CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
459-0 |
459-0 |
0-0 |
0.0% |
449-0 |
High |
459-6 |
460-6 |
1-0 |
0.2% |
453-0 |
Low |
455-2 |
456-6 |
1-4 |
0.3% |
429-4 |
Close |
459-6 |
460-6 |
1-0 |
0.2% |
449-2 |
Range |
4-4 |
4-0 |
-0-4 |
-11.1% |
23-4 |
ATR |
9-3 |
9-0 |
-0-3 |
-4.1% |
0-0 |
Volume |
34,838 |
29,740 |
-5,098 |
-14.6% |
138,983 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
471-3 |
470-1 |
463-0 |
|
R3 |
467-3 |
466-1 |
461-7 |
|
R2 |
463-3 |
463-3 |
461-4 |
|
R1 |
462-1 |
462-1 |
461-1 |
462-6 |
PP |
459-3 |
459-3 |
459-3 |
459-6 |
S1 |
458-1 |
458-1 |
460-3 |
458-6 |
S2 |
455-3 |
455-3 |
460-0 |
|
S3 |
451-3 |
454-1 |
459-5 |
|
S4 |
447-3 |
450-1 |
458-4 |
|
|
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 |
460-6 |
448-4 |
12-2 |
2.7% |
4-3 |
0.9% |
100% |
True |
False |
29,535 |
10 |
460-6 |
429-4 |
31-2 |
6.8% |
6-1 |
1.3% |
100% |
True |
False |
29,474 |
20 |
460-6 |
420-0 |
40-6 |
8.8% |
7-5 |
1.7% |
100% |
True |
False |
28,771 |
40 |
460-6 |
390-4 |
70-2 |
15.2% |
7-5 |
1.6% |
100% |
True |
False |
22,290 |
60 |
460-6 |
356-6 |
104-0 |
22.6% |
6-6 |
1.5% |
100% |
True |
False |
17,131 |
80 |
460-6 |
356-6 |
104-0 |
22.6% |
6-1 |
1.3% |
100% |
True |
False |
13,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
477-6 |
2.618 |
471-2 |
1.618 |
467-2 |
1.000 |
464-6 |
0.618 |
463-2 |
HIGH |
460-6 |
0.618 |
459-2 |
0.500 |
458-6 |
0.382 |
458-2 |
LOW |
456-6 |
0.618 |
454-2 |
1.000 |
452-6 |
1.618 |
450-2 |
2.618 |
446-2 |
4.250 |
439-6 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
460-1 |
459-2 |
PP |
459-3 |
457-7 |
S1 |
458-6 |
456-3 |
|