CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
382-4 |
378-4 |
-4-0 |
-1.0% |
378-4 |
High |
382-6 |
382-4 |
-0-2 |
-0.1% |
386-2 |
Low |
378-6 |
374-4 |
-4-2 |
-1.1% |
368-0 |
Close |
379-6 |
375-2 |
-4-4 |
-1.2% |
383-4 |
Range |
4-0 |
8-0 |
4-0 |
100.0% |
18-2 |
ATR |
8-4 |
8-4 |
0-0 |
-0.4% |
0-0 |
Volume |
71,392 |
54,028 |
-17,364 |
-24.3% |
331,969 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401-3 |
396-3 |
379-5 |
|
R3 |
393-3 |
388-3 |
377-4 |
|
R2 |
385-3 |
385-3 |
376-6 |
|
R1 |
380-3 |
380-3 |
376-0 |
378-7 |
PP |
377-3 |
377-3 |
377-3 |
376-6 |
S1 |
372-3 |
372-3 |
374-4 |
370-7 |
S2 |
369-3 |
369-3 |
373-6 |
|
S3 |
361-3 |
364-3 |
373-0 |
|
S4 |
353-3 |
356-3 |
370-7 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
434-0 |
427-0 |
393-4 |
|
R3 |
415-6 |
408-6 |
388-4 |
|
R2 |
397-4 |
397-4 |
386-7 |
|
R1 |
390-4 |
390-4 |
385-1 |
394-0 |
PP |
379-2 |
379-2 |
379-2 |
381-0 |
S1 |
372-2 |
372-2 |
381-7 |
375-6 |
S2 |
361-0 |
361-0 |
380-1 |
|
S3 |
342-6 |
354-0 |
378-4 |
|
S4 |
324-4 |
335-6 |
373-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
386-2 |
372-6 |
13-4 |
3.6% |
5-6 |
1.5% |
19% |
False |
False |
77,124 |
10 |
386-2 |
333-0 |
53-2 |
14.2% |
7-6 |
2.1% |
79% |
False |
False |
93,084 |
20 |
386-2 |
333-0 |
53-2 |
14.2% |
7-1 |
1.9% |
79% |
False |
False |
75,670 |
40 |
386-2 |
333-0 |
53-2 |
14.2% |
6-2 |
1.7% |
79% |
False |
False |
58,846 |
60 |
391-0 |
333-0 |
58-0 |
15.5% |
6-3 |
1.7% |
73% |
False |
False |
48,772 |
80 |
394-0 |
333-0 |
61-0 |
16.3% |
5-6 |
1.5% |
69% |
False |
False |
40,588 |
100 |
406-4 |
333-0 |
73-4 |
19.6% |
5-2 |
1.4% |
57% |
False |
False |
34,246 |
120 |
406-4 |
333-0 |
73-4 |
19.6% |
4-7 |
1.3% |
57% |
False |
False |
29,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
416-4 |
2.618 |
403-4 |
1.618 |
395-4 |
1.000 |
390-4 |
0.618 |
387-4 |
HIGH |
382-4 |
0.618 |
379-4 |
0.500 |
378-4 |
0.382 |
377-4 |
LOW |
374-4 |
0.618 |
369-4 |
1.000 |
366-4 |
1.618 |
361-4 |
2.618 |
353-4 |
4.250 |
340-4 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
378-4 |
380-3 |
PP |
377-3 |
378-5 |
S1 |
376-3 |
377-0 |
|