CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
388-0 |
391-0 |
3-0 |
0.8% |
382-4 |
High |
396-4 |
395-4 |
-1-0 |
-0.3% |
396-4 |
Low |
387-4 |
387-6 |
0-2 |
0.1% |
374-4 |
Close |
392-4 |
394-6 |
2-2 |
0.6% |
394-6 |
Range |
9-0 |
7-6 |
-1-2 |
-13.9% |
22-0 |
ATR |
8-7 |
8-6 |
-0-1 |
-0.9% |
0-0 |
Volume |
70,640 |
87,390 |
16,750 |
23.7% |
359,901 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
415-7 |
413-1 |
399-0 |
|
R3 |
408-1 |
405-3 |
396-7 |
|
R2 |
400-3 |
400-3 |
396-1 |
|
R1 |
397-5 |
397-5 |
395-4 |
399-0 |
PP |
392-5 |
392-5 |
392-5 |
393-3 |
S1 |
389-7 |
389-7 |
394-0 |
391-2 |
S2 |
384-7 |
384-7 |
393-3 |
|
S3 |
377-1 |
382-1 |
392-5 |
|
S4 |
369-3 |
374-3 |
390-4 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
454-5 |
446-5 |
406-7 |
|
R3 |
432-5 |
424-5 |
400-6 |
|
R2 |
410-5 |
410-5 |
398-6 |
|
R1 |
402-5 |
402-5 |
396-6 |
406-5 |
PP |
388-5 |
388-5 |
388-5 |
390-4 |
S1 |
380-5 |
380-5 |
392-6 |
384-5 |
S2 |
366-5 |
366-5 |
390-6 |
|
S3 |
344-5 |
358-5 |
388-6 |
|
S4 |
322-5 |
336-5 |
382-5 |
|
|
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% |
7-4 |
1.9% |
92% |
False |
False |
71,980 |
10 |
396-4 |
368-0 |
28-4 |
7.2% |
7-0 |
1.8% |
94% |
False |
False |
78,510 |
20 |
396-4 |
333-0 |
63-4 |
16.1% |
7-5 |
1.9% |
97% |
False |
False |
79,617 |
40 |
396-4 |
333-0 |
63-4 |
16.1% |
6-4 |
1.6% |
97% |
False |
False |
63,338 |
60 |
396-4 |
333-0 |
63-4 |
16.1% |
6-4 |
1.6% |
97% |
False |
False |
51,669 |
80 |
396-4 |
333-0 |
63-4 |
16.1% |
6-0 |
1.5% |
97% |
False |
False |
43,183 |
100 |
406-4 |
333-0 |
73-4 |
18.6% |
5-3 |
1.4% |
84% |
False |
False |
36,425 |
120 |
406-4 |
333-0 |
73-4 |
18.6% |
5-0 |
1.3% |
84% |
False |
False |
31,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
428-4 |
2.618 |
415-6 |
1.618 |
408-0 |
1.000 |
403-2 |
0.618 |
400-2 |
HIGH |
395-4 |
0.618 |
392-4 |
0.500 |
391-5 |
0.382 |
390-6 |
LOW |
387-6 |
0.618 |
383-0 |
1.000 |
380-0 |
1.618 |
375-2 |
2.618 |
367-4 |
4.250 |
354-6 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
393-6 |
392-0 |
PP |
392-5 |
389-2 |
S1 |
391-5 |
386-4 |
|