CME Pit-Traded Corn Future March 2011
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
459-0 |
459-0 |
0-0 |
0.0% |
449-0 |
| High |
459-6 |
460-6 |
1-0 |
0.2% |
453-0 |
| Low |
455-2 |
456-6 |
1-4 |
0.3% |
429-4 |
| Close |
459-6 |
460-6 |
1-0 |
0.2% |
449-2 |
| Range |
4-4 |
4-0 |
-0-4 |
-11.1% |
23-4 |
| ATR |
9-3 |
9-0 |
-0-3 |
-4.1% |
0-0 |
| Volume |
34,838 |
29,740 |
-5,098 |
-14.6% |
138,983 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
471-3 |
470-1 |
463-0 |
|
| R3 |
467-3 |
466-1 |
461-7 |
|
| R2 |
463-3 |
463-3 |
461-4 |
|
| R1 |
462-1 |
462-1 |
461-1 |
462-6 |
| PP |
459-3 |
459-3 |
459-3 |
459-6 |
| S1 |
458-1 |
458-1 |
460-3 |
458-6 |
| S2 |
455-3 |
455-3 |
460-0 |
|
| S3 |
451-3 |
454-1 |
459-5 |
|
| S4 |
447-3 |
450-1 |
458-4 |
|
|
| 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 |
460-6 |
448-4 |
12-2 |
2.7% |
4-3 |
0.9% |
100% |
True |
False |
29,535 |
| 10 |
460-6 |
429-4 |
31-2 |
6.8% |
6-1 |
1.3% |
100% |
True |
False |
29,474 |
| 20 |
460-6 |
420-0 |
40-6 |
8.8% |
7-5 |
1.7% |
100% |
True |
False |
28,771 |
| 40 |
460-6 |
390-4 |
70-2 |
15.2% |
7-5 |
1.6% |
100% |
True |
False |
22,290 |
| 60 |
460-6 |
356-6 |
104-0 |
22.6% |
6-6 |
1.5% |
100% |
True |
False |
17,131 |
| 80 |
460-6 |
356-6 |
104-0 |
22.6% |
6-1 |
1.3% |
100% |
True |
False |
13,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
477-6 |
|
2.618 |
471-2 |
|
1.618 |
467-2 |
|
1.000 |
464-6 |
|
0.618 |
463-2 |
|
HIGH |
460-6 |
|
0.618 |
459-2 |
|
0.500 |
458-6 |
|
0.382 |
458-2 |
|
LOW |
456-6 |
|
0.618 |
454-2 |
|
1.000 |
452-6 |
|
1.618 |
450-2 |
|
2.618 |
446-2 |
|
4.250 |
439-6 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
460-1 |
459-2 |
| PP |
459-3 |
457-7 |
| S1 |
458-6 |
456-3 |
|