CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
459-0 |
460-6 |
1-6 |
0.4% |
455-4 |
High |
460-6 |
478-0 |
17-2 |
3.7% |
478-0 |
Low |
456-6 |
460-6 |
4-0 |
0.9% |
452-0 |
Close |
460-6 |
477-6 |
17-0 |
3.7% |
477-6 |
Range |
4-0 |
17-2 |
13-2 |
331.3% |
26-0 |
ATR |
9-0 |
9-5 |
0-5 |
6.6% |
0-0 |
Volume |
29,740 |
32,873 |
3,133 |
10.5% |
155,759 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
523-7 |
518-1 |
487-2 |
|
R3 |
506-5 |
500-7 |
482-4 |
|
R2 |
489-3 |
489-3 |
480-7 |
|
R1 |
483-5 |
483-5 |
479-3 |
486-4 |
PP |
472-1 |
472-1 |
472-1 |
473-5 |
S1 |
466-3 |
466-3 |
476-1 |
469-2 |
S2 |
454-7 |
454-7 |
474-5 |
|
S3 |
437-5 |
449-1 |
473-0 |
|
S4 |
420-3 |
431-7 |
468-2 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
547-2 |
538-4 |
492-0 |
|
R3 |
521-2 |
512-4 |
484-7 |
|
R2 |
495-2 |
495-2 |
482-4 |
|
R1 |
486-4 |
486-4 |
480-1 |
490-7 |
PP |
469-2 |
469-2 |
469-2 |
471-4 |
S1 |
460-4 |
460-4 |
475-3 |
464-7 |
S2 |
443-2 |
443-2 |
473-0 |
|
S3 |
417-2 |
434-4 |
470-5 |
|
S4 |
391-2 |
408-4 |
463-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
478-0 |
452-0 |
26-0 |
5.4% |
6-7 |
1.4% |
99% |
True |
False |
31,151 |
10 |
478-0 |
429-4 |
48-4 |
10.2% |
6-6 |
1.4% |
99% |
True |
False |
29,474 |
20 |
478-0 |
420-0 |
58-0 |
12.1% |
7-7 |
1.6% |
100% |
True |
False |
28,663 |
40 |
478-0 |
390-4 |
87-4 |
18.3% |
8-0 |
1.7% |
100% |
True |
False |
22,705 |
60 |
478-0 |
356-6 |
121-2 |
25.4% |
7-0 |
1.5% |
100% |
True |
False |
17,585 |
80 |
478-0 |
356-6 |
121-2 |
25.4% |
6-1 |
1.3% |
100% |
True |
False |
14,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
551-2 |
2.618 |
523-1 |
1.618 |
505-7 |
1.000 |
495-2 |
0.618 |
488-5 |
HIGH |
478-0 |
0.618 |
471-3 |
0.500 |
469-3 |
0.382 |
467-3 |
LOW |
460-6 |
0.618 |
450-1 |
1.000 |
443-4 |
1.618 |
432-7 |
2.618 |
415-5 |
4.250 |
387-4 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
475-0 |
474-0 |
PP |
472-1 |
470-3 |
S1 |
469-3 |
466-5 |
|