CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
409-4 |
426-0 |
16-4 |
4.0% |
395-4 |
| High |
418-4 |
428-4 |
10-0 |
2.4% |
418-4 |
| Low |
409-4 |
416-0 |
6-4 |
1.6% |
390-4 |
| Close |
418-6 |
416-4 |
-2-2 |
-0.5% |
418-6 |
| Range |
9-0 |
12-4 |
3-4 |
38.9% |
28-0 |
| ATR |
8-5 |
8-7 |
0-2 |
3.3% |
0-0 |
| Volume |
19,095 |
23,584 |
4,489 |
23.5% |
77,899 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
457-7 |
449-5 |
423-3 |
|
| R3 |
445-3 |
437-1 |
420-0 |
|
| R2 |
432-7 |
432-7 |
418-6 |
|
| R1 |
424-5 |
424-5 |
417-5 |
422-4 |
| PP |
420-3 |
420-3 |
420-3 |
419-2 |
| S1 |
412-1 |
412-1 |
415-3 |
410-0 |
| S2 |
407-7 |
407-7 |
414-2 |
|
| S3 |
395-3 |
399-5 |
413-0 |
|
| S4 |
382-7 |
387-1 |
409-5 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
493-2 |
484-0 |
434-1 |
|
| R3 |
465-2 |
456-0 |
426-4 |
|
| R2 |
437-2 |
437-2 |
423-7 |
|
| R1 |
428-0 |
428-0 |
421-3 |
432-5 |
| PP |
409-2 |
409-2 |
409-2 |
411-4 |
| S1 |
400-0 |
400-0 |
416-1 |
404-5 |
| S2 |
381-2 |
381-2 |
413-5 |
|
| S3 |
353-2 |
372-0 |
411-0 |
|
| S4 |
325-2 |
344-0 |
403-3 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
481-5 |
|
2.618 |
461-2 |
|
1.618 |
448-6 |
|
1.000 |
441-0 |
|
0.618 |
436-2 |
|
HIGH |
428-4 |
|
0.618 |
423-6 |
|
0.500 |
422-2 |
|
0.382 |
420-6 |
|
LOW |
416-0 |
|
0.618 |
408-2 |
|
1.000 |
403-4 |
|
1.618 |
395-6 |
|
2.618 |
383-2 |
|
4.250 |
362-7 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
422-2 |
416-2 |
| PP |
420-3 |
415-7 |
| S1 |
418-3 |
415-5 |
|