CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 19-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
426-0 |
435-4 |
9-4 |
2.2% |
418-6 |
High |
434-0 |
437-4 |
3-4 |
0.8% |
429-2 |
Low |
424-0 |
426-0 |
2-0 |
0.5% |
406-0 |
Close |
433-2 |
429-2 |
-4-0 |
-0.9% |
427-2 |
Range |
10-0 |
11-4 |
1-4 |
15.0% |
23-2 |
ATR |
11-0 |
11-0 |
0-0 |
0.3% |
0-0 |
Volume |
167,639 |
156,762 |
-10,877 |
-6.5% |
915,272 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
465-3 |
458-7 |
435-5 |
|
R3 |
453-7 |
447-3 |
432-3 |
|
R2 |
442-3 |
442-3 |
431-3 |
|
R1 |
435-7 |
435-7 |
430-2 |
433-3 |
PP |
430-7 |
430-7 |
430-7 |
429-6 |
S1 |
424-3 |
424-3 |
428-2 |
421-7 |
S2 |
419-3 |
419-3 |
427-1 |
|
S3 |
407-7 |
412-7 |
426-1 |
|
S4 |
396-3 |
401-3 |
422-7 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-5 |
482-1 |
440-0 |
|
R3 |
467-3 |
458-7 |
433-5 |
|
R2 |
444-1 |
444-1 |
431-4 |
|
R1 |
435-5 |
435-5 |
429-3 |
439-7 |
PP |
420-7 |
420-7 |
420-7 |
423-0 |
S1 |
412-3 |
412-3 |
425-1 |
416-5 |
S2 |
397-5 |
397-5 |
423-0 |
|
S3 |
374-3 |
389-1 |
420-7 |
|
S4 |
351-1 |
365-7 |
414-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
437-4 |
421-4 |
16-0 |
3.7% |
9-1 |
2.1% |
48% |
True |
False |
165,385 |
10 |
437-4 |
406-0 |
31-4 |
7.3% |
10-2 |
2.4% |
74% |
True |
False |
176,431 |
20 |
439-0 |
375-6 |
63-2 |
14.7% |
10-5 |
2.5% |
85% |
False |
False |
154,716 |
40 |
439-0 |
343-2 |
95-6 |
22.3% |
9-1 |
2.1% |
90% |
False |
False |
135,098 |
60 |
439-0 |
343-2 |
95-6 |
22.3% |
8-0 |
1.9% |
90% |
False |
False |
109,538 |
80 |
439-0 |
343-2 |
95-6 |
22.3% |
7-6 |
1.8% |
90% |
False |
False |
95,194 |
100 |
439-0 |
343-2 |
95-6 |
22.3% |
7-3 |
1.7% |
90% |
False |
False |
83,644 |
120 |
439-0 |
343-2 |
95-6 |
22.3% |
7-0 |
1.6% |
90% |
False |
False |
73,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
486-3 |
2.618 |
467-5 |
1.618 |
456-1 |
1.000 |
449-0 |
0.618 |
444-5 |
HIGH |
437-4 |
0.618 |
433-1 |
0.500 |
431-6 |
0.382 |
430-3 |
LOW |
426-0 |
0.618 |
418-7 |
1.000 |
414-4 |
1.618 |
407-3 |
2.618 |
395-7 |
4.250 |
377-1 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
431-6 |
429-7 |
PP |
430-7 |
429-5 |
S1 |
430-1 |
429-4 |
|