CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
448-6 |
455-4 |
6-6 |
1.5% |
449-0 |
| High |
453-0 |
458-0 |
5-0 |
1.1% |
453-0 |
| Low |
448-4 |
454-2 |
5-6 |
1.3% |
429-4 |
| Close |
449-2 |
454-4 |
5-2 |
1.2% |
449-2 |
| Range |
4-4 |
3-6 |
-0-6 |
-16.7% |
23-4 |
| ATR |
10-0 |
9-7 |
-0-1 |
-0.9% |
0-0 |
| Volume |
24,791 |
28,320 |
3,529 |
14.2% |
138,983 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
466-7 |
464-3 |
456-4 |
|
| R3 |
463-1 |
460-5 |
455-4 |
|
| R2 |
459-3 |
459-3 |
455-2 |
|
| R1 |
456-7 |
456-7 |
454-7 |
456-2 |
| PP |
455-5 |
455-5 |
455-5 |
455-2 |
| S1 |
453-1 |
453-1 |
454-1 |
452-4 |
| S2 |
451-7 |
451-7 |
453-6 |
|
| S3 |
448-1 |
449-3 |
453-4 |
|
| S4 |
444-3 |
445-5 |
452-4 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
514-3 |
505-3 |
462-1 |
|
| R3 |
490-7 |
481-7 |
455-6 |
|
| R2 |
467-3 |
467-3 |
453-4 |
|
| R1 |
458-3 |
458-3 |
451-3 |
462-7 |
| PP |
443-7 |
443-7 |
443-7 |
446-2 |
| S1 |
434-7 |
434-7 |
447-1 |
439-3 |
| S2 |
420-3 |
420-3 |
445-0 |
|
| S3 |
396-7 |
411-3 |
442-6 |
|
| S4 |
373-3 |
387-7 |
436-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
458-0 |
429-4 |
28-4 |
6.3% |
6-0 |
1.3% |
88% |
True |
False |
29,377 |
| 10 |
458-0 |
429-4 |
28-4 |
6.3% |
7-4 |
1.7% |
88% |
True |
False |
27,759 |
| 20 |
458-0 |
412-6 |
45-2 |
10.0% |
8-6 |
1.9% |
92% |
True |
False |
27,250 |
| 40 |
458-0 |
390-4 |
67-4 |
14.9% |
7-5 |
1.7% |
95% |
True |
False |
20,742 |
| 60 |
458-0 |
356-6 |
101-2 |
22.3% |
6-6 |
1.5% |
97% |
True |
False |
15,798 |
| 80 |
458-0 |
356-6 |
101-2 |
22.3% |
6-1 |
1.3% |
97% |
True |
False |
12,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
474-0 |
|
2.618 |
467-7 |
|
1.618 |
464-1 |
|
1.000 |
461-6 |
|
0.618 |
460-3 |
|
HIGH |
458-0 |
|
0.618 |
456-5 |
|
0.500 |
456-1 |
|
0.382 |
455-5 |
|
LOW |
454-2 |
|
0.618 |
451-7 |
|
1.000 |
450-4 |
|
1.618 |
448-1 |
|
2.618 |
444-3 |
|
4.250 |
438-2 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
456-1 |
452-4 |
| PP |
455-5 |
450-4 |
| S1 |
455-0 |
448-4 |
|