CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
391-0 |
386-4 |
-4-4 |
-1.2% |
382-4 |
High |
395-4 |
386-4 |
-9-0 |
-2.3% |
396-4 |
Low |
387-6 |
377-0 |
-10-6 |
-2.8% |
374-4 |
Close |
394-6 |
381-4 |
-13-2 |
-3.4% |
394-6 |
Range |
7-6 |
9-4 |
1-6 |
22.6% |
22-0 |
ATR |
8-6 |
9-3 |
0-5 |
7.4% |
0-0 |
Volume |
87,390 |
69,731 |
-17,659 |
-20.2% |
359,901 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
410-1 |
405-3 |
386-6 |
|
R3 |
400-5 |
395-7 |
384-1 |
|
R2 |
391-1 |
391-1 |
383-2 |
|
R1 |
386-3 |
386-3 |
382-3 |
384-0 |
PP |
381-5 |
381-5 |
381-5 |
380-4 |
S1 |
376-7 |
376-7 |
380-5 |
374-4 |
S2 |
372-1 |
372-1 |
379-6 |
|
S3 |
362-5 |
367-3 |
378-7 |
|
S4 |
353-1 |
357-7 |
376-2 |
|
|
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 |
5.8% |
8-4 |
2.2% |
32% |
False |
False |
71,648 |
10 |
396-4 |
368-0 |
28-4 |
7.5% |
7-4 |
2.0% |
47% |
False |
False |
76,160 |
20 |
396-4 |
333-0 |
63-4 |
16.6% |
7-6 |
2.0% |
76% |
False |
False |
80,363 |
40 |
396-4 |
333-0 |
63-4 |
16.6% |
6-4 |
1.7% |
76% |
False |
False |
64,693 |
60 |
396-4 |
333-0 |
63-4 |
16.6% |
6-4 |
1.7% |
76% |
False |
False |
52,358 |
80 |
396-4 |
333-0 |
63-4 |
16.6% |
6-0 |
1.6% |
76% |
False |
False |
43,977 |
100 |
406-4 |
333-0 |
73-4 |
19.3% |
5-4 |
1.4% |
66% |
False |
False |
37,067 |
120 |
406-4 |
333-0 |
73-4 |
19.3% |
5-0 |
1.3% |
66% |
False |
False |
31,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
426-7 |
2.618 |
411-3 |
1.618 |
401-7 |
1.000 |
396-0 |
0.618 |
392-3 |
HIGH |
386-4 |
0.618 |
382-7 |
0.500 |
381-6 |
0.382 |
380-5 |
LOW |
377-0 |
0.618 |
371-1 |
1.000 |
367-4 |
1.618 |
361-5 |
2.618 |
352-1 |
4.250 |
336-5 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
381-6 |
386-6 |
PP |
381-5 |
385-0 |
S1 |
381-5 |
383-2 |
|