CME Pit-Traded Corn Future May 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 |
447-4 |
456-4 |
9-0 |
2.0% |
455-2 |
High |
455-4 |
459-4 |
4-0 |
0.9% |
459-4 |
Low |
441-0 |
455-4 |
14-4 |
3.3% |
438-0 |
Close |
453-0 |
456-2 |
3-2 |
0.7% |
456-2 |
Range |
14-4 |
4-0 |
-10-4 |
-72.4% |
21-4 |
ATR |
9-0 |
8-7 |
-0-1 |
-2.0% |
0-0 |
Volume |
4,188 |
3,319 |
-869 |
-20.7% |
23,713 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
469-1 |
466-5 |
458-4 |
|
R3 |
465-1 |
462-5 |
457-3 |
|
R2 |
461-1 |
461-1 |
457-0 |
|
R1 |
458-5 |
458-5 |
456-5 |
457-7 |
PP |
457-1 |
457-1 |
457-1 |
456-6 |
S1 |
454-5 |
454-5 |
455-7 |
453-7 |
S2 |
453-1 |
453-1 |
455-4 |
|
S3 |
449-1 |
450-5 |
455-1 |
|
S4 |
445-1 |
446-5 |
454-0 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
515-6 |
507-4 |
468-1 |
|
R3 |
494-2 |
486-0 |
462-1 |
|
R2 |
472-6 |
472-6 |
460-2 |
|
R1 |
464-4 |
464-4 |
458-2 |
468-5 |
PP |
451-2 |
451-2 |
451-2 |
453-2 |
S1 |
443-0 |
443-0 |
454-2 |
447-1 |
S2 |
429-6 |
429-6 |
452-2 |
|
S3 |
408-2 |
421-4 |
450-3 |
|
S4 |
386-6 |
400-0 |
444-3 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
476-4 |
2.618 |
470-0 |
1.618 |
466-0 |
1.000 |
463-4 |
0.618 |
462-0 |
HIGH |
459-4 |
0.618 |
458-0 |
0.500 |
457-4 |
0.382 |
457-0 |
LOW |
455-4 |
0.618 |
453-0 |
1.000 |
451-4 |
1.618 |
449-0 |
2.618 |
445-0 |
4.250 |
438-4 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
457-4 |
454-2 |
PP |
457-1 |
452-2 |
S1 |
456-5 |
450-2 |
|