CME Pit-Traded Corn Future July 2011
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
449-4 |
461-4 |
12-0 |
2.7% |
453-6 |
| High |
460-6 |
461-4 |
0-6 |
0.2% |
461-0 |
| Low |
449-4 |
458-4 |
9-0 |
2.0% |
449-4 |
| Close |
461-0 |
459-0 |
-2-0 |
-0.4% |
461-0 |
| Range |
11-2 |
3-0 |
-8-2 |
-73.3% |
11-4 |
| ATR |
9-3 |
9-0 |
-0-4 |
-4.9% |
0-0 |
| Volume |
23,009 |
17,201 |
-5,808 |
-25.2% |
73,222 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
468-5 |
466-7 |
460-5 |
|
| R3 |
465-5 |
463-7 |
459-7 |
|
| R2 |
462-5 |
462-5 |
459-4 |
|
| R1 |
460-7 |
460-7 |
459-2 |
460-2 |
| PP |
459-5 |
459-5 |
459-5 |
459-3 |
| S1 |
457-7 |
457-7 |
458-6 |
457-2 |
| S2 |
456-5 |
456-5 |
458-4 |
|
| S3 |
453-5 |
454-7 |
458-1 |
|
| S4 |
450-5 |
451-7 |
457-3 |
|
|
| 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 |
474-2 |
|
2.618 |
469-3 |
|
1.618 |
466-3 |
|
1.000 |
464-4 |
|
0.618 |
463-3 |
|
HIGH |
461-4 |
|
0.618 |
460-3 |
|
0.500 |
460-0 |
|
0.382 |
459-5 |
|
LOW |
458-4 |
|
0.618 |
456-5 |
|
1.000 |
455-4 |
|
1.618 |
453-5 |
|
2.618 |
450-5 |
|
4.250 |
445-6 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
460-0 |
457-7 |
| PP |
459-5 |
456-5 |
| S1 |
459-3 |
455-4 |
|