CME Pit-Traded Corn Future December 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 |
420-0 |
425-4 |
5-4 |
1.3% |
427-6 |
| High |
424-0 |
434-6 |
10-6 |
2.5% |
437-4 |
| Low |
415-4 |
425-4 |
10-0 |
2.4% |
421-4 |
| Close |
420-0 |
432-0 |
12-0 |
2.9% |
436-2 |
| Range |
8-4 |
9-2 |
0-6 |
8.8% |
16-0 |
| ATR |
11-1 |
11-3 |
0-2 |
2.4% |
0-0 |
| Volume |
178,776 |
125,048 |
-53,728 |
-30.1% |
747,311 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
458-4 |
454-4 |
437-1 |
|
| R3 |
449-2 |
445-2 |
434-4 |
|
| R2 |
440-0 |
440-0 |
433-6 |
|
| R1 |
436-0 |
436-0 |
432-7 |
438-0 |
| PP |
430-6 |
430-6 |
430-6 |
431-6 |
| S1 |
426-6 |
426-6 |
431-1 |
428-6 |
| S2 |
421-4 |
421-4 |
430-2 |
|
| S3 |
412-2 |
417-4 |
429-4 |
|
| S4 |
403-0 |
408-2 |
426-7 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
479-6 |
474-0 |
445-0 |
|
| R3 |
463-6 |
458-0 |
440-5 |
|
| R2 |
447-6 |
447-6 |
439-1 |
|
| R1 |
442-0 |
442-0 |
437-6 |
444-7 |
| PP |
431-6 |
431-6 |
431-6 |
433-2 |
| S1 |
426-0 |
426-0 |
434-6 |
428-7 |
| S2 |
415-6 |
415-6 |
433-3 |
|
| S3 |
399-6 |
410-0 |
431-7 |
|
| S4 |
383-6 |
394-0 |
427-4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
437-2 |
415-4 |
21-6 |
5.0% |
9-2 |
2.1% |
76% |
False |
False |
145,650 |
| 10 |
437-4 |
415-4 |
22-0 |
5.1% |
9-1 |
2.1% |
75% |
False |
False |
155,518 |
| 20 |
439-0 |
396-6 |
42-2 |
9.8% |
10-7 |
2.5% |
83% |
False |
False |
162,715 |
| 40 |
439-0 |
371-0 |
68-0 |
15.7% |
9-4 |
2.2% |
90% |
False |
False |
142,823 |
| 60 |
439-0 |
343-2 |
95-6 |
22.2% |
8-2 |
1.9% |
93% |
False |
False |
117,991 |
| 80 |
439-0 |
343-2 |
95-6 |
22.2% |
7-7 |
1.8% |
93% |
False |
False |
100,598 |
| 100 |
439-0 |
343-2 |
95-6 |
22.2% |
7-5 |
1.8% |
93% |
False |
False |
89,451 |
| 120 |
439-0 |
343-2 |
95-6 |
22.2% |
7-1 |
1.7% |
93% |
False |
False |
78,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
474-0 |
|
2.618 |
459-0 |
|
1.618 |
449-6 |
|
1.000 |
444-0 |
|
0.618 |
440-4 |
|
HIGH |
434-6 |
|
0.618 |
431-2 |
|
0.500 |
430-1 |
|
0.382 |
429-0 |
|
LOW |
425-4 |
|
0.618 |
419-6 |
|
1.000 |
416-2 |
|
1.618 |
410-4 |
|
2.618 |
401-2 |
|
4.250 |
386-2 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
431-3 |
429-6 |
| PP |
430-6 |
427-3 |
| S1 |
430-1 |
425-1 |
|