CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
425-0 |
422-0 |
-3-0 |
-0.7% |
426-0 |
High |
430-0 |
427-0 |
-3-0 |
-0.7% |
449-6 |
Low |
422-6 |
420-0 |
-2-6 |
-0.7% |
412-6 |
Close |
423-0 |
424-2 |
1-2 |
0.3% |
433-0 |
Range |
7-2 |
7-0 |
-0-2 |
-3.4% |
37-0 |
ATR |
9-6 |
9-4 |
-0-2 |
-2.0% |
0-0 |
Volume |
26,787 |
24,598 |
-2,189 |
-8.2% |
122,781 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
444-6 |
441-4 |
428-1 |
|
R3 |
437-6 |
434-4 |
426-1 |
|
R2 |
430-6 |
430-6 |
425-4 |
|
R1 |
427-4 |
427-4 |
424-7 |
429-1 |
PP |
423-6 |
423-6 |
423-6 |
424-4 |
S1 |
420-4 |
420-4 |
423-5 |
422-1 |
S2 |
416-6 |
416-6 |
423-0 |
|
S3 |
409-6 |
413-4 |
422-3 |
|
S4 |
402-6 |
406-4 |
420-3 |
|
|
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 |
420-0 |
29-6 |
7.0% |
10-6 |
2.5% |
14% |
False |
True |
26,275 |
10 |
449-6 |
402-6 |
47-0 |
11.1% |
9-7 |
2.3% |
46% |
False |
False |
23,811 |
20 |
449-6 |
390-4 |
59-2 |
14.0% |
8-2 |
1.9% |
57% |
False |
False |
18,916 |
40 |
449-6 |
356-6 |
93-0 |
21.9% |
6-7 |
1.6% |
73% |
False |
False |
13,581 |
60 |
449-6 |
356-6 |
93-0 |
21.9% |
5-6 |
1.4% |
73% |
False |
False |
10,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
456-6 |
2.618 |
445-3 |
1.618 |
438-3 |
1.000 |
434-0 |
0.618 |
431-3 |
HIGH |
427-0 |
0.618 |
424-3 |
0.500 |
423-4 |
0.382 |
422-5 |
LOW |
420-0 |
0.618 |
415-5 |
1.000 |
413-0 |
1.618 |
408-5 |
2.618 |
401-5 |
4.250 |
390-2 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
424-0 |
429-0 |
PP |
423-6 |
427-3 |
S1 |
423-4 |
425-7 |
|