CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
428-0 |
439-0 |
11-0 |
2.6% |
431-4 |
| High |
442-0 |
442-0 |
0-0 |
0.0% |
442-0 |
| Low |
426-0 |
438-0 |
12-0 |
2.8% |
420-0 |
| Close |
434-6 |
440-4 |
5-6 |
1.3% |
440-4 |
| Range |
16-0 |
4-0 |
-12-0 |
-75.0% |
22-0 |
| ATR |
10-1 |
9-7 |
-0-2 |
-2.0% |
0-0 |
| Volume |
30,225 |
42,080 |
11,855 |
39.2% |
149,860 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
452-1 |
450-3 |
442-6 |
|
| R3 |
448-1 |
446-3 |
441-5 |
|
| R2 |
444-1 |
444-1 |
441-2 |
|
| R1 |
442-3 |
442-3 |
440-7 |
443-2 |
| PP |
440-1 |
440-1 |
440-1 |
440-5 |
| S1 |
438-3 |
438-3 |
440-1 |
439-2 |
| S2 |
436-1 |
436-1 |
439-6 |
|
| S3 |
432-1 |
434-3 |
439-3 |
|
| S4 |
428-1 |
430-3 |
438-2 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
500-1 |
492-3 |
452-5 |
|
| R3 |
478-1 |
470-3 |
446-4 |
|
| R2 |
456-1 |
456-1 |
444-4 |
|
| R1 |
448-3 |
448-3 |
442-4 |
452-2 |
| PP |
434-1 |
434-1 |
434-1 |
436-1 |
| S1 |
426-3 |
426-3 |
438-4 |
430-2 |
| S2 |
412-1 |
412-1 |
436-4 |
|
| S3 |
390-1 |
404-3 |
434-4 |
|
| S4 |
368-1 |
382-3 |
428-3 |
|
|
| 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 |
5.0% |
8-2 |
1.9% |
93% |
True |
False |
29,972 |
| 10 |
449-6 |
412-6 |
37-0 |
8.4% |
10-1 |
2.3% |
75% |
False |
False |
27,264 |
| 20 |
449-6 |
390-4 |
59-2 |
13.5% |
8-4 |
1.9% |
84% |
False |
False |
21,131 |
| 40 |
449-6 |
356-6 |
93-0 |
21.1% |
7-2 |
1.6% |
90% |
False |
False |
15,146 |
| 60 |
449-6 |
356-6 |
93-0 |
21.1% |
6-0 |
1.4% |
90% |
False |
False |
11,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
459-0 |
|
2.618 |
452-4 |
|
1.618 |
448-4 |
|
1.000 |
446-0 |
|
0.618 |
444-4 |
|
HIGH |
442-0 |
|
0.618 |
440-4 |
|
0.500 |
440-0 |
|
0.382 |
439-4 |
|
LOW |
438-0 |
|
0.618 |
435-4 |
|
1.000 |
434-0 |
|
1.618 |
431-4 |
|
2.618 |
427-4 |
|
4.250 |
421-0 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
440-3 |
437-3 |
| PP |
440-1 |
434-1 |
| S1 |
440-0 |
431-0 |
|