CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
439-0 |
448-6 |
9-6 |
2.2% |
449-0 |
High |
448-0 |
453-0 |
5-0 |
1.1% |
453-0 |
Low |
439-0 |
448-4 |
9-4 |
2.2% |
429-4 |
Close |
445-4 |
449-2 |
3-6 |
0.8% |
449-2 |
Range |
9-0 |
4-4 |
-4-4 |
-50.0% |
23-4 |
ATR |
10-1 |
10-0 |
-0-2 |
-1.9% |
0-0 |
Volume |
39,007 |
24,791 |
-14,216 |
-36.4% |
138,983 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463-6 |
461-0 |
451-6 |
|
R3 |
459-2 |
456-4 |
450-4 |
|
R2 |
454-6 |
454-6 |
450-1 |
|
R1 |
452-0 |
452-0 |
449-5 |
453-3 |
PP |
450-2 |
450-2 |
450-2 |
451-0 |
S1 |
447-4 |
447-4 |
448-7 |
448-7 |
S2 |
445-6 |
445-6 |
448-3 |
|
S3 |
441-2 |
443-0 |
448-0 |
|
S4 |
436-6 |
438-4 |
446-6 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
514-3 |
505-3 |
462-1 |
|
R3 |
490-7 |
481-7 |
455-6 |
|
R2 |
467-3 |
467-3 |
453-4 |
|
R1 |
458-3 |
458-3 |
451-3 |
462-7 |
PP |
443-7 |
443-7 |
443-7 |
446-2 |
S1 |
434-7 |
434-7 |
447-1 |
439-3 |
S2 |
420-3 |
420-3 |
445-0 |
|
S3 |
396-7 |
411-3 |
442-6 |
|
S4 |
373-3 |
387-7 |
436-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
453-0 |
429-4 |
23-4 |
5.2% |
6-4 |
1.4% |
84% |
True |
False |
27,796 |
10 |
453-0 |
429-4 |
23-4 |
5.2% |
8-2 |
1.8% |
84% |
True |
False |
26,764 |
20 |
453-0 |
412-6 |
40-2 |
9.0% |
9-1 |
2.0% |
91% |
True |
False |
27,014 |
40 |
453-0 |
390-4 |
62-4 |
13.9% |
7-6 |
1.7% |
94% |
True |
False |
20,303 |
60 |
453-0 |
356-6 |
96-2 |
21.4% |
6-5 |
1.5% |
96% |
True |
False |
15,373 |
80 |
453-0 |
356-6 |
96-2 |
21.4% |
6-1 |
1.4% |
96% |
True |
False |
12,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
472-1 |
2.618 |
464-6 |
1.618 |
460-2 |
1.000 |
457-4 |
0.618 |
455-6 |
HIGH |
453-0 |
0.618 |
451-2 |
0.500 |
450-6 |
0.382 |
450-2 |
LOW |
448-4 |
0.618 |
445-6 |
1.000 |
444-0 |
1.618 |
441-2 |
2.618 |
436-6 |
4.250 |
429-3 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
450-6 |
446-7 |
PP |
450-2 |
444-5 |
S1 |
449-6 |
442-2 |
|