CME Pit-Traded Corn Future July 2010
Trading Metrics calculated at close of trading on 14-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
370-4 |
368-0 |
-2-4 |
-0.7% |
370-0 |
High |
373-0 |
377-0 |
4-0 |
1.1% |
377-4 |
Low |
366-0 |
368-0 |
2-0 |
0.5% |
360-0 |
Close |
366-6 |
375-2 |
8-4 |
2.3% |
375-2 |
Range |
7-0 |
9-0 |
2-0 |
28.6% |
17-4 |
ATR |
8-4 |
8-5 |
0-1 |
1.5% |
0-0 |
Volume |
6,507 |
4,930 |
-1,577 |
-24.2% |
53,588 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
400-3 |
396-7 |
380-2 |
|
R3 |
391-3 |
387-7 |
377-6 |
|
R2 |
382-3 |
382-3 |
376-7 |
|
R1 |
378-7 |
378-7 |
376-1 |
380-5 |
PP |
373-3 |
373-3 |
373-3 |
374-2 |
S1 |
369-7 |
369-7 |
374-3 |
371-5 |
S2 |
364-3 |
364-3 |
373-5 |
|
S3 |
355-3 |
360-7 |
372-6 |
|
S4 |
346-3 |
351-7 |
370-2 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423-3 |
416-7 |
384-7 |
|
R3 |
405-7 |
399-3 |
380-0 |
|
R2 |
388-3 |
388-3 |
378-4 |
|
R1 |
381-7 |
381-7 |
376-7 |
385-1 |
PP |
370-7 |
370-7 |
370-7 |
372-4 |
S1 |
364-3 |
364-3 |
373-5 |
367-5 |
S2 |
353-3 |
353-3 |
372-0 |
|
S3 |
335-7 |
346-7 |
370-4 |
|
S4 |
318-3 |
329-3 |
365-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
377-4 |
366-0 |
11-4 |
3.1% |
5-7 |
1.6% |
80% |
False |
False |
6,975 |
10 |
377-4 |
346-4 |
31-0 |
8.3% |
7-6 |
2.1% |
93% |
False |
False |
27,131 |
20 |
377-4 |
324-4 |
53-0 |
14.1% |
7-2 |
1.9% |
96% |
False |
False |
70,698 |
40 |
377-4 |
324-4 |
53-0 |
14.1% |
6-5 |
1.8% |
96% |
False |
False |
98,828 |
60 |
385-0 |
324-4 |
60-4 |
16.1% |
7-0 |
1.9% |
84% |
False |
False |
113,641 |
80 |
385-4 |
324-4 |
61-0 |
16.3% |
6-7 |
1.8% |
83% |
False |
False |
101,221 |
100 |
401-4 |
324-4 |
77-0 |
20.5% |
6-5 |
1.8% |
66% |
False |
False |
86,628 |
120 |
401-4 |
324-4 |
77-0 |
20.5% |
6-3 |
1.7% |
66% |
False |
False |
76,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
415-2 |
2.618 |
400-4 |
1.618 |
391-4 |
1.000 |
386-0 |
0.618 |
382-4 |
HIGH |
377-0 |
0.618 |
373-4 |
0.500 |
372-4 |
0.382 |
371-4 |
LOW |
368-0 |
0.618 |
362-4 |
1.000 |
359-0 |
1.618 |
353-4 |
2.618 |
344-4 |
4.250 |
329-6 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
374-3 |
374-0 |
PP |
373-3 |
372-6 |
S1 |
372-4 |
371-4 |
|