CME Pit-Traded Corn Future March 2011
Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
422-0 |
428-0 |
6-0 |
1.4% |
426-0 |
High |
427-0 |
442-0 |
15-0 |
3.5% |
449-6 |
Low |
420-0 |
426-0 |
6-0 |
1.4% |
412-6 |
Close |
424-2 |
434-6 |
10-4 |
2.5% |
433-0 |
Range |
7-0 |
16-0 |
9-0 |
128.6% |
37-0 |
ATR |
9-4 |
10-1 |
0-5 |
6.1% |
0-0 |
Volume |
24,598 |
30,225 |
5,627 |
22.9% |
122,781 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
482-2 |
474-4 |
443-4 |
|
R3 |
466-2 |
458-4 |
439-1 |
|
R2 |
450-2 |
450-2 |
437-5 |
|
R1 |
442-4 |
442-4 |
436-2 |
446-3 |
PP |
434-2 |
434-2 |
434-2 |
436-2 |
S1 |
426-4 |
426-4 |
433-2 |
430-3 |
S2 |
418-2 |
418-2 |
431-7 |
|
S3 |
402-2 |
410-4 |
430-3 |
|
S4 |
386-2 |
394-4 |
426-0 |
|
|
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 |
442-0 |
420-0 |
22-0 |
5.1% |
9-6 |
2.3% |
67% |
True |
False |
28,565 |
10 |
449-6 |
409-4 |
40-2 |
9.3% |
10-5 |
2.4% |
63% |
False |
False |
24,965 |
20 |
449-6 |
390-4 |
59-2 |
13.6% |
8-4 |
2.0% |
75% |
False |
False |
19,961 |
40 |
449-6 |
356-6 |
93-0 |
21.4% |
7-1 |
1.7% |
84% |
False |
False |
14,211 |
60 |
449-6 |
356-6 |
93-0 |
21.4% |
6-0 |
1.4% |
84% |
False |
False |
10,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
510-0 |
2.618 |
483-7 |
1.618 |
467-7 |
1.000 |
458-0 |
0.618 |
451-7 |
HIGH |
442-0 |
0.618 |
435-7 |
0.500 |
434-0 |
0.382 |
432-1 |
LOW |
426-0 |
0.618 |
416-1 |
1.000 |
410-0 |
1.618 |
400-1 |
2.618 |
384-1 |
4.250 |
358-0 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
434-4 |
433-4 |
PP |
434-2 |
432-2 |
S1 |
434-0 |
431-0 |
|