CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
431-4 |
439-0 |
7-4 |
1.7% |
440-4 |
High |
436-4 |
448-0 |
11-4 |
2.6% |
449-4 |
Low |
431-4 |
439-0 |
7-4 |
1.7% |
435-4 |
Close |
433-6 |
445-4 |
11-6 |
2.7% |
448-6 |
Range |
5-0 |
9-0 |
4-0 |
80.0% |
14-0 |
ATR |
9-6 |
10-1 |
0-3 |
3.2% |
0-0 |
Volume |
28,524 |
39,007 |
10,483 |
36.8% |
128,659 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
471-1 |
467-3 |
450-4 |
|
R3 |
462-1 |
458-3 |
448-0 |
|
R2 |
453-1 |
453-1 |
447-1 |
|
R1 |
449-3 |
449-3 |
446-3 |
451-2 |
PP |
444-1 |
444-1 |
444-1 |
445-1 |
S1 |
440-3 |
440-3 |
444-5 |
442-2 |
S2 |
435-1 |
435-1 |
443-7 |
|
S3 |
426-1 |
431-3 |
443-0 |
|
S4 |
417-1 |
422-3 |
440-4 |
|
|
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 |
4.6% |
8-0 |
1.8% |
78% |
False |
False |
29,414 |
10 |
450-0 |
429-4 |
20-4 |
4.6% |
8-1 |
1.8% |
78% |
False |
False |
28,493 |
20 |
450-0 |
409-4 |
40-4 |
9.1% |
9-3 |
2.1% |
89% |
False |
False |
26,729 |
40 |
450-0 |
384-0 |
66-0 |
14.8% |
8-0 |
1.8% |
93% |
False |
False |
20,019 |
60 |
450-0 |
356-6 |
93-2 |
20.9% |
6-5 |
1.5% |
95% |
False |
False |
15,020 |
80 |
450-0 |
356-6 |
93-2 |
20.9% |
6-1 |
1.4% |
95% |
False |
False |
12,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
486-2 |
2.618 |
471-4 |
1.618 |
462-4 |
1.000 |
457-0 |
0.618 |
453-4 |
HIGH |
448-0 |
0.618 |
444-4 |
0.500 |
443-4 |
0.382 |
442-4 |
LOW |
439-0 |
0.618 |
433-4 |
1.000 |
430-0 |
1.618 |
424-4 |
2.618 |
415-4 |
4.250 |
400-6 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
444-7 |
443-2 |
PP |
444-1 |
441-0 |
S1 |
443-4 |
438-6 |
|