CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 18-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
437-4 |
439-4 |
2-0 |
0.5% |
431-4 |
High |
444-0 |
447-0 |
3-0 |
0.7% |
442-0 |
Low |
436-0 |
439-0 |
3-0 |
0.7% |
420-0 |
Close |
443-4 |
446-0 |
2-4 |
0.6% |
440-4 |
Range |
8-0 |
8-0 |
0-0 |
0.0% |
22-0 |
ATR |
9-7 |
9-5 |
-0-1 |
-1.3% |
0-0 |
Volume |
24,635 |
30,894 |
6,259 |
25.4% |
149,860 |
|
Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
468-0 |
465-0 |
450-3 |
|
R3 |
460-0 |
457-0 |
448-2 |
|
R2 |
452-0 |
452-0 |
447-4 |
|
R1 |
449-0 |
449-0 |
446-6 |
450-4 |
PP |
444-0 |
444-0 |
444-0 |
444-6 |
S1 |
441-0 |
441-0 |
445-2 |
442-4 |
S2 |
436-0 |
436-0 |
444-4 |
|
S3 |
428-0 |
433-0 |
443-6 |
|
S4 |
420-0 |
425-0 |
441-5 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
500-1 |
492-3 |
452-5 |
|
R3 |
478-1 |
470-3 |
446-4 |
|
R2 |
456-1 |
456-1 |
444-4 |
|
R1 |
448-3 |
448-3 |
442-4 |
452-2 |
PP |
434-1 |
434-1 |
434-1 |
436-1 |
S1 |
426-3 |
426-3 |
438-4 |
430-2 |
S2 |
412-1 |
412-1 |
436-4 |
|
S3 |
390-1 |
404-3 |
434-4 |
|
S4 |
368-1 |
382-3 |
428-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
447-0 |
426-0 |
21-0 |
4.7% |
9-2 |
2.1% |
95% |
True |
False |
29,239 |
10 |
449-6 |
420-0 |
29-6 |
6.7% |
10-0 |
2.2% |
87% |
False |
False |
27,757 |
20 |
449-6 |
390-4 |
59-2 |
13.3% |
9-0 |
2.0% |
94% |
False |
False |
22,570 |
40 |
449-6 |
356-6 |
93-0 |
20.9% |
7-3 |
1.7% |
96% |
False |
False |
16,550 |
60 |
449-6 |
356-6 |
93-0 |
20.9% |
6-2 |
1.4% |
96% |
False |
False |
12,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
481-0 |
2.618 |
468-0 |
1.618 |
460-0 |
1.000 |
455-0 |
0.618 |
452-0 |
HIGH |
447-0 |
0.618 |
444-0 |
0.500 |
443-0 |
0.382 |
442-0 |
LOW |
439-0 |
0.618 |
434-0 |
1.000 |
431-0 |
1.618 |
426-0 |
2.618 |
418-0 |
4.250 |
405-0 |
|
|
Fisher Pivots for day following 18-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
445-0 |
444-3 |
PP |
444-0 |
442-7 |
S1 |
443-0 |
441-2 |
|