% |
True |
False |
57,001 |
120 |
433-0 |
333-0 |
100-0 |
23.1% |
6-6 |
1.6% |
100% |
True |
False |
49,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
452-1 |
2.618 |
444-6 |
1.618 |
440-2 |
1.000 |
437-4 |
0.618 |
435-6 |
HIGH |
433-0 |
0.618 |
431-2 |
0.500 |
430-6 |
0.382 |
430-2 |
LOW |
428-4 |
0.618 |
425-6 |
1.000 |
424-0 |
1.618 |
421-2 |
2.618 |
416-6 |
4.250 |
409-3 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
432-2 |
431-1 |
PP |
431-4 |
429-3 |
S1 |
430-6 |
427-4 |
|