CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
426-0 |
415-0 |
-11-0 |
-2.6% |
395-4 |
| High |
428-4 |
419-4 |
-9-0 |
-2.1% |
418-4 |
| Low |
416-0 |
412-6 |
-3-2 |
-0.8% |
390-4 |
| Close |
416-4 |
416-4 |
0-0 |
0.0% |
418-6 |
| Range |
12-4 |
6-6 |
-5-6 |
-46.0% |
28-0 |
| ATR |
8-7 |
8-6 |
-0-1 |
-1.7% |
0-0 |
| Volume |
23,584 |
25,596 |
2,012 |
8.5% |
77,899 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
436-4 |
433-2 |
420-2 |
|
| R3 |
429-6 |
426-4 |
418-3 |
|
| R2 |
423-0 |
423-0 |
417-6 |
|
| R1 |
419-6 |
419-6 |
417-1 |
421-3 |
| PP |
416-2 |
416-2 |
416-2 |
417-0 |
| S1 |
413-0 |
413-0 |
415-7 |
414-5 |
| S2 |
409-4 |
409-4 |
415-2 |
|
| S3 |
402-6 |
406-2 |
414-5 |
|
| S4 |
396-0 |
399-4 |
412-6 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
428-4 |
396-6 |
31-6 |
7.6% |
9-0 |
2.2% |
62% |
False |
False |
20,171 |
| 10 |
428-4 |
390-4 |
38-0 |
9.1% |
7-4 |
1.8% |
68% |
False |
False |
16,535 |
| 20 |
428-4 |
390-4 |
38-0 |
9.1% |
6-5 |
1.6% |
68% |
False |
False |
14,992 |
| 40 |
428-4 |
356-6 |
71-6 |
17.2% |
5-6 |
1.4% |
83% |
False |
False |
10,624 |
| 60 |
428-4 |
356-6 |
71-6 |
17.2% |
5-2 |
1.3% |
83% |
False |
False |
8,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
448-2 |
|
2.618 |
437-1 |
|
1.618 |
430-3 |
|
1.000 |
426-2 |
|
0.618 |
423-5 |
|
HIGH |
419-4 |
|
0.618 |
416-7 |
|
0.500 |
416-1 |
|
0.382 |
415-3 |
|
LOW |
412-6 |
|
0.618 |
408-5 |
|
1.000 |
406-0 |
|
1.618 |
401-7 |
|
2.618 |
395-1 |
|
4.250 |
384-0 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
416-3 |
419-0 |
| PP |
416-2 |
418-1 |
| S1 |
416-1 |
417-3 |
|