CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
436-0 |
431-4 |
-4-4 |
-1.0% |
440-4 |
High |
437-4 |
436-4 |
-1-0 |
-0.2% |
449-4 |
Low |
429-4 |
431-4 |
2-0 |
0.5% |
435-4 |
Close |
434-2 |
433-6 |
-0-4 |
-0.1% |
448-6 |
Range |
8-0 |
5-0 |
-3-0 |
-37.5% |
14-0 |
ATR |
10-1 |
9-6 |
-0-3 |
-3.6% |
0-0 |
Volume |
26,245 |
28,524 |
2,279 |
8.7% |
128,659 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
448-7 |
446-3 |
436-4 |
|
R3 |
443-7 |
441-3 |
435-1 |
|
R2 |
438-7 |
438-7 |
434-5 |
|
R1 |
436-3 |
436-3 |
434-2 |
437-5 |
PP |
433-7 |
433-7 |
433-7 |
434-4 |
S1 |
431-3 |
431-3 |
433-2 |
432-5 |
S2 |
428-7 |
428-7 |
432-7 |
|
S3 |
423-7 |
426-3 |
432-3 |
|
S4 |
418-7 |
421-3 |
431-0 |
|
|
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% |
8-4 |
1.9% |
21% |
False |
False |
25,990 |
10 |
450-0 |
426-0 |
24-0 |
5.5% |
8-7 |
2.0% |
32% |
False |
False |
27,614 |
20 |
450-0 |
402-6 |
47-2 |
10.9% |
9-3 |
2.2% |
66% |
False |
False |
25,713 |
40 |
450-0 |
377-6 |
72-2 |
16.7% |
8-0 |
1.8% |
78% |
False |
False |
19,331 |
60 |
450-0 |
356-6 |
93-2 |
21.5% |
6-5 |
1.5% |
83% |
False |
False |
14,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
457-6 |
2.618 |
449-5 |
1.618 |
444-5 |
1.000 |
441-4 |
0.618 |
439-5 |
HIGH |
436-4 |
0.618 |
434-5 |
0.500 |
434-0 |
0.382 |
433-3 |
LOW |
431-4 |
0.618 |
428-3 |
1.000 |
426-4 |
1.618 |
423-3 |
2.618 |
418-3 |
4.250 |
410-2 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
434-0 |
439-6 |
PP |
433-7 |
437-6 |
S1 |
433-7 |
435-6 |
|