CME Pit-Traded Corn Future March 2011
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 |
439-4 |
448-4 |
9-0 |
2.0% |
431-4 |
High |
447-0 |
449-4 |
2-4 |
0.6% |
442-0 |
Low |
439-0 |
438-2 |
-0-6 |
-0.2% |
420-0 |
Close |
446-0 |
441-2 |
-4-6 |
-1.1% |
440-4 |
Range |
8-0 |
11-2 |
3-2 |
40.6% |
22-0 |
ATR |
9-5 |
9-6 |
0-1 |
1.2% |
0-0 |
Volume |
30,894 |
21,887 |
-9,007 |
-29.2% |
149,860 |
|
Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
476-6 |
470-2 |
447-4 |
|
R3 |
465-4 |
459-0 |
444-3 |
|
R2 |
454-2 |
454-2 |
443-2 |
|
R1 |
447-6 |
447-6 |
442-2 |
445-3 |
PP |
443-0 |
443-0 |
443-0 |
441-6 |
S1 |
436-4 |
436-4 |
440-2 |
434-1 |
S2 |
431-6 |
431-6 |
439-2 |
|
S3 |
420-4 |
425-2 |
438-1 |
|
S4 |
409-2 |
414-0 |
435-0 |
|
|
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 |
449-4 |
435-4 |
14-0 |
3.2% |
8-2 |
1.9% |
41% |
True |
False |
27,571 |
10 |
449-4 |
420-0 |
29-4 |
6.7% |
9-0 |
2.1% |
72% |
True |
False |
28,068 |
20 |
449-6 |
390-4 |
59-2 |
13.4% |
9-1 |
2.1% |
86% |
False |
False |
23,330 |
40 |
449-6 |
356-6 |
93-0 |
21.1% |
7-5 |
1.7% |
91% |
False |
False |
17,018 |
60 |
449-6 |
356-6 |
93-0 |
21.1% |
6-3 |
1.5% |
91% |
False |
False |
12,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
497-2 |
2.618 |
479-0 |
1.618 |
467-6 |
1.000 |
460-6 |
0.618 |
456-4 |
HIGH |
449-4 |
0.618 |
445-2 |
0.500 |
443-7 |
0.382 |
442-4 |
LOW |
438-2 |
0.618 |
431-2 |
1.000 |
427-0 |
1.618 |
420-0 |
2.618 |
408-6 |
4.250 |
390-4 |
|
|
Fisher Pivots for day following 19-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
443-7 |
442-6 |
PP |
443-0 |
442-2 |
S1 |
442-1 |
441-6 |
|