CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 31-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
455-4 |
454-0 |
-1-4 |
-0.3% |
449-0 |
High |
458-0 |
457-0 |
-1-0 |
-0.2% |
453-0 |
Low |
454-2 |
452-0 |
-2-2 |
-0.5% |
429-4 |
Close |
454-4 |
452-2 |
-2-2 |
-0.5% |
449-2 |
Range |
3-6 |
5-0 |
1-2 |
33.3% |
23-4 |
ATR |
9-7 |
9-4 |
-0-3 |
-3.5% |
0-0 |
Volume |
28,320 |
29,988 |
1,668 |
5.9% |
138,983 |
|
Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
468-6 |
465-4 |
455-0 |
|
R3 |
463-6 |
460-4 |
453-5 |
|
R2 |
458-6 |
458-6 |
453-1 |
|
R1 |
455-4 |
455-4 |
452-6 |
454-5 |
PP |
453-6 |
453-6 |
453-6 |
453-2 |
S1 |
450-4 |
450-4 |
451-6 |
449-5 |
S2 |
448-6 |
448-6 |
451-3 |
|
S3 |
443-6 |
445-4 |
450-7 |
|
S4 |
438-6 |
440-4 |
449-4 |
|
|
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 |
458-0 |
431-4 |
26-4 |
5.9% |
5-4 |
1.2% |
78% |
False |
False |
30,126 |
10 |
458-0 |
429-4 |
28-4 |
6.3% |
7-2 |
1.6% |
80% |
False |
False |
28,295 |
20 |
458-0 |
420-0 |
38-0 |
8.4% |
8-5 |
1.9% |
85% |
False |
False |
27,470 |
40 |
458-0 |
390-4 |
67-4 |
14.9% |
7-5 |
1.7% |
91% |
False |
False |
21,231 |
60 |
458-0 |
356-6 |
101-2 |
22.4% |
6-6 |
1.5% |
94% |
False |
False |
16,240 |
80 |
458-0 |
356-6 |
101-2 |
22.4% |
6-0 |
1.3% |
94% |
False |
False |
13,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
478-2 |
2.618 |
470-1 |
1.618 |
465-1 |
1.000 |
462-0 |
0.618 |
460-1 |
HIGH |
457-0 |
0.618 |
455-1 |
0.500 |
454-4 |
0.382 |
453-7 |
LOW |
452-0 |
0.618 |
448-7 |
1.000 |
447-0 |
1.618 |
443-7 |
2.618 |
438-7 |
4.250 |
430-6 |
|
|
Fisher Pivots for day following 31-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
454-4 |
453-2 |
PP |
453-6 |
452-7 |
S1 |
453-0 |
452-5 |
|