CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 06-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
443-0 |
426-0 |
-17-0 |
-3.8% |
426-0 |
High |
449-6 |
433-0 |
-16-6 |
-3.7% |
449-6 |
Low |
429-0 |
421-0 |
-8-0 |
-1.9% |
412-6 |
Close |
430-0 |
433-0 |
3-0 |
0.7% |
433-0 |
Range |
20-6 |
12-0 |
-8-6 |
-42.2% |
37-0 |
ATR |
9-7 |
10-0 |
0-1 |
1.5% |
0-0 |
Volume |
18,775 |
35,048 |
16,273 |
86.7% |
122,781 |
|
Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
465-0 |
461-0 |
439-5 |
|
R3 |
453-0 |
449-0 |
436-2 |
|
R2 |
441-0 |
441-0 |
435-2 |
|
R1 |
437-0 |
437-0 |
434-1 |
439-0 |
PP |
429-0 |
429-0 |
429-0 |
430-0 |
S1 |
425-0 |
425-0 |
431-7 |
427-0 |
S2 |
417-0 |
417-0 |
430-6 |
|
S3 |
405-0 |
413-0 |
429-6 |
|
S4 |
393-0 |
401-0 |
426-3 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
542-7 |
524-7 |
453-3 |
|
R3 |
505-7 |
487-7 |
443-1 |
|
R2 |
468-7 |
468-7 |
439-6 |
|
R1 |
450-7 |
450-7 |
436-3 |
459-7 |
PP |
431-7 |
431-7 |
431-7 |
436-2 |
S1 |
413-7 |
413-7 |
429-5 |
422-7 |
S2 |
394-7 |
394-7 |
426-2 |
|
S3 |
357-7 |
376-7 |
422-7 |
|
S4 |
320-7 |
339-7 |
412-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
449-6 |
412-6 |
37-0 |
8.5% |
12-0 |
2.8% |
55% |
False |
False |
24,556 |
10 |
449-6 |
390-4 |
59-2 |
13.7% |
9-5 |
2.2% |
72% |
False |
False |
20,068 |
20 |
449-6 |
390-4 |
59-2 |
13.7% |
8-0 |
1.9% |
72% |
False |
False |
16,748 |
40 |
449-6 |
356-6 |
93-0 |
21.5% |
6-5 |
1.5% |
82% |
False |
False |
12,046 |
60 |
449-6 |
356-6 |
93-0 |
21.5% |
5-5 |
1.3% |
82% |
False |
False |
9,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
484-0 |
2.618 |
464-3 |
1.618 |
452-3 |
1.000 |
445-0 |
0.618 |
440-3 |
HIGH |
433-0 |
0.618 |
428-3 |
0.500 |
427-0 |
0.382 |
425-5 |
LOW |
421-0 |
0.618 |
413-5 |
1.000 |
409-0 |
1.618 |
401-5 |
2.618 |
389-5 |
4.250 |
370-0 |
|
|
Fisher Pivots for day following 06-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
431-0 |
435-3 |
PP |
429-0 |
434-5 |
S1 |
427-0 |
433-6 |
|