CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
376-4 |
388-0 |
11-4 |
3.1% |
378-4 |
High |
385-0 |
396-4 |
11-4 |
3.0% |
386-2 |
Low |
376-4 |
387-4 |
11-0 |
2.9% |
368-0 |
Close |
384-2 |
392-4 |
8-2 |
2.1% |
383-4 |
Range |
8-4 |
9-0 |
0-4 |
5.9% |
18-2 |
ATR |
8-4 |
8-7 |
0-2 |
3.1% |
0-0 |
Volume |
76,451 |
70,640 |
-5,811 |
-7.6% |
331,969 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
419-1 |
414-7 |
397-4 |
|
R3 |
410-1 |
405-7 |
395-0 |
|
R2 |
401-1 |
401-1 |
394-1 |
|
R1 |
396-7 |
396-7 |
393-3 |
399-0 |
PP |
392-1 |
392-1 |
392-1 |
393-2 |
S1 |
387-7 |
387-7 |
391-5 |
390-0 |
S2 |
383-1 |
383-1 |
390-7 |
|
S3 |
374-1 |
378-7 |
390-0 |
|
S4 |
365-1 |
369-7 |
387-4 |
|
|
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 |
396-4 |
374-4 |
22-0 |
5.6% |
6-7 |
1.7% |
82% |
True |
False |
74,182 |
10 |
396-4 |
360-2 |
36-2 |
9.2% |
7-7 |
2.0% |
89% |
True |
False |
86,235 |
20 |
396-4 |
333-0 |
63-4 |
16.2% |
7-4 |
1.9% |
94% |
True |
False |
77,969 |
40 |
396-4 |
333-0 |
63-4 |
16.2% |
6-4 |
1.6% |
94% |
True |
False |
61,621 |
60 |
396-4 |
333-0 |
63-4 |
16.2% |
6-3 |
1.6% |
94% |
True |
False |
50,607 |
80 |
396-4 |
333-0 |
63-4 |
16.2% |
6-0 |
1.5% |
94% |
True |
False |
42,189 |
100 |
406-4 |
333-0 |
73-4 |
18.7% |
5-3 |
1.4% |
81% |
False |
False |
35,628 |
120 |
406-4 |
333-0 |
73-4 |
18.7% |
5-0 |
1.3% |
81% |
False |
False |
30,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
434-6 |
2.618 |
420-0 |
1.618 |
411-0 |
1.000 |
405-4 |
0.618 |
402-0 |
HIGH |
396-4 |
0.618 |
393-0 |
0.500 |
392-0 |
0.382 |
391-0 |
LOW |
387-4 |
0.618 |
382-0 |
1.000 |
378-4 |
1.618 |
373-0 |
2.618 |
364-0 |
4.250 |
349-2 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
392-3 |
390-1 |
PP |
392-1 |
387-7 |
S1 |
392-0 |
385-4 |
|