CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
448-4 |
437-0 |
-11-4 |
-2.6% |
440-4 |
High |
449-4 |
449-0 |
-0-4 |
-0.1% |
449-4 |
Low |
438-2 |
437-0 |
-1-2 |
-0.3% |
435-4 |
Close |
441-2 |
448-6 |
7-4 |
1.7% |
448-6 |
Range |
11-2 |
12-0 |
0-6 |
6.7% |
14-0 |
ATR |
9-6 |
10-0 |
0-1 |
1.6% |
0-0 |
Volume |
21,887 |
32,880 |
10,993 |
50.2% |
128,659 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
480-7 |
476-7 |
455-3 |
|
R3 |
468-7 |
464-7 |
452-0 |
|
R2 |
456-7 |
456-7 |
451-0 |
|
R1 |
452-7 |
452-7 |
449-7 |
454-7 |
PP |
444-7 |
444-7 |
444-7 |
446-0 |
S1 |
440-7 |
440-7 |
447-5 |
442-7 |
S2 |
432-7 |
432-7 |
446-4 |
|
S3 |
420-7 |
428-7 |
445-4 |
|
S4 |
408-7 |
416-7 |
442-1 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
486-5 |
481-5 |
456-4 |
|
R3 |
472-5 |
467-5 |
452-5 |
|
R2 |
458-5 |
458-5 |
451-3 |
|
R1 |
453-5 |
453-5 |
450-0 |
456-1 |
PP |
444-5 |
444-5 |
444-5 |
445-6 |
S1 |
439-5 |
439-5 |
447-4 |
442-1 |
S2 |
430-5 |
430-5 |
446-1 |
|
S3 |
416-5 |
425-5 |
444-7 |
|
S4 |
402-5 |
411-5 |
441-0 |
|
|
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 |
3.1% |
9-7 |
2.2% |
95% |
False |
False |
25,731 |
10 |
449-4 |
420-0 |
29-4 |
6.6% |
9-0 |
2.0% |
97% |
False |
False |
27,851 |
20 |
449-6 |
390-4 |
59-2 |
13.2% |
9-3 |
2.1% |
98% |
False |
False |
23,959 |
40 |
449-6 |
356-6 |
93-0 |
20.7% |
7-7 |
1.8% |
99% |
False |
False |
17,750 |
60 |
449-6 |
356-6 |
93-0 |
20.7% |
6-5 |
1.5% |
99% |
False |
False |
13,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
500-0 |
2.618 |
480-3 |
1.618 |
468-3 |
1.000 |
461-0 |
0.618 |
456-3 |
HIGH |
449-0 |
0.618 |
444-3 |
0.500 |
443-0 |
0.382 |
441-5 |
LOW |
437-0 |
0.618 |
429-5 |
1.000 |
425-0 |
1.618 |
417-5 |
2.618 |
405-5 |
4.250 |
386-0 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
446-7 |
446-7 |
PP |
444-7 |
445-1 |
S1 |
443-0 |
443-2 |
|