CME Pit-Traded Corn Future September 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 |
378-4 |
376-4 |
-2-0 |
-0.5% |
378-4 |
High |
382-4 |
385-0 |
2-4 |
0.7% |
386-2 |
Low |
374-4 |
376-4 |
2-0 |
0.5% |
368-0 |
Close |
375-2 |
384-2 |
9-0 |
2.4% |
383-4 |
Range |
8-0 |
8-4 |
0-4 |
6.3% |
18-2 |
ATR |
8-4 |
8-4 |
0-1 |
1.1% |
0-0 |
Volume |
54,028 |
76,451 |
22,423 |
41.5% |
331,969 |
|
Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407-3 |
404-3 |
388-7 |
|
R3 |
398-7 |
395-7 |
386-5 |
|
R2 |
390-3 |
390-3 |
385-6 |
|
R1 |
387-3 |
387-3 |
385-0 |
388-7 |
PP |
381-7 |
381-7 |
381-7 |
382-6 |
S1 |
378-7 |
378-7 |
383-4 |
380-3 |
S2 |
373-3 |
373-3 |
382-6 |
|
S3 |
364-7 |
370-3 |
381-7 |
|
S4 |
356-3 |
361-7 |
379-5 |
|
|
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 |
374-4 |
11-6 |
3.1% |
6-2 |
1.6% |
83% |
False |
False |
73,681 |
10 |
386-2 |
351-6 |
34-4 |
9.0% |
8-1 |
2.1% |
94% |
False |
False |
91,296 |
20 |
386-2 |
333-0 |
53-2 |
13.9% |
7-3 |
1.9% |
96% |
False |
False |
77,014 |
40 |
386-2 |
333-0 |
53-2 |
13.9% |
6-3 |
1.7% |
96% |
False |
False |
60,288 |
60 |
391-0 |
333-0 |
58-0 |
15.1% |
6-3 |
1.7% |
88% |
False |
False |
49,676 |
80 |
393-4 |
333-0 |
60-4 |
15.7% |
5-7 |
1.5% |
85% |
False |
False |
41,382 |
100 |
406-4 |
333-0 |
73-4 |
19.1% |
5-2 |
1.4% |
70% |
False |
False |
34,960 |
120 |
406-4 |
333-0 |
73-4 |
19.1% |
4-7 |
1.3% |
70% |
False |
False |
29,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
421-1 |
2.618 |
407-2 |
1.618 |
398-6 |
1.000 |
393-4 |
0.618 |
390-2 |
HIGH |
385-0 |
0.618 |
381-6 |
0.500 |
380-6 |
0.382 |
379-6 |
LOW |
376-4 |
0.618 |
371-2 |
1.000 |
368-0 |
1.618 |
362-6 |
2.618 |
354-2 |
4.250 |
340-3 |
|
|
Fisher Pivots for day following 14-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
383-1 |
382-6 |
PP |
381-7 |
381-2 |
S1 |
380-6 |
379-6 |
|