CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
426-0 |
431-4 |
5-4 |
1.3% |
426-0 |
| High |
433-0 |
438-0 |
5-0 |
1.2% |
449-6 |
| Low |
421-0 |
431-2 |
10-2 |
2.4% |
412-6 |
| Close |
433-0 |
431-6 |
-1-2 |
-0.3% |
433-0 |
| Range |
12-0 |
6-6 |
-5-2 |
-43.8% |
37-0 |
| ATR |
10-0 |
9-6 |
-0-2 |
-2.3% |
0-0 |
| Volume |
35,048 |
26,170 |
-8,878 |
-25.3% |
122,781 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
453-7 |
449-5 |
435-4 |
|
| R3 |
447-1 |
442-7 |
433-5 |
|
| R2 |
440-3 |
440-3 |
433-0 |
|
| R1 |
436-1 |
436-1 |
432-3 |
438-2 |
| PP |
433-5 |
433-5 |
433-5 |
434-6 |
| S1 |
429-3 |
429-3 |
431-1 |
431-4 |
| S2 |
426-7 |
426-7 |
430-4 |
|
| S3 |
420-1 |
422-5 |
429-7 |
|
| S4 |
413-3 |
415-7 |
428-0 |
|
|
| 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 |
8.6% |
10-7 |
2.5% |
51% |
False |
False |
25,073 |
| 10 |
449-6 |
390-4 |
59-2 |
13.7% |
9-7 |
2.3% |
70% |
False |
False |
21,345 |
| 20 |
449-6 |
390-4 |
59-2 |
13.7% |
8-2 |
1.9% |
70% |
False |
False |
17,468 |
| 40 |
449-6 |
356-6 |
93-0 |
21.5% |
6-5 |
1.5% |
81% |
False |
False |
12,474 |
| 60 |
449-6 |
356-6 |
93-0 |
21.5% |
5-5 |
1.3% |
81% |
False |
False |
9,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
466-6 |
|
2.618 |
455-5 |
|
1.618 |
448-7 |
|
1.000 |
444-6 |
|
0.618 |
442-1 |
|
HIGH |
438-0 |
|
0.618 |
435-3 |
|
0.500 |
434-5 |
|
0.382 |
433-7 |
|
LOW |
431-2 |
|
0.618 |
427-1 |
|
1.000 |
424-4 |
|
1.618 |
420-3 |
|
2.618 |
413-5 |
|
4.250 |
402-4 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
434-5 |
435-3 |
| PP |
433-5 |
434-1 |
| S1 |
432-6 |
433-0 |
|