CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
454-0 |
459-0 |
5-0 |
1.1% |
449-0 |
High |
457-0 |
459-6 |
2-6 |
0.6% |
453-0 |
Low |
452-0 |
455-2 |
3-2 |
0.7% |
429-4 |
Close |
452-2 |
459-6 |
7-4 |
1.7% |
449-2 |
Range |
5-0 |
4-4 |
-0-4 |
-10.0% |
23-4 |
ATR |
9-4 |
9-3 |
-0-1 |
-1.5% |
0-0 |
Volume |
29,988 |
34,838 |
4,850 |
16.2% |
138,983 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
471-6 |
470-2 |
462-2 |
|
R3 |
467-2 |
465-6 |
461-0 |
|
R2 |
462-6 |
462-6 |
460-5 |
|
R1 |
461-2 |
461-2 |
460-1 |
462-0 |
PP |
458-2 |
458-2 |
458-2 |
458-5 |
S1 |
456-6 |
456-6 |
459-3 |
457-4 |
S2 |
453-6 |
453-6 |
458-7 |
|
S3 |
449-2 |
452-2 |
458-4 |
|
S4 |
444-6 |
447-6 |
457-2 |
|
|
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 |
459-6 |
439-0 |
20-6 |
4.5% |
5-3 |
1.2% |
100% |
True |
False |
31,388 |
10 |
459-6 |
429-4 |
30-2 |
6.6% |
6-7 |
1.5% |
100% |
True |
False |
28,689 |
20 |
459-6 |
420-0 |
39-6 |
8.6% |
8-4 |
1.8% |
100% |
True |
False |
28,223 |
40 |
459-6 |
390-4 |
69-2 |
15.1% |
7-5 |
1.7% |
100% |
True |
False |
21,835 |
60 |
459-6 |
356-6 |
103-0 |
22.4% |
6-6 |
1.5% |
100% |
True |
False |
16,737 |
80 |
459-6 |
356-6 |
103-0 |
22.4% |
6-0 |
1.3% |
100% |
True |
False |
13,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
478-7 |
2.618 |
471-4 |
1.618 |
467-0 |
1.000 |
464-2 |
0.618 |
462-4 |
HIGH |
459-6 |
0.618 |
458-0 |
0.500 |
457-4 |
0.382 |
457-0 |
LOW |
455-2 |
0.618 |
452-4 |
1.000 |
450-6 |
1.618 |
448-0 |
2.618 |
443-4 |
4.250 |
436-1 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
459-0 |
458-4 |
PP |
458-2 |
457-1 |
S1 |
457-4 |
455-7 |
|