CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
431-4 |
425-0 |
-6-4 |
-1.5% |
426-0 |
High |
438-0 |
430-0 |
-8-0 |
-1.8% |
449-6 |
Low |
431-2 |
422-6 |
-8-4 |
-2.0% |
412-6 |
Close |
431-6 |
423-0 |
-8-6 |
-2.0% |
433-0 |
Range |
6-6 |
7-2 |
0-4 |
7.4% |
37-0 |
ATR |
9-6 |
9-6 |
0-0 |
-0.6% |
0-0 |
Volume |
26,170 |
26,787 |
617 |
2.4% |
122,781 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-0 |
442-2 |
427-0 |
|
R3 |
439-6 |
435-0 |
425-0 |
|
R2 |
432-4 |
432-4 |
424-3 |
|
R1 |
427-6 |
427-6 |
423-5 |
426-4 |
PP |
425-2 |
425-2 |
425-2 |
424-5 |
S1 |
420-4 |
420-4 |
422-3 |
419-2 |
S2 |
418-0 |
418-0 |
421-5 |
|
S3 |
410-6 |
413-2 |
421-0 |
|
S4 |
403-4 |
406-0 |
419-0 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
542-7 |
524-7 |
453-3 |
|
R3 |
505-7 |
487-7 |
443-1 |
|
R2 |
468-7 |
468-7 |
439-6 |
|
R1 |
450-7 |
450-7 |
436-3 |
459-7 |
PP |
431-7 |
431-7 |
431-7 |
436-2 |
S1 |
413-7 |
413-7 |
429-5 |
422-7 |
S2 |
394-7 |
394-7 |
426-2 |
|
S3 |
357-7 |
376-7 |
422-7 |
|
S4 |
320-7 |
339-7 |
412-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
449-6 |
421-0 |
28-6 |
6.8% |
11-0 |
2.6% |
7% |
False |
False |
25,311 |
10 |
449-6 |
396-6 |
53-0 |
12.5% |
10-0 |
2.4% |
50% |
False |
False |
22,741 |
20 |
449-6 |
390-4 |
59-2 |
14.0% |
8-2 |
1.9% |
55% |
False |
False |
18,439 |
40 |
449-6 |
356-6 |
93-0 |
22.0% |
6-6 |
1.6% |
71% |
False |
False |
13,055 |
60 |
449-6 |
356-6 |
93-0 |
22.0% |
5-6 |
1.3% |
71% |
False |
False |
10,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
460-6 |
2.618 |
449-0 |
1.618 |
441-6 |
1.000 |
437-2 |
0.618 |
434-4 |
HIGH |
430-0 |
0.618 |
427-2 |
0.500 |
426-3 |
0.382 |
425-4 |
LOW |
422-6 |
0.618 |
418-2 |
1.000 |
415-4 |
1.618 |
411-0 |
2.618 |
403-6 |
4.250 |
392-0 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
426-3 |
429-4 |
PP |
425-2 |
427-3 |
S1 |
424-1 |
425-1 |
|