CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 24-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
449-0 |
436-0 |
-13-0 |
-2.9% |
440-4 |
High |
450-0 |
437-4 |
-12-4 |
-2.8% |
449-4 |
Low |
444-0 |
429-4 |
-14-4 |
-3.3% |
435-4 |
Close |
446-2 |
434-2 |
-12-0 |
-2.7% |
448-6 |
Range |
6-0 |
8-0 |
2-0 |
33.3% |
14-0 |
ATR |
9-5 |
10-1 |
0-4 |
5.2% |
0-0 |
Volume |
20,416 |
26,245 |
5,829 |
28.6% |
128,659 |
|
Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
457-6 |
454-0 |
438-5 |
|
R3 |
449-6 |
446-0 |
436-4 |
|
R2 |
441-6 |
441-6 |
435-6 |
|
R1 |
438-0 |
438-0 |
435-0 |
435-7 |
PP |
433-6 |
433-6 |
433-6 |
432-6 |
S1 |
430-0 |
430-0 |
433-4 |
427-7 |
S2 |
425-6 |
425-6 |
432-6 |
|
S3 |
417-6 |
422-0 |
432-0 |
|
S4 |
409-6 |
414-0 |
429-7 |
|
|
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 |
450-0 |
429-4 |
20-4 |
4.7% |
9-0 |
2.1% |
23% |
False |
True |
26,464 |
10 |
450-0 |
420-0 |
30-0 |
6.9% |
9-0 |
2.1% |
48% |
False |
False |
27,222 |
20 |
450-0 |
396-6 |
53-2 |
12.3% |
9-4 |
2.2% |
70% |
False |
False |
24,981 |
40 |
450-0 |
356-6 |
93-2 |
21.5% |
8-0 |
1.8% |
83% |
False |
False |
18,731 |
60 |
450-0 |
356-6 |
93-2 |
21.5% |
6-5 |
1.5% |
83% |
False |
False |
13,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
471-4 |
2.618 |
458-4 |
1.618 |
450-4 |
1.000 |
445-4 |
0.618 |
442-4 |
HIGH |
437-4 |
0.618 |
434-4 |
0.500 |
433-4 |
0.382 |
432-4 |
LOW |
429-4 |
0.618 |
424-4 |
1.000 |
421-4 |
1.618 |
416-4 |
2.618 |
408-4 |
4.250 |
395-4 |
|
|
Fisher Pivots for day following 24-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
434-0 |
439-6 |
PP |
433-6 |
437-7 |
S1 |
433-4 |
436-1 |
|