CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
439-0 |
440-4 |
1-4 |
0.3% |
431-4 |
| High |
442-0 |
445-6 |
3-6 |
0.8% |
442-0 |
| Low |
438-0 |
435-4 |
-2-4 |
-0.6% |
420-0 |
| Close |
440-4 |
436-2 |
-4-2 |
-1.0% |
440-4 |
| Range |
4-0 |
10-2 |
6-2 |
156.3% |
22-0 |
| ATR |
9-7 |
10-0 |
0-0 |
0.2% |
0-0 |
| Volume |
42,080 |
18,363 |
-23,717 |
-56.4% |
149,860 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
469-7 |
463-3 |
441-7 |
|
| R3 |
459-5 |
453-1 |
439-1 |
|
| R2 |
449-3 |
449-3 |
438-1 |
|
| R1 |
442-7 |
442-7 |
437-2 |
441-0 |
| PP |
439-1 |
439-1 |
439-1 |
438-2 |
| S1 |
432-5 |
432-5 |
435-2 |
430-6 |
| S2 |
428-7 |
428-7 |
434-3 |
|
| S3 |
418-5 |
422-3 |
433-3 |
|
| S4 |
408-3 |
412-1 |
430-5 |
|
|
| 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 |
445-6 |
420-0 |
25-6 |
5.9% |
8-7 |
2.0% |
63% |
True |
False |
28,410 |
| 10 |
449-6 |
412-6 |
37-0 |
8.5% |
9-7 |
2.3% |
64% |
False |
False |
26,742 |
| 20 |
449-6 |
390-4 |
59-2 |
13.6% |
8-4 |
2.0% |
77% |
False |
False |
21,286 |
| 40 |
449-6 |
356-6 |
93-0 |
21.3% |
7-3 |
1.7% |
85% |
False |
False |
15,452 |
| 60 |
449-6 |
356-6 |
93-0 |
21.3% |
6-1 |
1.4% |
85% |
False |
False |
11,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
489-2 |
|
2.618 |
472-5 |
|
1.618 |
462-3 |
|
1.000 |
456-0 |
|
0.618 |
452-1 |
|
HIGH |
445-6 |
|
0.618 |
441-7 |
|
0.500 |
440-5 |
|
0.382 |
439-3 |
|
LOW |
435-4 |
|
0.618 |
429-1 |
|
1.000 |
425-2 |
|
1.618 |
418-7 |
|
2.618 |
408-5 |
|
4.250 |
392-0 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
440-5 |
436-1 |
| PP |
439-1 |
436-0 |
| S1 |
437-6 |
435-7 |
|