CME Pit-Traded Corn Future September 2010
Trading Metrics calculated at close of trading on 20-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
386-4 |
375-4 |
-11-0 |
-2.8% |
382-4 |
High |
386-4 |
377-0 |
-9-4 |
-2.5% |
396-4 |
Low |
377-0 |
373-4 |
-3-4 |
-0.9% |
374-4 |
Close |
381-4 |
374-0 |
-7-4 |
-2.0% |
394-6 |
Range |
9-4 |
3-4 |
-6-0 |
-63.2% |
22-0 |
ATR |
9-3 |
9-2 |
-0-1 |
-1.1% |
0-0 |
Volume |
69,731 |
72,718 |
2,987 |
4.3% |
359,901 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385-3 |
383-1 |
375-7 |
|
R3 |
381-7 |
379-5 |
375-0 |
|
R2 |
378-3 |
378-3 |
374-5 |
|
R1 |
376-1 |
376-1 |
374-3 |
375-4 |
PP |
374-7 |
374-7 |
374-7 |
374-4 |
S1 |
372-5 |
372-5 |
373-5 |
372-0 |
S2 |
371-3 |
371-3 |
373-3 |
|
S3 |
367-7 |
369-1 |
373-0 |
|
S4 |
364-3 |
365-5 |
372-1 |
|
|
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 |
373-4 |
23-0 |
6.1% |
7-5 |
2.0% |
2% |
False |
True |
75,386 |
10 |
396-4 |
372-6 |
23-6 |
6.4% |
6-6 |
1.8% |
5% |
False |
False |
76,255 |
20 |
396-4 |
333-0 |
63-4 |
17.0% |
7-2 |
1.9% |
65% |
False |
False |
80,940 |
40 |
396-4 |
333-0 |
63-4 |
17.0% |
6-3 |
1.7% |
65% |
False |
False |
65,901 |
60 |
396-4 |
333-0 |
63-4 |
17.0% |
6-4 |
1.7% |
65% |
False |
False |
52,879 |
80 |
396-4 |
333-0 |
63-4 |
17.0% |
6-1 |
1.6% |
65% |
False |
False |
44,824 |
100 |
406-4 |
333-0 |
73-4 |
19.7% |
5-4 |
1.5% |
56% |
False |
False |
37,764 |
120 |
406-4 |
333-0 |
73-4 |
19.7% |
5-0 |
1.4% |
56% |
False |
False |
32,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
391-7 |
2.618 |
386-1 |
1.618 |
382-5 |
1.000 |
380-4 |
0.618 |
379-1 |
HIGH |
377-0 |
0.618 |
375-5 |
0.500 |
375-2 |
0.382 |
374-7 |
LOW |
373-4 |
0.618 |
371-3 |
1.000 |
370-0 |
1.618 |
367-7 |
2.618 |
364-3 |
4.250 |
358-5 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
375-2 |
384-4 |
PP |
374-7 |
381-0 |
S1 |
374-3 |
377-4 |
|