CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
440-4 |
437-4 |
-3-0 |
-0.7% |
431-4 |
| High |
445-6 |
444-0 |
-1-6 |
-0.4% |
442-0 |
| Low |
435-4 |
436-0 |
0-4 |
0.1% |
420-0 |
| Close |
436-2 |
443-4 |
7-2 |
1.7% |
440-4 |
| Range |
10-2 |
8-0 |
-2-2 |
-22.0% |
22-0 |
| ATR |
10-0 |
9-7 |
-0-1 |
-1.4% |
0-0 |
| Volume |
18,363 |
24,635 |
6,272 |
34.2% |
149,860 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
465-1 |
462-3 |
447-7 |
|
| R3 |
457-1 |
454-3 |
445-6 |
|
| R2 |
449-1 |
449-1 |
445-0 |
|
| R1 |
446-3 |
446-3 |
444-2 |
447-6 |
| PP |
441-1 |
441-1 |
441-1 |
441-7 |
| S1 |
438-3 |
438-3 |
442-6 |
439-6 |
| S2 |
433-1 |
433-1 |
442-0 |
|
| S3 |
425-1 |
430-3 |
441-2 |
|
| S4 |
417-1 |
422-3 |
439-1 |
|
|
| 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 |
5.8% |
9-0 |
2.0% |
91% |
False |
False |
27,980 |
| 10 |
449-6 |
420-0 |
29-6 |
6.7% |
10-0 |
2.3% |
79% |
False |
False |
26,645 |
| 20 |
449-6 |
390-4 |
59-2 |
13.4% |
8-6 |
2.0% |
89% |
False |
False |
21,590 |
| 40 |
449-6 |
356-6 |
93-0 |
21.0% |
7-2 |
1.6% |
93% |
False |
False |
15,924 |
| 60 |
449-6 |
356-6 |
93-0 |
21.0% |
6-2 |
1.4% |
93% |
False |
False |
12,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
478-0 |
|
2.618 |
465-0 |
|
1.618 |
457-0 |
|
1.000 |
452-0 |
|
0.618 |
449-0 |
|
HIGH |
444-0 |
|
0.618 |
441-0 |
|
0.500 |
440-0 |
|
0.382 |
439-0 |
|
LOW |
436-0 |
|
0.618 |
431-0 |
|
1.000 |
428-0 |
|
1.618 |
423-0 |
|
2.618 |
415-0 |
|
4.250 |
402-0 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
442-3 |
442-4 |
| PP |
441-1 |
441-5 |
| S1 |
440-0 |
440-5 |
|