CME Pit-Traded Corn Future July 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 |
471-2 |
473-0 |
1-6 |
0.4% |
468-4 |
| High |
472-4 |
486-4 |
14-0 |
3.0% |
486-4 |
| Low |
470-0 |
473-0 |
3-0 |
0.6% |
463-4 |
| Close |
472-6 |
486-4 |
13-6 |
2.9% |
486-4 |
| Range |
2-4 |
13-4 |
11-0 |
440.0% |
23-0 |
| ATR |
8-2 |
8-5 |
0-3 |
4.8% |
0-0 |
| Volume |
18,475 |
15,078 |
-3,397 |
-18.4% |
73,346 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
522-4 |
518-0 |
493-7 |
|
| R3 |
509-0 |
504-4 |
490-2 |
|
| R2 |
495-4 |
495-4 |
489-0 |
|
| R1 |
491-0 |
491-0 |
487-6 |
493-2 |
| PP |
482-0 |
482-0 |
482-0 |
483-1 |
| S1 |
477-4 |
477-4 |
485-2 |
479-6 |
| S2 |
468-4 |
468-4 |
484-0 |
|
| S3 |
455-0 |
464-0 |
482-6 |
|
| S4 |
441-4 |
450-4 |
479-1 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
547-7 |
540-1 |
499-1 |
|
| R3 |
524-7 |
517-1 |
492-7 |
|
| R2 |
501-7 |
501-7 |
490-6 |
|
| R1 |
494-1 |
494-1 |
488-5 |
498-0 |
| PP |
478-7 |
478-7 |
478-7 |
480-6 |
| S1 |
471-1 |
471-1 |
484-3 |
475-0 |
| S2 |
455-7 |
455-7 |
482-2 |
|
| S3 |
432-7 |
448-1 |
480-1 |
|
| S4 |
409-7 |
425-1 |
473-7 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
543-7 |
|
2.618 |
521-7 |
|
1.618 |
508-3 |
|
1.000 |
500-0 |
|
0.618 |
494-7 |
|
HIGH |
486-4 |
|
0.618 |
481-3 |
|
0.500 |
479-6 |
|
0.382 |
478-1 |
|
LOW |
473-0 |
|
0.618 |
464-5 |
|
1.000 |
459-4 |
|
1.618 |
451-1 |
|
2.618 |
437-5 |
|
4.250 |
415-5 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
484-2 |
483-5 |
| PP |
482-0 |
480-6 |
| S1 |
479-6 |
477-7 |
|