CME Pit-Traded Corn Future July 2011
Trading Metrics calculated at close of trading on 20-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
460-6 |
449-4 |
-11-2 |
-2.4% |
453-6 |
High |
461-0 |
460-6 |
-0-2 |
-0.1% |
461-0 |
Low |
450-0 |
449-4 |
-0-4 |
-0.1% |
449-4 |
Close |
453-2 |
461-0 |
7-6 |
1.7% |
461-0 |
Range |
11-0 |
11-2 |
0-2 |
2.3% |
11-4 |
ATR |
9-2 |
9-3 |
0-1 |
1.5% |
0-0 |
Volume |
13,202 |
23,009 |
9,807 |
74.3% |
73,222 |
|
Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-7 |
487-1 |
467-2 |
|
R3 |
479-5 |
475-7 |
464-1 |
|
R2 |
468-3 |
468-3 |
463-0 |
|
R1 |
464-5 |
464-5 |
462-0 |
466-4 |
PP |
457-1 |
457-1 |
457-1 |
458-0 |
S1 |
453-3 |
453-3 |
460-0 |
455-2 |
S2 |
445-7 |
445-7 |
459-0 |
|
S3 |
434-5 |
442-1 |
457-7 |
|
S4 |
423-3 |
430-7 |
454-6 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
491-5 |
487-7 |
467-3 |
|
R3 |
480-1 |
476-3 |
464-1 |
|
R2 |
468-5 |
468-5 |
463-1 |
|
R1 |
464-7 |
464-7 |
462-0 |
466-6 |
PP |
457-1 |
457-1 |
457-1 |
458-1 |
S1 |
453-3 |
453-3 |
460-0 |
455-2 |
S2 |
445-5 |
445-5 |
458-7 |
|
S3 |
434-1 |
441-7 |
457-7 |
|
S4 |
422-5 |
430-3 |
454-5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
508-4 |
2.618 |
490-2 |
1.618 |
479-0 |
1.000 |
472-0 |
0.618 |
467-6 |
HIGH |
460-6 |
0.618 |
456-4 |
0.500 |
455-1 |
0.382 |
453-6 |
LOW |
449-4 |
0.618 |
442-4 |
1.000 |
438-2 |
1.618 |
431-2 |
2.618 |
420-0 |
4.250 |
401-6 |
|
|
Fisher Pivots for day following 20-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
459-0 |
459-1 |
PP |
457-1 |
457-1 |
S1 |
455-1 |
455-2 |
|